Results 281 to 290 of about 129,146 (344)

Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums

Journal 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

Option Pricing Under Ornstein-Uhlenbeck Stochastic Volatility

, 2009
Giacomo Bormetti, Valentina Cazzola, Danilo Delpini   +2 more
openalex   +1 more source

Derivative Pricing Using Hybrid Stochastic Volatility Models

Joel Mwenya, Offen Elias, Emmanuel Sinkwembe, Silas Mirau, F Black, Z Cui, J Kirkby, D Nguyen, Y El-Khatib, S Goutte, Z Makumbe, J Vives, J Gatheral, A Jacquier, P Hagan, D Kumar, A Lesniewski, D Woodward, S Heston, R Merino, J Vives, F Black, M Scholes, A Van Der Stoep, L Grzelak, C Oosterlee   +25 more
openalex   +1 more source

Clinical validation of a DNA methylation biomarker associated with overall survival of relapsed ovarian cancer patients

International Journal of Cancer, EarlyView.
What's New? Most patients with ovarian cancer (OC) relapse after first‐line chemotherapy, and prognosis with second‐line treatment depends largely on the platinum‐free interval. However, reliable biomarkers to predict response to second‐line therapy remain lacking.
Muhammad Habiburrahman, Nahal Masrour, Naina Patel, Anna M. Piskorz, Robert Brown, James D. Brenton, Iain A. McNeish, James M. Flanagan   +7 more
wiley   +1 more source

Reinsurance-investment game between two α-maxmin mean-variance insurers. [PDF]

PLoS One
Zhang Q, Zhou G, Fu J.
europepmc   +1 more source

Computational Modeling of Uncertainty and Volatility Beliefs in Escape-Avoidance Learning: Comparing Individuals with and Without Suicidal Ideation. [PDF]

J Pers Med
Blacutt M, O'Loughlin CM, Ammerman BA.
europepmc   +1 more source

Optimal investment under stochastic volatility and power type utility function

, 2011
Abbes Benchaabane, Azzedine Benchettah
openalex   +1 more source

Cause-and-effect relationships in a nonlinear model of Bitcoin's energy use and price volatility effect. [PDF]

PLoS One
Zournatzidou G.
europepmc   +1 more source

Computationally Efficient Multi-Asset Stochastic Volatility Modeling

, 2018
Yizhou Fang
openalex   +1 more source

Research on the Tail Risk Spillover Effect of Cryptocurrencies and Energy Market Based on Complex Network. [PDF]

Entropy (Basel)
Gong XL, Wang XT.
europepmc   +1 more source