Results 191 to 200 of about 20,283,454 (331)

On the Comovement of Contango and Backwardation Across Futures Commodity Markets

Journal of Futures Markets, EarlyView.
ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi, Francesco Roccazzella, Athanasios Triantafyllou   +2 more
wiley   +1 more source

Double event-triggered fault tolerant consensus of nonlinear heterogeneous multiagent systems under inconsistent Markov. [PDF]

Sci Rep
Hu D, Ma J, Zang S.
europepmc   +1 more source

Zero-one laws and the minimum of a Markov process

, 1977
P. Millar
semanticscholar   +1 more source

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Traffic pattern-adaptive channel allocation in cognitive radio networks via multi-scale windowing. [PDF]

Sci Rep
Min Z, Ziru W, Jinyuan B, Bo Z.
europepmc   +1 more source

Analysing the Drivers of Cropland Footprint in Leading Agricultural Nations: Evidence From MMQR Approach

Geological Journal, EarlyView.
ABSTRACT Climate change represents the biggest current challenge for us and for future generations. Its impact on agriculture is undeniable, considering the food security goal. Thus, the cropland footprint has been distinguished as a comprehensive index for assessing the impact of environmental changes in agricultural areas determined by the increased ...
Ibrahim Cutcu, Magdalena Radulescu
wiley   +1 more source

Markov Chain Wave Generative Adversarial Network for Bee Bioacoustic Signal Synthesis. [PDF]

Sensors (Basel)
Samarappuli K, Ardekani I, Mohaghegh M, Sarrafzadeh A.   +3 more
europepmc   +1 more source

Evolutionary patterns and structural divergence of CENH3 in legumes: Implications for haploid induction breeding

Grassland Research, EarlyView.
From structure to application: evolutionary insights and genome editing strategies for CENH3‐mediated haploid induction in legumes. Abstract Background The centromeric histone variant CENH3 is crucial for chromosome segregation and haploid induction in plants, yet its evolutionary patterns in legumes remain poorly characterized. Methods We investigated
Jialiang Zhou, Kai Wang
wiley   +1 more source

Multivariate Markov Families of Copulas

Dependence Modeling, 2015
Overbeck Ludger, Schmidt Wolfgang M.
doaj   +1 more source

Way More than the Sum of Their Parts: From Statistical to Structural Mixtures. [PDF]

Entropy (Basel)
Crutchfield JP.
europepmc   +1 more source