目的对踝关节运动在防治深静脉血栓(DVT)中的作用进行系统性评估,为临床实践提供参考依据。方法通过计算机搜索Cochrane Library、Web of Science、PubMed、CINAHL、Embase、中国知网、万方医学网、维普资讯中文期刊服务平台、中国生物...目的对踝关节运动在防治深静脉血栓(DVT)中的作用进行系统性评估,为临床实践提供参考依据。方法通过计算机搜索Cochrane Library、Web of Science、PubMed、CINAHL、Embase、中国知网、万方医学网、维普资讯中文期刊服务平台、中国生物医学文献服务系统等数据库中关于踝关节运动预防下肢DVT的原始文献,检索时限为建库至2023年7月。由2名研究人员根据纳入/排除标准独立对文献进行筛选,提取相关数据,并对文献质量进行评价,使用Stata16软件进行meta分析。结果共纳入文献14篇,包括1572名患者。踝关节运动能降低骨科患者术后DVT发生率、增加最大静脉容量及最大静脉流出量、减小大腿周径,差异均有统计学意义(风险比/均数差0.26、1.14、0.94、-2.18,95%可信区间0.16~0.42、0.60~1.67、0.43~1.44、-3.31~-1.05,P<0.001);减小小腿周径、降低术后不良事件发生率比较,差异均无统计学意义(均数差/风险比-2.27、0.76,95%可信区间-5.12~0.57、0.31~1.85,P=0.117、0.543)。结论踝关节运动可有效降低骨科患者术后DVT发生率,同时可改善患者血流动力学状况和减小大腿周径,但对减小小腿周径、降低不良反应的效果不明显。展开更多
This paper investigates the time-frequency dependence,return and volatility connectedness,dynamic linkages,and portfolio diversification gains among oil and China’s sectoral commodities,namely,Petrochemicals(CIFI),Gr...This paper investigates the time-frequency dependence,return and volatility connectedness,dynamic linkages,and portfolio diversification gains among oil and China’s sectoral commodities,namely,Petrochemicals(CIFI),Grains(CRFI),Energy(ENFI),Non-ferrous metals(NFFI),Oil&Fats(OOFI),and Softs(SOFI),utilizing a proposed research framework that contains the wavelet coherence,novel TVP-VAR based connectedness,and the cDCC-,DECO-FIAPARCH(1,d,1)model.The empirical results demonstrate that global oil market exhibits a relatively higher(lower)coherence with ENFI,NFFI,and OOFI(CRFI)on the long-term time horizon and the oil market leads China’s sectoral commodities during most sample periods.The crude oil market transmits significant connectedness to China’s sectoral commodities,especially the energy commodity sector(ENFI).The dynamic return and volatility total spillovers tend to intensify and exhibit significant fluctuations during the GFC and the oil price collapse.Further,the time-varying linkages among oil and China’s sectoral commodities are positive and fluctuant,mainly at a relatively low level.The dynamic return and volatility connectedness,multi-view linkages,optimal portfolio weights,and hedging ratios display significant time-varying features.The oil-commodity nexus offers diversification benefits and the optimal-weighted portfolio presents the best variance and downside risk reduction performance.Furthermore,risk management effectiveness is market-condition-dependent and heterogeneous across different commodity sectors and sub-samples.This paper can not only help investors and market regulators to capture the complex interconnectedness and risk transmission trajectory among oil and China’s sectoral commodities but also benefits for investors and portfolio managers to construct optimal portfolios and hedging strategies.展开更多
文摘目的对踝关节运动在防治深静脉血栓(DVT)中的作用进行系统性评估,为临床实践提供参考依据。方法通过计算机搜索Cochrane Library、Web of Science、PubMed、CINAHL、Embase、中国知网、万方医学网、维普资讯中文期刊服务平台、中国生物医学文献服务系统等数据库中关于踝关节运动预防下肢DVT的原始文献,检索时限为建库至2023年7月。由2名研究人员根据纳入/排除标准独立对文献进行筛选,提取相关数据,并对文献质量进行评价,使用Stata16软件进行meta分析。结果共纳入文献14篇,包括1572名患者。踝关节运动能降低骨科患者术后DVT发生率、增加最大静脉容量及最大静脉流出量、减小大腿周径,差异均有统计学意义(风险比/均数差0.26、1.14、0.94、-2.18,95%可信区间0.16~0.42、0.60~1.67、0.43~1.44、-3.31~-1.05,P<0.001);减小小腿周径、降低术后不良事件发生率比较,差异均无统计学意义(均数差/风险比-2.27、0.76,95%可信区间-5.12~0.57、0.31~1.85,P=0.117、0.543)。结论踝关节运动可有效降低骨科患者术后DVT发生率,同时可改善患者血流动力学状况和减小大腿周径,但对减小小腿周径、降低不良反应的效果不明显。
基金supported by the National Natural Science Foundation of China under Grant No.71573042the Natural Science Foundation of Fujian Province under Grant No.2017J01794。
文摘This paper investigates the time-frequency dependence,return and volatility connectedness,dynamic linkages,and portfolio diversification gains among oil and China’s sectoral commodities,namely,Petrochemicals(CIFI),Grains(CRFI),Energy(ENFI),Non-ferrous metals(NFFI),Oil&Fats(OOFI),and Softs(SOFI),utilizing a proposed research framework that contains the wavelet coherence,novel TVP-VAR based connectedness,and the cDCC-,DECO-FIAPARCH(1,d,1)model.The empirical results demonstrate that global oil market exhibits a relatively higher(lower)coherence with ENFI,NFFI,and OOFI(CRFI)on the long-term time horizon and the oil market leads China’s sectoral commodities during most sample periods.The crude oil market transmits significant connectedness to China’s sectoral commodities,especially the energy commodity sector(ENFI).The dynamic return and volatility total spillovers tend to intensify and exhibit significant fluctuations during the GFC and the oil price collapse.Further,the time-varying linkages among oil and China’s sectoral commodities are positive and fluctuant,mainly at a relatively low level.The dynamic return and volatility connectedness,multi-view linkages,optimal portfolio weights,and hedging ratios display significant time-varying features.The oil-commodity nexus offers diversification benefits and the optimal-weighted portfolio presents the best variance and downside risk reduction performance.Furthermore,risk management effectiveness is market-condition-dependent and heterogeneous across different commodity sectors and sub-samples.This paper can not only help investors and market regulators to capture the complex interconnectedness and risk transmission trajectory among oil and China’s sectoral commodities but also benefits for investors and portfolio managers to construct optimal portfolios and hedging strategies.
