Bibliografías temáticas / Hedging

Literatura académica sobre el tema "Hedging"

Autor: Grafiati
Publicado: 4 de junio de 2021
Última modificación: 1 de agosto de 2024

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Artículos de revistas sobre el tema "Hedging"

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Hadinata, Sofyan y Diah Anggari Hardianti. "Variabel Fundamental Perusahaan Dalam Memprediksi Hedging Decision (Studi Perusahaan Automatif dan Komponen Serta Pertambangan Batubara Periode Tahun 2014-2017)". Akuntabilitas 12, n.º 2 (4 de diciembre de 2019): 179–90. http://dx.doi.org/10.15408/akt.v12i2.11823.

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One of the major risks facing multinational companies in international trade is the risk of fluctuations in foreign exchange rates. The company makes an effort to reduce the impact of these risks through risk management using a hedging decision. This study aims to test empirically the effect of the company's fundamental variables in predicting hedgings decision. Fundamental variables in this study use financial ratios, namely profitability, leverage, liquidity and growth opportunities. The data in the study used panel data from 2014 to 2017. This study used data analysis techniques using logistic regression tests. Logistic regression test is used because the dependent variable uses dummy data, namely companies that do hedging are given a score of 1 and those who do not do hedging are given a score of 0. The results of the study show that the variable profitability, leverage, and growth opportunities have a positive effect on the hedging decision. The variable liquidity has a negative effect on the hedging decision.
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Dewi, Rohmatul Fitriyah, Ruqoyyah Amilia Andania y Zuvyati Aryani Tlonaen. "Academic Literacy Practices: The Language of Hedging in Indonesian EFL Students' Essays". Inspiring: English Education Journal 7, n.º 1 (13 de marzo de 2024): 1–13. http://dx.doi.org/10.35905/inspiring.v7i1.8961.

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Writing academically and reading are parts of literacy that it is embedded in higher education. Therefore, it is important to assess how students’ ability can develop critical thinking regarding specific issues using hedging language. The purpose of this study was to evaluate students' critical thinking skills by looking at how effectively they hedgingly constructed their writings. Moreover, this study also explored the students' viewpoints about the use of hedging in their academic pursuits. This research employed a qualitative approach. The data was collected from students’ essays from the English Department in Surabaya and the results of a semi-structured interview with three students. Hyland (1998) identified eight categories of hedging, which were used in the text analysis. The study's findings demonstrate that students employed the majority of hedging strategies when writing their essays. However, the most used is modal auxiliaries, which focus more on the specific subject being taught and utilize a variety of tools to communicate their ideas. Moreover, it is found that different students provided varied reasons for employing hedging, such as reducing criticism, avoiding precision methods, or maintaining a particular writing style. Overall, the research underscores the multifaceted role of hedging in shaping both the content and perception of students' academic essays.
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Th. Vezeris, Dimitrios, Themistoklis S. Kyrgos y Christos J. Schinas. "Hedging and non-hedging trading strategies on commodities using the d-Backtest PS method. Optimized trading system hedging". Investment Management and Financial Innovations 15, n.º 3 (1 de octubre de 2018): 351–69. http://dx.doi.org/10.21511/imfi.15(3).2018.29.

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Modern trading systems are mechanic, run automatically on computers inside trading platforms and decide their position against the market through optimized parameters and algorithmic strategies. These systems now, in most cases, comprise high frequency traders, especially in the Forex market.In this research, a piece of software of an automatic high frequency trading system was developed, based on the technical indicator PIVOT (price level breakthrough). The system made transactions on hourly closing prices with weekly parameters optimization period, using the d-Backtest PS method.Through the search and checking of the results, two findings for optimization of trading strategy were found. These findings with the order they were examined and are presented in this paper are as follows: (1) the simultaneous use of “long and short” positions, with different parameters in a hedging account, acts as a hedging strategy, minimizing losses, in relation to a “long or short” in a non-hedging account for the same time period and (2) there is weak correlation of past backtesting periods between the same systems, if they are configured for “long and short” trades, or for just “long” or for just “short”.
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Brandt, Michael W. "Hedging Demands in Hedging Contingent Claims". Review of Economics and Statistics 85, n.º 1 (febrero de 2003): 119–40. http://dx.doi.org/10.1162/003465303762687758.

