Auto-enrolment of free school meals: a 'No Brainer'? [PDF]
Public Health NutrBryant M +6 more
europepmc +1 more source
The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence
, 1995 C. Engel
semanticscholar +1 more source
Appraising Model Complexity in Option Pricing
Journal of Futures Markets, Volume 45, Issue 5, Page 455-472, May 2025.ABSTRACT The research question we consider is whether incremental complexity in option pricing models is justified by incremental model performance. We apply the model confidence set as a formal model comparison approach in appraising stochastic volatility jump‐diffusion option pricing models, spanning affine and nonaffine specifications.
Mark Cummins, Francesco Esposito
wiley +1 more source
Digital wellness or digital dependency? a critical examination of mental health apps and their implications. [PDF]
Front PsychiatryBabu A, Joseph AP.
europepmc +1 more source
Commodity Futures Deliveries: Theory and Evidence From the US Corn Market
Journal of Futures Markets, EarlyView.ABSTRACT For corn futures, deliveries facilitate convergence by allowing for arbitrage between physical and “paper” markets. We explain the delivery process in detail, including the key role of Shipping Certificates. We investigate what drives deliveries and their timing and the feedback on futures prices when deliveries happen.
Vitor M. O. Fernandes +2 more
wiley +1 more source
National Health Insurance Data as a Research Tool in Korean Medicine: a guide to database utilization and methodological approaches. [PDF]
J PharmacopunctureKwon CY, Park IS.
europepmc +1 more source
The Variance Risk Premium Over Trading and Nontrading Periods
Journal of Futures Markets, EarlyView.ABSTRACT In this paper, we decompose the variance risk premium (VRP) into overnight and intraday components using model‐free implied variance stock indices in the United States, Europe, and Asia. We find that during the nontrading overnight period, the VRP is significantly negative, whereas during the intraday trading period, the VRP becomes positive ...
Lucas Papagelis, George Dotsis
wiley +1 more source
Spatio-temporal evolution and distribution characteristics of the high-quality development of China's insurance industry. [PDF]
PLoS OneZhu H, Xiong B, Tang M.
europepmc +1 more source
Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index
Journal of Futures Markets, EarlyView.ABSTRACT This paper develops a discrete‐time joint analytical framework for pricing volatility index (VIX) and VXX options consistently. We show that our framework is more flexible than continuous‐time VXX models as it allows the information contained in the high‐frequency VIX index to be incorporated for the joint pricing of VIX and VXX options, and ...
Shan Lu
wiley +1 more source
The Public Health Impact of a Ban on Flavored Cigars: A Decision-Theoretic Policy Framework. [PDF]
Nicotine Tob ResLevy DT +7 more
europepmc +1 more source