Volatility Formation in Dairy Futures: Fundamentals, Public Information, and Processing Ambiguity
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]
Yuliestyan A +5 more
europepmc +1 more source
Motive and Opportunity: Order Choice in a Limit Order Book With Dispersed Information
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
Integrated Local-Microstructure Engineering Toward Mechanochemically Robust Ultra-High Nickel Cathodes. [PDF]
Li Z +7 more
europepmc +1 more source
Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories
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
Heat Treatment Effects on Laser Powder Bed Fused CuNi2.5SiCr Alloy: Microstructure, Hardness, Electrical, and Thermal Conductivity. [PDF]
Ghaltaghchyan T +4 more
europepmc +1 more source
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
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]
Roy M +8 more
europepmc +1 more source
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
Innovative Development and Characterization of a Beef-Based High-Protein Snack: An Integrative Study of Physicochemical and Acoustic Properties, and Its Protein Quality. [PDF]
Wickramaarachchi S +6 more
europepmc +1 more source

