Results 61 to 70 of about 6,108 (234)

Effects of Photo-oxidation on the Properties of Hemp Office Papers

International Journal of Technology, 2020
This research observes changes in the properties of commercially available hemp office papers exposed to photo-oxidation for artificial aging. In order to accelerate the changes that naturally occur in paper, photo-oxidation was performed using a ...
Ivana Plazonic, Vesna Džimbeg-Malcic, Irena Bates, Željka Barbaric-Mikocevic   +3 more
doaj   +1 more source

Examining Oil Prices for Chaos, Entropy, Fractionality and Complexity, and Modeling the Impacts of Economic Policy Uncertainty and Geopolitical Risks: GARCH–MIDAS–LSTM Approach

International Journal of Energy Research, Volume 2026, Issue 1, 2026.
As the leading energy source, oil price volatility has crucial effects in energy markets, and geopolitical risks (GPRs) and economic policy uncertainties contribute to its volatility. Further, chaos, long‐range dependence, fractionality, and complexity significantly reduce modeling and forecast performances.
Özgür Ömer Ersin, Melike Bildirici, Rajashik Paul   +2 more
wiley   +1 more source

Volatility Modeling of Currency Returns: A Bayesian Multivariate GARCH‐EVT Framework

Journal of Probability and Statistics, Volume 2026, Issue 1, 2026.
Exchange rate volatility is widely recognized as a major driver of financial instability in emerging markets, driven by its complex dynamics, time‐varying dependence structures, and the frequent occurrence of extreme events. However, existing models often treat these interrelated features in isolation, limiting their ability to adequately capture their
Jean De Dieu Ntawihebasenga, Marcel Ndengo, Charline Uwilingiyimana, Denis Ndanguza, Smritijit Sen   +4 more
wiley   +1 more source

Volatility Transmission Between European Stock Indices and the Tunisian TUNINDEX: A GARCH-BEKK Approach

Computer Sciences & Mathematics Forum
This study examines volatility transmission between major European indices (CAC 40, DAX, FTSE MIB, IBEX 35, EURO STOXX 50) and Tunisia’s TUNINDEX amid global crises (2008 financial crisis, COVID-19, Russo-Ukrainian war). Using GARCH(1,1) and BEKK models,
Khalil Mhadhbi, Yossr Ghanmi
doaj   +1 more source

Comparative study of the instability and dynamics of systematic risk for Tehran Stock Exchange and a selected group of emerging stock markets [PDF]

فصلنامه پژوهش‌های اقتصادی ایران, 2013
This study investigates the stability of systematic risk of Tehran stock Exchange and a selected group of emerging stock markets including of Latin America, Asian South eastern and Istanbul Stock Exchange. The study uses time series specification of CAPM
Esmaeel Ramazanpoor, Mohammad Hassan Gholizadeh, Abbas Kalantary   +2 more
doaj  

Return and volatility spillover across equity markets between China and Southeast Asian countries [PDF]

Journal of Economics Finance and Administrative Science, 2019
Purpose - This paper aims to study the daily returns and volatility spillover effects in common stock prices between China and four countries in Southeast Asia (Vietnam, Thailand, Singapore and Malaysia). Design/methodology/approach - The analysis uses a
Ngo Thai Hung
doaj   +1 more source

Einfache (Z)‐selektive Synthese von β,γ‐ungesättigten Ketonen durch eine siliziumbasierte Olefinierungsstrategie

Angewandte Chemie, Volume 137, Issue 49, December 1, 2025.
Eine siliziumbasierte Olefinierungsstrategie wurde entwickelt, um anspruchsvolle (Z)‐konfigurierte β,γ‐ungesättigte Ketone aus leicht zugänglichen verzweigten Vinylsilanen und Säurechloriden darzustellen. Diese Methode ermöglicht die unkomplizierte Synthese einer breiten Vielfalt dekonjugierter Ketone mit hoher (Z)‐Selektivität unter milden Bedingungen
Daniya Aynetdinova, Jakub Brześkiewicz, Nikolaos Skoulikas, Nuno Maulide   +3 more
wiley   +1 more source

Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice

Energies, 2018
Energy and agricultural commodities and markets have been examined extensively, albeit separately, for a number of years. In the energy literature, the returns, volatility and volatility spillovers (namely, the delayed effect of a returns shock in one ...
Chia-Lin Chang, Yiying Li, Michael McAleer   +2 more
doaj   +1 more source

Sustainable Cellulose‐Based Coatings and Their Impact on Mechanical and Barrier Properties of Paper

Macromolecular Materials and Engineering, Volume 310, Issue 10, October 2025.
Sustainable cellulose‐based coatings impact the mechanical and barrier properties of paper. Results suggest regenerated cellulose is a promising, eco‐friendly alternative to synthetic coatings. However, the application process still needs further development to optimize performance.
Salla Hiltunen, Wilma Heinola, Janak Sapkota   +2 more
wiley   +1 more source

L₁ Regularization for High-Dimensional Multivariate GARCH Models

Risks
The complexity of estimating multivariate GARCH models increases significantly with the increase in the number of asset series. To address this issue, we propose a general regularization framework for high-dimensional GARCH models with BEKK ...
Sijie Yao, Hui Zou, Haipeng Xing
doaj   +1 more source