Results 101 to 110 of about 45,611 (300)
Most prior studies explain cross-country volatility interconnectedness without accounting for exogenous global uncertainty factors that influence equity returns. This study is the first to explore how major global uncertainty indicators such as U.S.
Abdullah A. Aljughaiman +3 more
doaj +1 more source
PD‐1 Inhibits CD4+ TRM‐Mediated cDC1 Mobilization via Suppressing JAML in Human NSCLC
CD4+ tissue‐resident memory T cells (TRMs) in non‐small cell lung cancer recruit conventional type 1 dendritic cells via XCL1‐XCR1 signaling, orchestrating antitumor immunity. The costimulatory molecule JAML is essential for this process. PD‐1 blockade restores JAML expression and cDC1 mobilization, while JAML agonists synergize with anti‐PD‐1 therapy,
Zheyu Shao +16 more
wiley +1 more source
Absicherung von Strompreisrisiken mit Futures: Theorie und Empirie [PDF]
The regulatory changes in the german electric power market result in rising electricity price volatility. As a consequence electricity price risk management is essential for an electricity trader. The paper therefore analyzes the needed volume of futures
Rodt, Marc, Schäfer, Klaus
core
IL‐15‐engineered stem cell–NK cell complexes, assembled via bioorthogonal chemistry, enable effective lung cancer immunotherapy. Abstract Natural killer (NK) cells represent a powerful immunotherapeutic strategy due to their intrinsic cytotoxicity and ability to target tumor cells independently of antigen presentation.
Qian Zhang +15 more
wiley +1 more source
Optimal Hedge Ratio for Brent Oil Market; Baysian Approach
This paper examines the optimal hedging ratio (OHR) for the Brent Crude Oil Futures using daily data over the period 1990/17/8-2014/11/3. To gain OHR, it is employed a Vector Autoregressive (VAR) and Vector Error Correction (VEC) and Baysian Vector Autoregressive (BVAR) models.
Mohsen Mehrara, Monire Hamldar
openaire +1 more source
Hedging with Stock Index Options: A Mean-Extended Gini Approach [PDF]
One of the more efficient methods to hedge portfolios of securities whose put options are not traded is to use stock index options. We use the mean-extended Gini (MEG) model to derive the optimal hedge ratios for stock index options.
Doron Greenberg, Haim Shalit
core
Optimal hedging under departures from the cost of carry valuation: evidence from the spanish stock index futures market [PDF]
This paper provides an a~alytical discussion of the optimal hedge ratio when discrepancies between the futures trading price and its theoretical valuation according to the cost-of-carry model occurs.
Lafuente Luengo, Juan Ángel
core
LMO7 Suppresses Tumor‐Associated Macrophage Phagocytosis of Tumor Cells Through Degradation of LRP1
LMO7 in tumor‐associated macrophages suppresses phagocytosis of tumor cells and limits cytotoxic T lymphocytes infiltration, fostering tumor progression. Mechanistically, LMO7 mediates the ubiquitination and degradation of the phagocytic receptor LRP1, impairing its ability to engulf tumor cells and driving macrophages toward an antitumor phenotype ...
Mengkai Li +12 more
wiley +1 more source
The term structure of currency hedge ratios [PDF]
Many firms face product price risk in foreign currency, uncertain costs in home currency and exchange rate risk. If prices and exchange rates in different countries interact, natural hedges of foreign exchange risk might result.
Korn, Olaf, Koziol, Philipp
core
Three essays on agricultural price volatility [PDF]
Title from PDF of title page (University of Missouri--Columbia, viewed on September 10, 2010).The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the
Yuan, Yiyong
core +1 more source

