Results 221 to 230 of about 3,477,957 (284)

Volatility Formation in Dairy Futures: Fundamentals, Public Information, and Processing Ambiguity

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT Class III milk futures cash‐settle to an administered price based on weekly component prices, creating a predictable within‐month flow of settlement‐relevant information. This paper studies drivers of cross‐month variation in realized volatility in this formula‐settled market.
Xiaodong Du
wiley   +1 more source

Structural and Sensory Impacts of Black Garlic Particle-Based Fat Mimetics in Low-Fat Mayonnaise. [PDF]

open access: yesInt J Food Sci
Yuliestyan A   +5 more
europepmc   +1 more source

Motive and Opportunity: Order Choice in a Limit Order Book With Dispersed Information

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We test predictions of market microstructure theory relating to the determinants of order choice in a limit order book where information is dispersed among traders. Using an experimental limit order book, with a large state space, we find that informed traders exhibit patience, compatible with the ‘waiting game’ behaviour described in Foster ...
James Steeley   +2 more
wiley   +1 more source

Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley   +1 more source

Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris   +2 more
wiley   +1 more source

API particle size governs in situ forming implant formation, microstructure evolution and performance. [PDF]

open access: yesInt J Pharm
Roy M   +8 more
europepmc   +1 more source

Human biomarker navigator

open access: yesiMeta, EarlyView.
The Human Biomarker Navigator integrates the disease continuum, biomarker dynamics, cross‐organ biomarker networks, biomarker classification, and technology‐driven paradigms. It maps how biomarkers link multi‐system physiology and pathology across the nervous, respiratory, endocrine, circulatory, immune, digestive, urinary, reproductive, and ...
Meng‐Yao Li   +29 more
wiley   +1 more source

Home - About - Disclaimer - Privacy