Results 161 to 170 of about 45,560 (291)

Hedging strategies among financial markets: the case of green and brown assets. [PDF]

Empir Econ, 2023
Raheem ID, Akinkugbe O, Yusuf AH, Asl MG.   +3 more
europepmc   +1 more source

Persistently Increased Expression of PKMzeta and Unbiased Gene Expression Profiles Identify Hippocampal Molecular Traces of a Long‐Term Active Place Avoidance Memory and “Shadow” Proteins

Advanced Science, EarlyView.
Protein complexes like KIBRA‐PKMζ are crucial for maintaining memories, forming month‐long protein traces in memory‐tagged neurons, but conventional RNA‐seq analysis fails to detect their transcript changes, leaving memory molecules undetected in the shadows of abundantly‐expressed genes.
Jiyeon Han, Alejandro Grau‐Perales, Rayna M. Harris, Edith Lesburguères, Hsin‐Yi Kao, Asit Pal, Juan Marcos Alarcon, Todd C. Sacktor, Stefano Martiniani, Hans A. Hofmann, André A. Fenton   +10 more
wiley   +1 more source

Sensory sensitivity and visual discomfort are not associated with altered gamma oscillations: A test of the excitation-inhibition hypothesis. [PDF]

Imaging Neurosci (Camb)
Sumner P, Powell G, Price A, Thomas H, Reed LS, Perry G, Hedge C, Singh KD.   +7 more
europepmc   +1 more source

Pancancer Fine‐Mapping of Mutational Intolerance Identifies CHEK1 as an Immunosuppressive Driver in Lung Adenocarcinoma

Advanced Science, EarlyView.
This study identifies mutation‐intolerant genes (MIGs), which are mutationally constrained in tumors despite normal‐tissue variability. Using miDriver, the authors pinpoint MIGs essential for tumor‐intrinsic fitness and immune evasion. Focusing on CHEK1, they show it drives tumor fitness and sculpts an immunosuppressive niche via the MIF–CD74 axis ...
Tao Wang, Hongyu Zhao, Xiaojie Sun, Yuqi Ding, Zhipeng Zhu, Xiaotong Yu, Rongyi Zhu, Dan Wang, Kailong Li, Yang Liu, Li‐Bin Wang, Xiaolu Zhao, Baojun Suo, Hongsen Bi, Peipei Zhang, Tong Liu, Fengbiao Mao   +16 more
wiley   +1 more source

On the hedge and safe-haven abilities of bitcoin and gold against blue economy and green finance assets during global crises: Evidence from the DCC, ADCC and GO-GARCH models. [PDF]

PLoS One
Manzli YS, Fakhfekh M, Béjaoui A, Alnafisah H, Jeribi A.   +4 more
europepmc   +1 more source

Hedging with CO2 allowances: the ECX market [PDF]

We investigate and empirically estimate optimal hedge ratios, for the first time, in the EU ETS carbon market. Minimum variance hedge ratios are conditionally estimated with multivariate GARCH models, and unconditionally by OLS and the naïve strategy for
Carlos Pinho, Mara Madaleno
core   +1 more source

Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin

Reducing financial risk is of paramount importance to investors, financial institutions, and corporations. Since the pioneering contribution of Johnson (1960), the optimal hedge ratio based on futures is regularly utilized. The current paper suggests an explicit and efficient method for testing the null hypothesis of a symmetric optimal hedge ratio ...
openaire   +2 more sources

Rapid Proteome‐Wide Discovery of Protein–Protein Interactions With ppIRIS

Advanced Science, EarlyView.
ppIRIS is a lightweight deep learning framework for proteome‐wide protein–protein interaction prediction directly from sequence. By fusing evolutionary and structural embeddings with a regularized Siamese architecture, ppIRIS achieves state‐of‐the‐art accuracy across species, enables minute‐scale screening, and reveals biologically validated bacterial ...
Luiz Felipe Piochi, Di Tang, Johan Malmström, Yasaman Karami, Hamed Khakzad   +4 more
wiley   +1 more source

Using smart transportation assets to hedge fossil energy markets: Evidence from quantile-based VAR approach. [PDF]

PLoS One
Hasan MB, Hossain MN, Khatun H, Uddin GS, Bilgin MH, Tian S.   +5 more
europepmc   +1 more source

Hedging Break-Even Biodiesel Production Costs Using Soybean Oil Futures [PDF]

The effectiveness of hedging volatile input prices for biodiesel producers is examined over one- to eight-week time horizons. Results reveal that hedging break-even soybean costs with soybean oil futures offers significant reductions in input price risk.
Graf, Johannes, McKenzie, Andrew M., Popp, Michael P.   +2 more
core   +1 more source