Fully Solution‐Processed Photonic Structures from Inorganic/Organic Molecular Hybrid Materials and Commodity Polymers
Sign Up to like & getrecommendations! Published in 2019 at "Advanced Functional Materials"
DOI: 10.1002/adfm.201808152
Abstract: Managing the interference effects from thin (multi‐)layers allows for the control of the optical transmittance/reflectance of widely used and technologically significant structures such as antireflection coatings (ARCs) and distributed Bragg reflectors (DBRs). These rely on… read more here.
Keywords: solution processed; hybrid materials; photonic structures; processed photonic ... See more keywords
Trading Activity and Rate of Convergence in Commodity Futures Markets
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DOI: 10.1002/fut.21831
Abstract: We analyze whether and how the trading activity of different trader types impacts the rate of convergence between spot and futures markets for a broad range of commodity futures markets over the 1999–2014 period. There… read more here.
Keywords: futures markets; trading activity; rate convergence; commodity ... See more keywords
Benchmarking Commodity Investments
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DOI: 10.1002/fut.21885
Abstract: While much is known about the financialization of commodities, less is known about how to profitably invest in commodities. We develop a four†factor asset pricing model of commodity returns. Our four†factor model prices… read more here.
Keywords: commodity; benchmarking commodity; four factor; model ... See more keywords
Policy impact on volatility dynamics in commodity futures markets: Evidence from China
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DOI: 10.1002/fut.21905
Abstract: Chinese financial markets play an ever more pertinent role in the global economic context and are therefore increasingly relevant for stabilizing the economy. In this paper, we scrutinize the impact of a series of new… read more here.
Keywords: futures markets; volatility; commodity; policy impact ... See more keywords
How about selling commodity futures losers?
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Futures Markets"
DOI: 10.1002/fut.22051
Abstract: This paper explores the benefits of extending the investment universe to commodity futures, from the perspective of momentum traders. We find that the growth-optimal portfolio includes negative (positive) weights on commodity futures losers (stock winners).… read more here.
Keywords: commodity futures; momentum; selling commodity; commodity ... See more keywords
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?
Sign Up to like & getrecommendations! Published in 2020 at "Annals of Operations Research"
DOI: 10.1007/s10479-020-03515-w
Abstract: The aim of this paper is to assess whether three well-known commodity-specific variables (basis, hedging pressure, and momentum) may improve the predictive power for commodity futures returns of models otherwise based on macroeconomic factors. We… read more here.
Keywords: futures returns; commodity specific; forecasting commodity; commodity futures ... See more keywords
Tax Competition in Vertically Differentiated Markets with Environmentally Conscious Consumers
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DOI: 10.1007/s10640-016-0097-0
Abstract: This paper analyses the effects of tax competition on environmental product quality, pollution and welfare in a two-country, vertically differentiated, international duopoly, in which consumers are environmentally conscious. The firm in each country chooses first… read more here.
Keywords: tax; tax competition; environmentally conscious; country ... See more keywords
Entity name recognition of cross-border e-commerce commodity titles based on TWs-LSTM
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DOI: 10.1007/s10660-019-09371-6
Abstract: Commodity information must be matched to HSCode so as to be quickly through customs for export. So it is particularly important to identify entity name in the commodity title of e-commerce platform quickly and accurately.… read more here.
Keywords: tws lstm; commodity titles; commodity; entity name ... See more keywords
Unsupervised extreme learning machine and support vector regression hybrid model for predicting energy commodity futures index
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DOI: 10.1007/s12293-016-0191-4
Abstract: Support vector regression (SVR) has been successfully applied in various domains, including predicting the prices of different financial instruments like stocks, futures, options, and indices. Because of the wide variation in financial time-series data, instead… read more here.
Keywords: vector regression; support vector; model; svr ... See more keywords
Where are commodity crops certified, and what does it mean for conservation and poverty alleviation?
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DOI: 10.1016/j.biocon.2017.09.024
Abstract: Voluntary sustainability standards have expanded dramatically over the last decade. In the agricultural sector, such standards aim to ensure environmentally and socially sustainable production of a variety of commodity crops. However, little is known about… read more here.
Keywords: poverty alleviation; conservation; commodity; commodity crops ... See more keywords
Monetary and macroprudential policy in a commodity exporting economy: A structural model analysis
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DOI: 10.1016/j.cbrev.2018.06.001
Abstract: We build a structural small open economy model to examine the impact of monetary and macroprudential policy actions in a commodity exporting economy. The model incorporates labor market, credit market, macroprudential policy tools such as… read more here.
Keywords: policy; macroprudential policy; monetary macroprudential; model ... See more keywords