Results 211 to 220 of about 68,879 (310)

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Estimating Baseline Survival Function in the Proportional Hazards Model Under Monotone Hazards. [PDF]

J Stat Theory Pract
Wu Y, Chappell R.
europepmc   +1 more source

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant, Matus Mrazik, Steve Satchell   +2 more
wiley   +1 more source

The Dose Makes the Poison: Perturbative Steps toward the Ultimate Linearized Coupled Cluster Method. [PDF]

J Chem Theory Comput
Bintrim SJ, Ransford ER, Carter-Fenk K.
europepmc   +1 more source

Statistical tests of nonparametric hypotheses asymptotic theory

, 2014
Pons, Odile
core  

Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines the relationship between skewness and kurtosis in Bitcoin spot and futures markets using high‐frequency data. We document a strong convex skewness–kurtosis relationship consistent with theoretical moment restrictions. Trading activity is positively associated with realized kurtosis, particularly in futures markets, though ...
Ariston Karagiorgis, Antonis Ballis
wiley   +1 more source

Leader-Following Fault-Tolerant Consensus Control for Multi-Agent Systems Based on Observers. [PDF]

Sensors (Basel)
Liu T, Zhu F, Xu H.
europepmc   +1 more source

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

Geological 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, Faiza Saleem, Afshan Hamid, Magdalena Radulescu, Ahsan Anwar   +4 more
wiley   +1 more source

Area Law for the Entanglement Entropy of Free Fermions in Nonrandom Ergodic Field. [PDF]

Entropy (Basel)
Pastur L, Shamis M.
europepmc   +1 more source

Operating Capacity, Pricing and Supply Elasticity in Container Shipping Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate the channels through which changes in operating capacity influence freight rates in the container shipping market using a novel dataset to create an operating capacity index at the shipping‐route level. Our analysis reveals that when supply elasticity is low, an increase in operating capacity tends to drive freight rates upward,
Cong Sui, Shang Wang, Jingmin Liang, Nikos K. Nomikos   +3 more
wiley   +1 more source