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De Angelis, David y S. Abraham Ravid. "Input Hedging, Output Hedging, and Market Power". Journal of Economics & Management Strategy 26, n.º 1 (17 de octubre de 2016): 123–51. http://dx.doi.org/10.1111/jems.12180.

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Syahid, Abdurrahman y Filia Filia. "Strategi Pemagaran dalam Ujaran Bahasa Jepang: Analisis Wawancara Jalanan Kanal Youtube Ask Japanese". KIRYOKU 7, n.º 2 (8 de noviembre de 2023): 86–98. http://dx.doi.org/10.14710/kiryoku.v7i2.86-98.

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This study reviews the hedging phenomena in Japanese speech found in street interview Ask Japanese. The hedging can be seen in interviewees’ answers to the interviewer’s questions. The data source used in this study is videos uploaded to Youtube by channel Ask Japanese. The reason for choosing such data source is that the videos are recorded impromptu, and thus, they show the realization of hedging in utterance naturally without any make-up. There are, in total, two videos of interview that is analyzed. The theories used are hedging as semantic phenomenon and hedging as pragmatic phenomenon. This research employs qualitative method that is involving analyzing data that have been transcribed and codified beforehand. In the videos used, there are 234 cases of hedging found. After keen observation, it is revealed that those cases of hedging are not realized in the same way. They can be classified into 6 types of strategies according to their realization in speech, namely (i) hedging by emphasizing subjectivity, (ii) hedging by expressing uncertainty, (iii) hedging by creating common ground, (iv) hedging by approximation, (v) hedging by exemplification, and (vi) hedging by downtoning.
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Choi, Myoung Shik. "Currency risks hedging for major and minor currencies: constant hedging versus speculative hedging". Applied Economics Letters 17, n.º 3 (9 de mayo de 2008): 305–11. http://dx.doi.org/10.1080/13504850701735757.

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Jin, Chenjia. "Research on the Applications of Neural Network Algorithms in Deep Hedging". Applied and Computational Engineering 2, n.º 1 (22 de marzo de 2023): 714–20. http://dx.doi.org/10.54254/2755-2721/2/20220659.

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Under market completeness assumptions, hedging a portfolio of derivatives is straightforward. In view of friction, transaction costs, liquidity and other factors, a framework is presented to extend the pricing and hedging with the hedging strategy treated as a neural network. We study the deep hedging model under incomplete market constraints such as frictions, traction cost, permanent impacts on the market and illiquidity. We discuss the limitations of certain models concerning the applications in deep hedging with constraints. After which, we analyse the advantages of different models and their joint models and find that the hedging strategy is close to the Black-Scholes delta hedging strategy. An example is also given when training after designing two hedging models. The Black-Scholes delta hedging is indeed approximated by unsupervised learning.
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Cong, Jianfa, Ken Seng Tan y Chengguo Weng. "VAR-BASED OPTIMAL PARTIAL HEDGING". ASTIN Bulletin 43, n.º 3 (29 de julio de 2013): 271–99. http://dx.doi.org/10.1017/asb.2013.19.

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AbstractHedging is one of the most important topics in finance. When a financial market is complete, every contingent claim can be hedged perfectly to eliminate any potential future obligations. When the financial market is incomplete, the investor may eliminate his risk exposure by superhedging. In practice, both hedging strategies are not satisfactory due to their high implementation costs, which erode the chance of making any profit. A more practical and desirable strategy is to resort to the partial hedging, which hedges the future obligation only partially. The quantile hedging of Föllmer and Leukert (Finance and Stochastics, vol. 3, 1999, pp. 251–273), which maximizes the probability of a successful hedge for a given budget constraint, is an example of the partial hedging. Inspired by the principle underlying the partial hedging, this paper proposes a general partial hedging model by minimizing any desirable risk measure of the total risk exposure of an investor. By confining to the value-at-risk (VaR) measure, analytic optimal partial hedging strategies are derived. The optimal partial hedging strategy is either a knock-out call strategy or a bull call spread strategy, depending on the admissible classes of hedging strategies. Our proposed VaR-based partial hedging model has the advantage of its simplicity and robustness. The optimal hedging strategy is easy to determine. Furthermore, the structure of the optimal hedging strategy is independent of the assumed market model. This is in contrast to the quantile hedging, which is sensitive to the assumed model as well as the parameter values. Extensive numerical examples are provided to compare and contrast our proposed partial hedging to the quantile hedging.
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Bhatia, Nikhil, Roshan Srivastav y Kasthrirengan Srinivasan. "Season-Dependent Hedging Policies for Reservoir Operation—A Comparison Study". Water 10, n.º 10 (22 de septiembre de 2018): 1311. http://dx.doi.org/10.3390/w10101311.

