The Experts below are selected from a list of 360 Experts worldwide ranked by ideXlab platform
Sebastien Laurent - One of the best experts on this subject based on the ideXlab platform.
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market risk in commodity markets a var approach
Energy Economics, 2003Co-Authors: Pierre Giot, Sebastien LaurentAbstract:We put forward Value-at-Risk models relevant for commodity traders who have long and short trading positions in commodity markets. In a five-year out-of-sample study on aluminium, copper, nickel, Brent crude oil and WTI crude oil daily cash prices and cocoa nearby futures contracts, we assess the performance of the RiskMetrics, skewed Student APARCH and skewed student ARCH models. While the skewed Student APARCH model performs best in all cases, the skewed Student ARCH model delivers good results and its estimation does not require non-linear optimization procedures. As such this new model could be relatively easily integrated in a spreadsheet-like environment and used by market practitioners.
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market risk in commodity markets a var approach
Energy Economics, 2003Co-Authors: Pierre Giot, Sebastien LaurentAbstract:We put forward Value-at-Risk models relevant for commodity traders who have long and short trading positions in commodity markets. In a 5-year out-of-sample study on aluminium, copper, nickel, Brent crude oil and WTI crude oil daily cash prices and cocoa nearby futures contracts, we assess the performance of the RiskMetrics, skewed Student APARCH and skewed student ARCH models. While the skewed Student APARCH model performs best in all cases, the skewed Student ARCH model delivers good results and its estimation does not require non-linear optimization procedures. As such this new model could be relatively easily integrated in a spreadsheet-like environment and used by market practitioners.
Pierre Giot - One of the best experts on this subject based on the ideXlab platform.
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market risk in commodity markets a var approach
Energy Economics, 2003Co-Authors: Pierre Giot, Sebastien LaurentAbstract:We put forward Value-at-Risk models relevant for commodity traders who have long and short trading positions in commodity markets. In a five-year out-of-sample study on aluminium, copper, nickel, Brent crude oil and WTI crude oil daily cash prices and cocoa nearby futures contracts, we assess the performance of the RiskMetrics, skewed Student APARCH and skewed student ARCH models. While the skewed Student APARCH model performs best in all cases, the skewed Student ARCH model delivers good results and its estimation does not require non-linear optimization procedures. As such this new model could be relatively easily integrated in a spreadsheet-like environment and used by market practitioners.
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market risk in commodity markets a var approach
Energy Economics, 2003Co-Authors: Pierre Giot, Sebastien LaurentAbstract:We put forward Value-at-Risk models relevant for commodity traders who have long and short trading positions in commodity markets. In a 5-year out-of-sample study on aluminium, copper, nickel, Brent crude oil and WTI crude oil daily cash prices and cocoa nearby futures contracts, we assess the performance of the RiskMetrics, skewed Student APARCH and skewed student ARCH models. While the skewed Student APARCH model performs best in all cases, the skewed Student ARCH model delivers good results and its estimation does not require non-linear optimization procedures. As such this new model could be relatively easily integrated in a spreadsheet-like environment and used by market practitioners.
Wei Diane Shao - One of the best experts on this subject based on the ideXlab platform.
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come on higher ed get with the programme a study of market orientation in international student recruitment
Educational Review, 2013Co-Authors: Mitchell Ross, Debra Ann Grace, Wei Diane ShaoAbstract:This paper investigates higher education (HE) student recruitment practices from the standpoint of market orientation. By adopting the well-established market orientation framework of Narver and Slater [1990, The effect of a market orientation on a business profitability. Journal of Marketing 54, no. 4: 20–35], we examine the extent to which individual market orientation components are reflected in the strategies adopted by international student recruitment (ISR) departments in Australian HE institutions and how these, in turn, influence ISR performance. The analysis of data collected from ISR practitioners, via online survey, suggests a number of important theoretical and practical implications and strong recommendations for further research in this area.
Mitchell Ross - One of the best experts on this subject based on the ideXlab platform.
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come on higher ed get with the programme a study of market orientation in international student recruitment
Educational Review, 2013Co-Authors: Mitchell Ross, Debra Ann Grace, Wei Diane ShaoAbstract:This paper investigates higher education (HE) student recruitment practices from the standpoint of market orientation. By adopting the well-established market orientation framework of Narver and Slater [1990, The effect of a market orientation on a business profitability. Journal of Marketing 54, no. 4: 20–35], we examine the extent to which individual market orientation components are reflected in the strategies adopted by international student recruitment (ISR) departments in Australian HE institutions and how these, in turn, influence ISR performance. The analysis of data collected from ISR practitioners, via online survey, suggests a number of important theoretical and practical implications and strong recommendations for further research in this area.
Melissa Wheeler - One of the best experts on this subject based on the ideXlab platform.
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understanding practitioner professionalism in aboriginal and torres strait islander health lessons from student and registrar placements at an urban aboriginal and torres strait islander primary healthcare service
Australian Journal of Primary Health, 2017Co-Authors: Deborah A Askew, Vivian Lyall, Shaun Ewen, David Paul, Melissa WheelerAbstract:Aboriginal and Torres Strait Islander peoples continue to be pathologised in medical curriculum, leaving graduates feeling unequipped to effectively work cross-culturally. These factors create barriers to culturally safe health care for Aboriginal and Torres Strait Islander peoples. In this pilot pre-post study, the learning experiences of seven medical students and four medical registrars undertaking clinical placements at an urban Aboriginal and Torres Strait Islander primary healthcare service in 2014 were followed. Through analysis and comparison of pre- and post-placement responses to a paper-based case study of a fictitious Aboriginal patient, four learning principles for medical professionalism were identified: student exposure to nuanced, complex and positive representations of Aboriginal peoples; positive practitioner role modelling; interpersonal skills that build trust and minimise patient-practitioner relational power imbalances; and knowledge, understanding and skills for providing patient-centred, holistic care. Though not exhaustive, these principles can increase the capacity of practitioners to foster culturally safe and optimal health care for Aboriginal peoples. Furthermore, competence and effectiveness in Aboriginal health care is an essential component of medical professionalism.
