AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]
Zhang M, Pan Y, Su B, Zhou D.
europepmc +1 more source
Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source
A distributionally robust bilevel optimization model for wholesale-retail electricity market design. [PDF]
Jia X +7 more
europepmc +1 more source
ABSTRACT The cocoa‐chocolate value chain faces significant environmental and social challenges, driving firms to adopt sustainability strategies ranging from individual practices to third‐party certifications. This study investigates the factors associated with these strategies by analyzing 304 cocoa‐chocolate companies using firm‐level data from the ...
Stella Marschner +3 more
wiley +1 more source
Graph attention-based heterogeneous multi-agent deep reinforcement learning for adaptive portfolio optimization. [PDF]
Zhang B.
europepmc +1 more source
India–United States Agricultural Trade Under the America‐First Agenda
ABSTRACT This article examines India–United States agricultural trade under the America‐First agenda, highlighting trade patterns, tariff structures, and potential impacts of United States trade policies. Total agricultural trade remains modest at $7 billion annually, with India imposing higher tariffs (average 39%) than the United States (5%).
Badri N. Gopalakrishnan +2 more
wiley +1 more source
Dynamic forecasting and mechanisms of volatility synchronization in complex financial systems. [PDF]
Li JC, Guo J, Ma R, Zhong G.
europepmc +1 more source
Finite Sample Accuracy of Integrated Volatility Estimators [PDF]
We consider the properties of three estimation methods for integrated volatility, i.e. realized volatility, the Fourier estimator, and the wavelet estimator, when a typical sample of high-frequency data is observed. We employ several different generating
Morten Ørregaard Nielsen +1 more
core
ABSTRACT EU member states have exhibited varying rates of apple production growth. Technical efficiency (TE) estimation is suitable for identifying best‐practice farm performance. This study examined whether the development of the apple sector in Germany, Italy, and Poland was influenced by production efficiency, access to technology, as well as ...
Anika Muder, Jakub Staniszewski
wiley +1 more source
Entropy-Augmented Forecasting and Portfolio Construction at the Industry-Group Level: A Causal Machine-Learning Approach Using Gradient-Boosted Decision Trees. [PDF]
Cohen G, Aiche A, Eichel R.
europepmc +1 more source