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During periods of significant water shortage or when drought is impending, it is customary to implement some kind of water supply reduction measures with a view to prevent the occurrence of severe shortages (vulnerability) in the near future. In the case of operation of a water supply reservoir, this reduction of water supply is affected by hedging schemes or hedging policies. This research work aims to compare the popular hedging policies: (i) linear two-point hedging; (ii) modified two-point hedging; and, (iii) discrete hedging based on time-varying and constant hedging parameters. A parameterization-simulation-optimization (PSO) framework is employed for the selection of the parameters of the compromising hedging policies. The multi-objective evolutionary search-based technique (Non-dominated Sorting based Genetic Algorithm-II) was used to identify the Pareto-optimal front of hedging policies that seek to obtain the trade-off between shortage ratio and vulnerability. The case example used for illustration is the Hemavathy reservoir in Karnataka, India. It is observed that the Pareto-optimal front that was obtained from time-varying hedging policies show significant improvement in reservoir performance when compared to constant hedging policies. The variation in the monthly parameters of the time-variant hedging policies shows a strong correlation with monthly inflows and available water.
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Tesis sobre el tema "Hedging"

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Sushko, Tatiana. "Hedging Errors for Static Hedging Strategies". Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for samfunnsøkonomi, 2011. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-13513.

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Loucks, Julie. "Static Hedging". Thesis, Uppsala University, Department of Mathematics, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-125734.

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Lewis, Ty. "Hedging of Volatility". Thesis, Uppsala universitet, Analys och sannolikhetsteori, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-224881.

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Schulmerich, Marco. "Ausfallbasiertes Hedging von Finanzderivaten /". Wiesbaden : Dt. Univ.-Verl, 2002. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=009777231&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

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Yick, Ho-yin. "Theories on derivative hedging". Click to view the E-thesis via HKUTO, 2004. http://sunzi.lib.hku.hk/hkuto/record/B30703530.

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Falgert, Gustaf, Andreas Jensen y Filip Lundkvist. "Fastighetsterminer : Hedging Spekulation Arbitrage". Thesis, Stockholm University, School of Business, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-6505.

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Shin, On-Myung. "Portfolio Diversifikation und Hedging /". Lohmar [u. a.] : Eul-Verl, 2003. http://www.gbv.de/dms/zbw/362368791.pdf.

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Jangenstål, Lovisa. "Hedging Interest Rate Swaps". Thesis, KTH, Matematisk statistik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-169390.

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This thesis investigates hedging strategies for a book of interest rate swaps of the currencies EUR and SEK. The aim is to minimize the variance of the portfolio and keep the transaction costs down. The analysis is performed using historical simulation for two different cases. First, with the real changes of the forward rate curve and the discount curve. Then, with principal component analysis to reduce the dimension of the changes in the curves. These methods are compared with a method using the principal component variance to randomize new principal components.
Den här uppsatsen undersöker hedgingstrategier för en portfölj bestående av ränteswapar i valutorna EUR och SEK. Syftet är att minimera portföljens varians och samtidigt minimera transaktionskostnaderna. Analysen genomförs med historisk simulering för två olika fall. Först med de verkliga förändringarna i forward- och diskonteringskurvorna. Sedan med hjälp av principalkomponentanalys för att reducera dimensionen av förändringarna i kurvorna. Dessa metoder jämförs med en metod som använder principalkomponenternas varians för att slumpa ut nya principalkomponenter.
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Yick, Ho-yin y 易浩然. "Theories on derivative hedging". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B30703530.

