Results 201 to 210 of about 772 (267)

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

Fast decisions reflect biases; slow decisions do not. [PDF]

Phys Rev E
Linn S, Lawley SD, Karamched BR, Kilpatrick ZP, Josić K.   +4 more
europepmc   +1 more source

Forecasting With Dynamic Factor Models Estimated by Partial Least Squares

Journal of Forecasting, EarlyView.
ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley   +1 more source

Magnetic Black Hole Thermodynamics in an Extended Phase Space with Nonlinear Electrodynamics. [PDF]

Entropy (Basel)
Kruglov SI.
europepmc   +1 more source

A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley   +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

Wave scattering from graphene-covered circular dielectric wire collections analysed using the single-wire part inversion: diffraction radiation case. [PDF]

Philos Trans A Math Phys Eng Sci
Herasymova DO, Natarov DM, Lucido M, Nosych OI, Dukhopelnykov SV.   +4 more
europepmc   +1 more source

Patient Information and Surgery Decisions: A Discrete Choice Experiment

Health Economics, EarlyView.
ABSTRACT Surgical treatments are offered more widely than ever before, increasingly to older and high‐risk patients. However, it is unclear whether patients making surgical decisions are fully informed about the risks of surgery and the available non‐surgical treatments.
Francesca Cornaglia, Alessandro Iaria, Eugenio Felipe Merlano, John R. Prowle   +3 more
wiley   +1 more source

From conformal infinity to equations of motion: conserved quantities in general relativity. [PDF]

Philos Trans A Math Phys Eng Sci
Penrose R.
europepmc   +1 more source

Two‐Dimensional Layered Oxides and the Two‐Dimensionalization of Bulk Oxides for Post‐Moore Information Devices

Information &Functional Materials, EarlyView.
This review systematically summarizes two‐dimensional layered and nonlayered oxides, focusing on their synthesis, properties, and post‐Moore applications in transistors, gate dielectrics, optoelectronics, and ferroelectric/magnetic devices. It also discusses challenges including scalable growth and interface engineering, along with future industrial ...
Xinjie Hou, Yanchang Zhou, Yushan Zhu, Xiao Zhang, Ruiqing Cheng, Jun He   +5 more
wiley   +1 more source