Industry Portfolio Volatility Connections and Industry Portfolio Returns
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington +2 more
wiley +1 more source
Research on a fuzzy programming model and algorithm for berth allocation considering time-varying water depth. [PDF]
Sci RepLiu D, Li B, Li M, Lei Y, Yu P, Tan C.
europepmc +1 more source
Explaining Episodes of High Inflation: Demand‐ and Supply‐Side Drivers in Times of Uncertainty
International Journal of Finance &Economics, EarlyView.ABSTRACT In this paper, we investigate the extent to which uncertainty anticipates episodes of high inflation in 30 economies worldwide. Our analysis accounts for several factors, including inflation expectations, real global economic activity, and supply chain disruptions.
Maria‐Eleni K. Agoraki +2 more
wiley +1 more source
Ventilatory efficiency: Physiological modelling and mechanistic validation. [PDF]
J PhysiolMuller PT +5 more
europepmc +1 more source
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
International Journal of Finance &Economics, EarlyView.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
The <i>MV Hondius</i> Warning: Hantavirus Surveillance Blind Spots. [PDF]
Lancet Reg Health EurGuo J, Semenza JC.
europepmc +1 more source
A Two‐Step Procedure for Generating Domestic and Asymmetric Trade Costs When Data Are Scarce
International Journal of Finance &Economics, EarlyView.ABSTRACT The practice of domestic trade cost measurement faces several challenges related to data quality, methodology and theory; but the major issue is that of data scarcity. Due to these facts, both domestic and asymmetric trade costs have been ignored despite being a feature of modern trade models.
Arman Mazhikeyev
wiley +1 more source
Antarctic science operations must account for climate change and extreme environmental events. [PDF]
Commun Earth EnvironSiegert M +5 more
europepmc +1 more source
Industry Signals and the Dynamics of Stock Market Predictability
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate whether industry portfolios contain information that forecasts aggregate stock market returns. Earlier research reports evidence of their usefulness as predictors, yet later studies find weaker and unstable effects. Using updated U.S.
Michael Ellington +2 more
wiley +1 more source
M2S-YOLOv8: Multi-Scale and Asymmetry-Aware Ship Detection for Marine Environments. [PDF]
Sensors (Basel)Li P, Qiao D, Mu J, Qi L.
europepmc +1 more source