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Parapoulis, Panagiotis. "Hedging foreign currency options". Thesis, University of Reading, 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.317577.

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Libros sobre el tema "Hedging"

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Berger, Manfred. Hedging. Wiesbaden: Gabler Verlag, 1990. http://dx.doi.org/10.1007/978-3-322-87498-6.

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Rheinländer, Thorsten. Hedging derivatives. New Jersey: World Scientific, 2011.

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Markkanen, Raija y Hartmut Schröder, eds. Hedging and Discourse. Berlin, New York: DE GRUYTER, 1997. http://dx.doi.org/10.1515/9783110807332.

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Bychuk, Oleg V. y Brian J. Haughey, eds. Hedging Market Exposures. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119203476.

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Limperger, Judit. Hedging mit Terminkontrakten. Wiesbaden: Deutscher Universitätsverlag, 2002. http://dx.doi.org/10.1007/978-3-322-81395-4.

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Seethaler, Peter. Hedging von Währungsrisikopositionen. Wiesbaden: Deutscher Universitätsverlag, 1999. http://dx.doi.org/10.1007/978-3-663-08541-6.

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Coyle, Brian. Hedging currency exposures. Chicago: Glenlake Pub. Co., 2000.

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Rozanov, Andrew y Ryan McRandal. Tail risk hedging. London: Risk Books, 2014.

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Eades, Simon. Options, hedging & arbitrage. London: McGraw-Hill, 1992.

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Campbell, John Y. Global currency hedging. Cambridge, Mass: National Bureau of Economic Research, 2007.

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Capítulos de libros sobre el tema "Hedging"

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Berger, Manfred. "Grundlegung". En Hedging, 1–34. Wiesbaden: Gabler Verlag, 1990. http://dx.doi.org/10.1007/978-3-322-87498-6_1.

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Berger, Manfred. "Das Hedge-Objekt: Festverzinsliche Wertpapiere". En Hedging, 35–125. Wiesbaden: Gabler Verlag, 1990. http://dx.doi.org/10.1007/978-3-322-87498-6_2.

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Berger, Manfred. "Die Hedge-Ursache: Zinsänderungen". En Hedging, 127–233. Wiesbaden: Gabler Verlag, 1990. http://dx.doi.org/10.1007/978-3-322-87498-6_3.

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Berger, Manfred. "Das Hedge-Instrument: Finanzterminkontrakte". En Hedging, 235–369. Wiesbaden: Gabler Verlag, 1990. http://dx.doi.org/10.1007/978-3-322-87498-6_4.

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Berger, Manfred. "Die Hedge-Strategie: Ausnutzung der Kursbeziehungen Zwischen Effektiv- und Terminkontrakten". En Hedging, 370–479. Wiesbaden: Gabler Verlag, 1990. http://dx.doi.org/10.1007/978-3-322-87498-6_5.

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Berger, Manfred. "Zusammenfassung". En Hedging, 480–82. Wiesbaden: Gabler Verlag, 1990. http://dx.doi.org/10.1007/978-3-322-87498-6_6.

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Deutsch, Hans-Peter y Mark W. Beinker. "Hedging". En Derivatives and Internal Models, 227–51. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-22899-6_12.

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Deutsch, Hans-Peter y Roland Eller. "Hedging". En Derivatives and Internal Models, 100–117. London: Palgrave Macmillan UK, 1999. http://dx.doi.org/10.1007/978-1-349-14979-7_6.

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Wudy, Günther. "Hedging". En Geldanlage mit Optionen und Futures, 103–22. Wiesbaden: Gabler Verlag, 1993. http://dx.doi.org/10.1007/978-3-322-88996-6_5.

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Bossert, Thomas. "Hedging". En Derivate im Portfoliomanagement, 105–213. Wiesbaden: Springer Fachmedien Wiesbaden, 2017. http://dx.doi.org/10.1007/978-3-658-17574-0_3.

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Actas de conferencias sobre el tema "Hedging"

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Vidovics-Dancs, Agnes. "The Risk Of Hedging". En 37th ECMS International Conference on Modelling and Simulation. ECMS, 2023. http://dx.doi.org/10.7148/2023-0078.

