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
Blockchain-enabled business model innovation in sector-coupled energy communities. [PDF]
Open Res EurLennard Z.
europepmc +1 more source
IEEE Transactions on Sustainable Energy [PDF]
IEEE Transactions on Sustainable Energy, 2020 openaire +1 more source
How Does AI Empower Corporate ESG Practices? Mechanisms Based on Information Processing Theory
International Journal of Finance &Economics, EarlyView.ABSTRACT In the context of the latest technological revolution and industrial transformation, Artificial Intelligence (AI) provides new impetus for the development of corporate ESG practices. This study, based on data from 2630 A‐share listed companies in China from 2010 to 2022, examines the impact of AI on corporate ESG performance and its mechanisms
Qin Zhu, Shanshan Jiang, Anna Min Du
wiley +1 more source
Cerebrospinal Fluid Sediments as a Novel Tool for Potential Biomarkers of Neurodegenerative Diseases. [PDF]
Int J Mol SciAlsina R +9 more
europepmc +1 more source
Proof of Inherent Intelligence Consensus Mechanism Empowering Blockchain-Enabled Transactive Energy
Imran Hussain +3 more
openalex +1 more source
Drivers and Challenges of Micro‐Irrigation Adoption and Intensity in India: A Study of Four States
Irrigation and Drainage, EarlyView.ABSTRACT India's food security relies substantially on groundwater, but inefficient irrigation is seriously depleting this resource. Micro‐irrigation (MI) improves irrigation application efficiency and productivity, yet adoption remains low. This study examines MI adoption across four major Indian states—Uttar Pradesh, Maharashtra, Madhya Pradesh and ...
Gurpreet Singh +2 more
wiley +1 more source
Genetic and Mechanistic Insights Inform Amyotrophic Lateral Sclerosis Treatment and Symptomatic Management: Current and Emerging Therapeutics and Clinical Trial Design Considerations. [PDF]
CNS DrugsQuigley SE, Quigg KH, Goutman SA.
europepmc +1 more source
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
Optimal two-stage arbitraging and scheduling strategy for distributed energy resource aggregators. [PDF]
HeliyonXie P, Liu M, Chen C, Tang W, Wang H.
europepmc +1 more source