Results 31 to 40 of about 507,052 (301)

Intermediate Volatility Forecasts Using Implied Forward Volatility: The Performance of Selected Agricultural Commodity Options

Journal of Agricultural and Resource Economics, 2006
Options with different maturities can be used to generate an implied forward volatility, a volatility forecast for non-overlapping future time intervals.
Thorsten M. Egelkraut, Philip Garcia
doaj   +1 more source

De novo synthesis of short‐chain aldehydes and hydrocarbons secreted by the brown marmorated stink bug Halyomorpha halys

FEBS Open Bio, EarlyView.
The brown marmorated stink bug, Halyomorpha halys, mainly secretes 4‐oxo‐(E)‐2‐hexenal, (E)‐2‐decenal, dodecane and tridecane, a mixture representative of that released by many heteropterans. We demonstrated that H. halys can synthesise these secretory components de novo using dietary glucose.
Haruna Fujimori, Koji Noge
wiley   +1 more source

Approaches to forecasing option volatility

Вестник Российского экономического университета имени Г. В. Плеханова, 2018
The article investigates a new approach to the idea of volatility. In spite of the well-known assumption that option volatility in future will be exactly the same as today, the author puts forward a method, which links the change in volatility to change ...
A. V. Azatskiy
doaj   +1 more source

Comprehensive Characterization of 98 Chinese Cases of Genetic Creutzfeldt‐Jakob Disease With T188K Mutation

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To characterize the demographic, clinical, and laboratory features of the Chinese patients of genetic Creutzfeldt‐Jakob disease with T188K variant (T188K‐gCJD), the most common subtype of genetic prion diseases (gPrDs) in China. Methods In this nationwide retrospective study, data from 98 genetically confirmed T188K‐gCJD patients ...
Chun‐Jie Li, Dong‐Lin Liang, Li‐Ping Gao, Wei‐Wei Zhang, Wei Zhou, A. Ruhan, Bing Xu, Run‐Dong Cao, Kang Xiao, Cao Chen, Qi Shi, Xiao‐Ping Dong   +11 more
wiley   +1 more source

Forecasting crude oil futures volatility with extreme-value information and dynamic jumps

Frontiers in Environmental Economics
In this paper, we propose the realized EGARCH model with jumps (hereafter REGARCH-Jump model) to model and forecast the crude oil futures volatility.
Wenliang Shu, Huiyu Luo
doaj   +1 more source

Circular Flip-Flop Index: quantifying revision stability of forecasts of direction [PDF]

Journal of Southern Hemisphere Earth Systems Science, 2021
The Flip-Flop Index, designed to quantify the extent to which a forecast changes from one issue time to the next, is extended to a Circular Flip-Flop Index for use with forecasts of wind direction, swell direction or similar.
Alistair McKelvie, Michael Foley, Benjamin Price, Nicholas Loveday, Deryn Griffiths   +4 more
doaj  

Volatility Forecasting

, 2017
In Sects. 2.3 and 4.2, the common volatility modelling oversights that exist in literature were highlighted. In this Chapter, we discuss the potential impact of these oversights on volatility forecasting and provide a methodology for testing the impact of these oversights on the forecasting accuracy of volatility models.
Mostafa, F, Dillon, T, Chang, E
openaire   +2 more sources

Validation of a Cellular Imaging‐Based Method as a Potential Biomarker for SPG4 Hereditary Spastic Paraplegia

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background Hereditary Spastic Paraplegia (HSP) comprises a group of rare genetic diseases characterized by length‐dependent axonal degeneration of the corticospinal tracts and dorsal columns, whose main clinical feature is spastic gait. Pathogenic variants in the SPG4 gene cause Spastic Paraplegia Type 4 (SPG4‐HSP), the most common form of HSP.
Gaia Fattorini, Valerio Licursi, Gianmarco Dalla Zanna, Flavio Dal Canto, Melissa Barghigiani, Nunzio Setola, Salvatore Rossi, Antonio Funcis, Filippo M. Santorelli, Gabriella Silvestri, Carlo Casali, Francesca Sardina, Cinzia Rinaldo   +12 more
wiley   +1 more source

Volatility and Dispersion of Hourly Electricity Contracts on the German Continuous Intraday Market

Energies, 2021
Intraday electricity trading on the continuous intraday market of EPEX SPOT is particularly well suited for the rebalancing of energy production.
Rainer Baule, Michael Naumann
doaj   +1 more source

Diffuse MRI Edema Predicts Relapse in Cerebral Amyloid Angiopathy–Related Inflammation

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To identify MRI predictors of relapse and quantify relapse and mortality risk in cerebral amyloid angiopathy–related inflammation (CAA‐RI). A secondary objective was to assess the association between mycophenolate mofetil use and relapse risk. Methods We performed a retrospective cohort study of 36 patients with CAA‐RI treated at the
G. Abbas Kharal, Gowtham Yerneni, Kim J. Griffin, Nicolas Thompson, Ken Uchino, Irene Katzan, Dolora Wisco, Abeer Farrag, Jayashree Sundarajan, Andrew Russman, M. Shazam Hussain   +10 more
wiley   +1 more source