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Hedging financial risk is an essential issue but is far from trivial to implement. There are several hedging assets portfolio managers can select from. However, the choice is not without weight: two portfolios hedged against the same risk factor may have different characteristics depending on this hedging asset. Moreover, hedging against one risk factor may increase the portfolio's sensitivity to other risk factors. That is, a strategy that aims to reduce risk may also increase risk in a paradox way. This should be considered by portfolio managers, risk managers, and regulators as well. The goal of this paper is to raise thoughts on this topic.
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Pastukhova, Oxana D. "Hedging And Euphemisms". En WUT 2018 - IX International Conference “Word, Utterance, Text: Cognitive, Pragmatic and Cultural Aspects”. Cognitive-Crcs, 2018. http://dx.doi.org/10.15405/epsbs.2018.04.02.19.

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Kurmanova, L. "Hedging Market Risks". En International Conference on Finance, Entrepreneurship and Technologies in Digital Economy. European Publisher, 2021. http://dx.doi.org/10.15405/epsbs.2021.03.28.

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Gao, Kang, Stephen Weston, Perukrishnen Vytelingum, Namid Stillman, Wayne Luk y Ce Guo. "Deeper Hedging: A New Agent-based Model for Effective Deep Hedging". En ICAIF '23: 4th ACM International Conference on AI in Finance. New York, NY, USA: ACM, 2023. http://dx.doi.org/10.1145/3604237.3626913.

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Tkacheva, Julia Gennadievna. "TRANSLATION ASPECT OF HEDGING". En Themed collection of papers from Foreign International Scientific Conference « Science in the Era of Challenges and Global Changes» Ьу НNRI «National development» in cooperation with AFP (Puerto Cabezas, Nicaragua). Мау 2023. - Caracas (Venezuela). Crossref, 2023. http://dx.doi.org/10.37539/230527.2023.51.32.020.

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The article is devoted to the consideration of the essence of hedge elements and the peculiarities of their functioning in various discourses. A detailed study is given to the translation aspect, reflecting the strategy of transmitting the implicit meaning of hedge elements in order to achieve conflict-free intercultural communication.
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Vidovics-Dancs, Agnes. "Hedging the fx risk: the role of correlation". En 38th ECMS International Conference on Modelling and Simulation. ECMS, 2024. http://dx.doi.org/10.7148/2024-0112.

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Hedging financial risk is an essential issue but is far from trivial to implement. By continuing a previous study, we analyze an investment where the traditional hedging strategy may lead to a riskier portfolio than the naked position. The basic problem is well-known for portfolio and risk managers: we hedge the foreign exchange risk of a foreign stock investment with the help of a forward position. With some simulations, we show how the correlation between the stock price and the exchange rate can (or should) influence the decision about the forward position’s volume. We emphasize that also regulators should initiate more sophisticated definitions in the field of financial hedging.
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Luo, Qi, Kartik B. Ariyur y Anoop Mathur. "Real Time Energy Management: Cutting the Carbon Footprint and Energy Costs via Hedging, Local Sources and Active Control". En ASME 2009 Dynamic Systems and Control Conference. ASMEDC, 2009. http://dx.doi.org/10.1115/dscc2009-2774.

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This article provides an analysis of the effect on the overall energy bill of a commercial facility of active energy management. We first show the benefits of pure hedging, hedging when the facility has its own power source—we consider the use of co-generation in winter and the use of solar power in summer. We next show how active control of facility temperature set points augments the benefits of the hedging and use of local power. Our studies are based on real consumption data of a large commercial facility, the corresponding real time prices of grid power, prices of natural gas, intensity of solar radiation, and temperature history of the period under consideration. We show that the combination of hedging, local power generation and active control can reduce facility energy bills by up to 30%, and bill variance by up to 80%. Thus, we have a scenario where consumers save significantly while using power sources with a smaller carbon footprint.
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Gruenwald, Benjamin C., Daniel Wagner, Tansel Yucelen y Jonathan A. Muse. "An LMI-Based Hedging Approach to Model Reference Adaptive Control With Actuator Dynamics". En ASME 2015 Dynamic Systems and Control Conference. American Society of Mechanical Engineers, 2015. http://dx.doi.org/10.1115/dscc2015-9894.

