Results 61 to 70 of about 768 (142)

On the Comovement of Contango and Backwardation Across Futures Commodity Markets

Journal of Futures Markets, Volume 46, Issue 6, Page 955-981, June 2026.
ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi, Francesco Roccazzella, Athanasios Triantafyllou   +2 more
wiley   +1 more source

Forecasting Related Time Series

Journal of Applied Econometrics, Volume 41, Issue 4, Page 481-498, June/July 2026.
ABSTRACT A collection of time series are “related” if they follow similar stochastic processes and/or they are statistically dependent. This paper proposes a related time series (RTS) forecasting model that exploits these relationships. The model's foundation is a set of univariate Gaussian autoregressions, one for each series, which are then augmented
Ulrich K. Müller, Mark W. Watson
wiley   +1 more source

Cryptocurrencies as shock transmitters: dynamic connectedness, hedging strategies, and portfolio management across financial markets for higher-order moments

Financial Innovation
This study explores the higher-order moments of connectedness among cryptocurrency, commodity, bond, and stock markets from April 19, 2017, to December 29, 2023, on the basis of the GARCH-SK and TVP-VAR models.
Tuna Can Güleç, Elif Erer, Selim Duramaz   +2 more
doaj   +1 more source

Comparative Functionality and Processing of Plant‐Proteins: A Path Toward Optimized Sustainable Plant‐Based Meat Analogues (PBMAs): A Review

Sustainable Food Proteins, Volume 4, Issue 2, June 2026.
The review provides a comprehensive comparison in terms comparison of commercially established and emerging plant protein sources, focusing on their structural, rheological, and sensory attributes for developing sustainable plant‐based meat analogues (PBMAs).
Mian N. Riaz, Fariha Irshad, Muhammad Bilal Haider, Debomitra Dey   +3 more
wiley   +1 more source

Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. [PDF]

Empir Econ, 2022
Xu HC, Jawadi F, Zhou J, Zhou WX.
europepmc   +1 more source

Analysis of factors influencing small-scale agricultural product prices from the perspective of the online public—a case study of China

Frontiers in Sustainable Food Systems
In recent years, the high-frequency abnormal price fluctuations of small-scale agricultural products have been detrimental to market stability. The traditional method based on statistical data of production factors can no longer accurately predict ...
Lifang Fu, Huaxu Zhang
doaj   +1 more source

Structural and Functional Characteristics of Animal and Plant‐Based Seafood Analogues: A Comparative Study of Squid, Snapper, Salmon, and Scallops

Sustainable Food Proteins, Volume 4, Issue 2, June 2026.
Comparative analysis of the structural, thermal, and textural properties of four animal‐based seafood species – salmon, scallop, squid, and snapper and their commercially available plant‐based analogues. ABSTRACT This study compares the structural and functional properties of four animal‐based seafood species such as salmon, scallop, squid, and snapper,
Deepa Agarwal, Andreas Hopf, William MacNaughtan, Hong Tran, Thomas Hauswald, Marine Girardot, Roman Buckow   +6 more
wiley   +1 more source

Fermentation and Enzymatic Pre‐Treatments to Modulate Sensory Properties of Extruded Plant‐Based Meat Alternatives

Sustainable Food Proteins, Volume 4, Issue 2, June 2026.
Fermentation, enzymatic hydrolysis, and enzymatic crosslinking are emerging pre‐treatments to improve the sensory properties of extruded plant‐based meat alternatives. This review critically examines current literature to identify underlying mechanisms, benefits, and key research gaps associated with these pre‐treatments.
Ravinder Singh, Michel Aliani, Warren Blunt, Filiz Koksel   +3 more
wiley   +1 more source

Scene Investigation from the Sky: Current and Future Uses of Unoccupied Aerial Systems in Forensic Investigations

WIREs Forensic Science, Volume 8, Issue 2, June 2026.
Police drone technology could be utilized to support forensic scene investigations. If the challenges of implementing new technologies can be overcome, drones could improve operational efficiency, interpretation issues and add investigative value in the courtroom. ABSTRACT Unoccupied aerial systems (UAS; otherwise known as Uncrewed Aerial Vehicles (UAV)
Clare Barrett, Sébastien Moret, Denis Werner   +2 more
wiley   +1 more source

Asymmetric spillover and quantile linkage between the United States and ASEAN+6 stock returns under uncertainty

Journal of Open Innovation: Technology, Market and Complexity
This study examines the spillover and connectedness network among the United States and the Association of Southeast Asian Nations (ASEAN)+6 stock market returns during times of uncertainty in the world economy, such as the COVID-19 pandemic and the ...
Surachai Chancharat, Nongnit Chancharat
doaj   +1 more source