Results 101 to 110 of about 27,919 (218)

Intraday Functional PCA Forecasting of Cryptocurrency Returns

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

The Role of Price‐Volatility Cojumps in Volatility Forecasting

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley   +1 more source

The Impact of Democratization and Globalization on Environmental Sustainability in Brazil

open access: yesGeological Journal, EarlyView.
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu   +3 more
wiley   +1 more source

The Energy Dilemma: Does Energy Security Risk and Renewable Energy Affect Fossil Material Footprint? Policy Framework for Securing SDGs

open access: yesGeological Journal, EarlyView.
Energy security risk has a positive impact on material footprint. Renewable energy consumption reduces material footprint. ABSTRACT Following a high economic growth path, the group of G7 economies is found to be utilising more and more material, causing a material footprint (MF), which in turn contributes to pollution.
Serhat Çamkaya   +4 more
wiley   +1 more source

Competing Demographic Drivers of Hospital Expenditures: Coexistence of the Red Herring and the Steepening Effects

open access: yesHealth Economics, EarlyView.
ABSTRACT The fiscal sustainability of healthcare systems is increasingly strained by aging populations with two competing hypotheses dominating the literature. The Red Herring Hypothesis suggests that healthcare expenditures are driven more by proximity to death than by chronological age, while the Steepening Hypothesis examines whether expenditures ...
Malene Kallestrup‐Lamb   +2 more
wiley   +1 more source

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