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Although model reference adaptive control has been used in numerous applications to achieve system performance without excessive reliance on dynamical system models, the presence of actuator dynamics can seriously limit the stability and the achievable performance of adaptive controllers. In this paper, an linear matrix inequalities-based hedging approach is developed and evaluated for model reference adaptive control of uncertain dynamical systems in the presence of actuator dynamics. The hedging method modifies the ideal reference model dynamics in order to allow correct adaptation that does not get affected due to the presence of actuator dynamics. Specifically, we first generalize the hedging approach to cover cases in which actuator output and is known and unknown. We next show the stability of the closed-loop dynamical system using tools from Lyapunov stability and linear matrix inequalities. Finally, an illustrative numerical example is provided to demonstrate the efficacy of the proposed linear matrix-inequalities-based hedging approach to model reference adaptive control.
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Vlasyan, Gayane R. "Linguistic Hedging In Interpersonal Communication". En III PMMIS 2019 (Post mass media in the modern informational society) "Journalistic text in a new technological environment: achievements and problems". Cognitive-Crcs, 2019. http://dx.doi.org/10.15405/epsbs.2019.08.02.72.

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Yumi Oum, Shmuel Oren y Shijie Deng. "Volumetric hedging in electricity procurement". En 2005 IEEE Russia Power Tech. IEEE, 2005. http://dx.doi.org/10.1109/ptc.2005.4524553.

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Informes sobre el tema "Hedging"

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Campbell, John, Karine Serfaty-de Medeiros y Luis Viceira. Global Currency Hedging. Cambridge, MA: National Bureau of Economic Research, mayo de 2007. http://dx.doi.org/10.3386/w13088.

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Giambona, Erasmo, Anil Kumar y Gordon Phillips. Hedging and Competition. Cambridge, MA: National Bureau of Economic Research, septiembre de 2021. http://dx.doi.org/10.3386/w29207.

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DEFENSE BUSINESS BOARD WASHINGTON DC. Fuel Hedging Task Group. Fort Belvoir, VA: Defense Technical Information Center, marzo de 2004. http://dx.doi.org/10.21236/ada525975.

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Engle, Robert, Stefano Giglio, Bryan Kelly, Heebum Lee y Johannes Stroebel. Hedging Climate Change News. Cambridge, MA: National Bureau of Economic Research, abril de 2019. http://dx.doi.org/10.3386/w25734.

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5

Black, Fischer. Equilibrium Exchange Rate Hedging. Cambridge, MA: National Bureau of Economic Research, abril de 1989. http://dx.doi.org/10.3386/w2947.

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León, John Jairo, Leandro Gaston Andrian y Jorge Mondragón. Optimal Commodity Price Hedging. Banco Interamericano de Desarrollo, diciembre de 2022. http://dx.doi.org/10.18235/0004649.

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Resumen
The dependence of many countries in the region on oil exports makes them vulnerable to oil price volatility. In particular, the sharp declines observed between 2014 and 2016 show how public finances weakened with significant debt increases in these countries. A strategy to mitigate the effect of sharp falls in oil prices would allow oil exporting countries to suffer a smaller impact on their public finances. This paper shows that using put options to insure against oil price hikes lowers public debt and fiscal deficits.
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Wei, Shang-Jin. Currency Hedging and Goods Trade. Cambridge, MA: National Bureau of Economic Research, septiembre de 1998. http://dx.doi.org/10.3386/w6742.

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Borensztein, Eduardo, Olivier Jeanne y Damiano Sandri. Macro-Hedging for Commodity Exporters. Cambridge, MA: National Bureau of Economic Research, octubre de 2009. http://dx.doi.org/10.3386/w15452.

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Froot, Kenneth. Currency Hedging over Long Horizons. Cambridge, MA: National Bureau of Economic Research, mayo de 1993. http://dx.doi.org/10.3386/w4355.

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Rosenberg, Joshua y Robert Engle. Option Hedging Using Empirical Pricing Kernels. Cambridge, MA: National Bureau of Economic Research, octubre de 1997. http://dx.doi.org/10.3386/w6222.

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