Results 221 to 230 of about 74,761 (297)

Industry Portfolio Volatility Connections and Industry Portfolio Returns

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington, Michalis Stamatogiannis, Yawen Zheng   +2 more
wiley   +1 more source

Assessing the Predictive Capabilities of Autoregressive Integrated Moving Average and Linear Regression Models for Acute Changes in Clinical and Selected Laboratory Parameters in Children After Cardiac Surgery in the ICU. [PDF]

Children (Basel)
Sharwardy SN, Sarwar H, Hasan MNA, Rahman MZ.   +3 more
europepmc   +1 more source

Modeling the Nexus Between Climate Risk, Energy Consumption, and Financial Market Performance in Emerging Countries

International Studies of Economics, EarlyView.
Abstract This paper examines the link between climate risk, energy consumption, and financial market performance in a sample of emerging countries over the period 2000–2024. The objective is to model the dynamic interactions between these three dimensions, in order to understand the extent to which energy dependence and exposure to climate risks ...
Abdelkader Mohamed Derbali
wiley   +1 more source

Forecasting weekly dengue incidence in Sri Lanka: Modified Autoregressive Integrated Moving Average modeling approach. [PDF]

PLoS One
Karasinghe N, Peiris S, Jayathilaka R, Dharmasena T.   +3 more
europepmc   +1 more source

Forecasting COVID-19 Cases Using Alpha-Sutte Indicator: A Comparison with Autoregressive Integrated Moving Average (ARIMA) Method. [PDF]

Biomed Res Int, 2020
Attanayake AMCH, Perera SSN.
europepmc   +1 more source

On the Evolution of the Stock Market Efficiency: Evidence From Emerging Markets

International Studies of Economics, EarlyView.
ABSTRACT The study of market efficiency is one of the most covered topics in the field of financial markets, with the Efficient Market Hypothesis gathering devotees as well as several critics. The perception of markets as agents with an adaptive nature gave rise to the Adaptive Market Hypothesis (AMH).
Júlio Lobão, Luís Pacheco, Nuno Cruz
wiley   +1 more source

Influenza time series prediction models in a megacity from 2010 to 2019: Based on seasonal autoregressive integrated moving average and deep learning hybrid prediction model. [PDF]

Chin Med J (Engl)
Yang J, Yang L, Li G, Du J, Ma L, Zhang T, Zhang X, Yang J, Feng L, Yang W, Wang C.   +10 more
europepmc   +1 more source

Return Portofolio Optimal Menggunakan Single View Black-litterman Model dengan Pendekatan ARIMA (Autoregressive Integrated Moving Average)

, 2020
Adri Arisena
openalex   +2 more sources

Forecasting Tourist Visits Using Seasonal Autoregressive Integrated Moving Average Method [PDF]

, 2018
R Fahrudin
openalex   +1 more source

Risk return of forward contracting corn with crop insurance

Journal of the Agricultural and Applied Economics Association, EarlyView.
Abstract Forward contracting is a common pre‐harvest marketing strategy for row crops, with evidence suggesting higher prices during summer months due to embedded weather risk premiums. While aggressive forward contracting increases farmers' yield risk and potential non‐delivery penalties, crop revenue protection can help offset these financial burdens.
Chandan Bhattarai, Andrew McKenzie, Hunter Biram, Jesse Tack, Alvaro Durand‐Morat   +4 more
wiley   +1 more source