Before structural health monitoring (SHM) technologies can be reliably implemented on structures outside laboratory conditions, the problem of environmental variability in monitored features must be ...

This is a preview. Log in through your library . Abstract This analysis empirically evaluates spatial linkages in regional cattle markets using cointegration tests of regional price series. Several ...

We investigate the properties of Johansen's (1988, 1991) maximum eigenvalue and trace tests for cointegration under the empirically relevant situation of near-integrated variables. Using Monte Carlo ...

Hedging methods are divided into single-period and multiperiod forms. After reviewing some well-known hedging algorithms, two new procedures called the Dickey-Fuller optimal (DFO) method and the ...