Results 231 to 240 of about 205,180 (308)

Waves of Uncertainty: Crude Oil Under Geopolitical, Economic, and ESG Turbulence

open access: yesEnergy Science &Engineering, EarlyView.
Dynamic copula and wavelet coherence reveal that geopolitical, economic, and sustainability uncertainties significantly shape crude oil price co‐movements. Long‐term coherence, especially post‐2015, highlights the growing role of ESG risks alongside geopolitical shocks and economic crises in global energy risk transmission.
Sana Braiek   +3 more
wiley   +1 more source

Extension of efficacy range for targeted malaria-elimination interventions due to spillover effects. [PDF]

open access: yesNat Med
Benjamin-Chung J   +16 more
europepmc   +1 more source

Spillover effects of COVID-19 on USA Education Group stocks

open access: yes, 2023
Fernandes LHS   +8 more
europepmc   +1 more source

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper revisits the relationship between the US dollar and cross‐currency basis (XCB) swap spreads. We show that the strength and direction of this relationship depend on the prevailing regime of the broad dollar. The evidence suggests that the well‐documented “dollar appreciates, basis widens” result holds primarily when the dollar is in ...
Daniel Felix Ahelegbey   +2 more
wiley   +1 more source

Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley   +1 more source

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