Dynamic Linkages of Energy Commodities with Bullion and Metal Market: Evidence of Portfolio Hedging
This paper examines the dynamic linkages of volatility of energy commodities with bullion and the metal market. The proxies of energy commodities are crude oil and natural gas; bullion markets are Gold, silver and platinum and metal markets are copper ...
Shegorika Rajwani +3 more
doaj +1 more source
Cointegration, Price-Adjustment Delays, and Optimal Hedge Ratio in the Precious Metal Markets
Firms seeking to apply hedge accounting treatment under the Accounting Standards Codification Topic 815 must demonstrate higher hedge effectiveness, for which the regression analysis is commonly used as a testing method. An autoregressive distributed lag
Hirofumi Nishi
doaj +1 more source
Organic Wheat Prices and Premium Uncertainty: Can Cross Hedging and Forecasting Play a Role?
We compare the volatility of organic wheat prices to that of conventional wheat prices using historical measures. To reduce uncertainty, we examine the possibility of cross hedging using conventional wheat futures and the ability of futures to forecast ...
Tatiana Drugova +3 more
doaj +1 more source
Risk Management of Selected Products Imported by Iranian Agriculture Using quasi-futures contracts [PDF]
The present study aims to provide a model for covering price risks in Iranian importers of agricultural commodities. In order to assess the efficiency of the model, daily spot and futures prices of soybeans and corn were collected from the Chicago ...
Omid Khodaverdi +3 more
doaj +1 more source
Time Varying Risk Aversion: An Application to Energy Hedging [PDF]
Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M) model to estimate a time-varying measure of risk ...
Cotter, John, Hanly, Jim
core +3 more sources
Study the Optimal Hedge Ratio in Exchange Rate and gold in developing and newfound financial Markets: Case Study of Tehran Stock Exchange and Istanbul [PDF]
The main aim of this study is to investigate the possibility of hedging the risk of exchange rate fluctuations by using the gold future market and comparing the risk hedge in Tehran Exchange Stock as a developing financial market with the Istanbul ...
Mohsen Mehrara +3 more
doaj +1 more source
This paper examines the dynamic relationships and the volatility spillover effects among crude oil, gold, and Chinese electricity companies’ stock prices, from 2 December 2008 to 25 July 2022. By estimating the dynamic conditional correlation (DCC) model,
Guannan Wang, Juan Meng, Bin Mo
doaj +1 more source
Exploiting metabolic adaptations to overcome dabrafenib treatment resistance in melanoma cells
We show that dabrafenib‐resistant melanoma cells undergo mitochondrial remodeling, leading to elevated respiration and ROS production balanced by stronger antioxidant defenses. This altered redox state promotes survival despite mitochondrial damage but renders resistant cells highly vulnerable to ROS‐inducing compounds such as PEITC, highlighting redox
Silvia Eller +17 more
wiley +1 more source
Tackling Investment Risks Using Equity Options During Extreme Economic Upheavals: Indian Evidence
The study is an empirical scrutiny on the Indian equity options market to examine whether it facilitates the reduction of investment risks, focusing on an economic sphere with financial upheavals.
James Varghese
doaj +1 more source
Peroxidasin enables melanoma immune escape by inhibiting natural killer cell cytotoxicity
Peroxidasin (PXDN) is secreted by melanoma cells and binds the NK cell receptor NKG2D, thereby suppressing NK cell activation and cytotoxicity. PXDN depletion restores NKG2D signaling and enables effective NK cell–mediated melanoma killing. These findings identify PXDN as a previously unrecognized immune evasion factor and a potential target to improve
Hsu‐Min Sung +17 more
wiley +1 more source

