Results 81 to 90 of about 26,870 (211)

Oscillatory Loading in Ice Friction Experiments: Implications for Tidally Driven Activity Along the Tiger Stripes of Enceladus

Journal of Geophysical Research: Planets, Volume 130, Issue 12, December 2025.
Abstract We explored the effect of oscillatory loading on the frictional response of polycrystalline water ice and ice + ammonia to better understand the behavior of tidally modulated strike‐slip faults on the icy satellites of the outer solar system, particularly Saturn's moon Enceladus.
Maheenuz Zaman, Christine McCarthy, Rob M. Skarbek, Heather M. Savage, Noah P. Hammond   +4 more
wiley   +1 more source

Measuring Dynamics of Risk and Performance of Sector Indices on Zagreb Stock Exchange

Croatian Review of Economic, Business and Social Statistics, 2015
Investors are interested in sector diversification on stock markets among other important portfolio topics. This paper looks at five sector indices on Croatian capital market as an example of a small, relatively illiquid market.
Škrinjarić Tihana
doaj   +1 more source

Pionic atoms probing pi-NN resonances

, 2004
The pion optical potential generated by the hypothetical pi-NN-coupled NN-decoupled dibaryon resonance d'(2065) is calculated to the lowest order in nuclear matter density.
AMAND FAESSLER, B. V. MARTEMYANOV, C. FUCHS, Faessler A., Fil’kov L. V., Garcia-Recio C., Glendenning N. K., Kondratyuk L. A., Koni J., Krivoruchenko M. I., M. I. KRIVORUCHENKO, Martemyanov B. V., Mulders P. J., Nuseirat M.   +13 more
core   +1 more source

The Impact of Stock Prices of Polluting Energy Sources on Renewable Energy Stock Index Prices

Folia Oeconomica Stetinensia
The link between the price of polluting energy supplies and the renewable energy stock index may be intricate and subtle. Investors need to conduct thorough inquiries and analyses to completely understand the correlation between these industries.
Serap Vurur N., Özdemir Letife, Özen Ercan, Grima Simon   +3 more
doaj   +1 more source

Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach

Business Systems Research, 2016
Background: Investors on financial markets are interested in finding trading strategies which could enable them to beat the market. They always look for best possibilities to achieve above-average returns and manage risks successfully. MGARCH methodology
Škrinjarić Tihana, Šego Boško
doaj   +1 more source

The effect of the Israel-Hamas conflict on carbon markets: Evidence from the European Union Emissions Trading System

Journal of Economics and Management
Aim/purpose – This study investigates the impact of the Israel-Hamas conflict on carbon emission allowance prices within the European Union Emissions Trading System (EU ETS).
Tanıl Eyüp, Kalabak Ali Yasin, Aksoy Mine, Karakaş Mehmet   +3 more
doaj   +1 more source

Achieving Portfolio Diversification through Cryptocurrencies in European Markets

Business Systems Research, 2019
Background: Cryptocurrencies represent a specific technological innovation in financial markets that keeps getting more and more popular among investors around the world. Given the specific characteristics of the cryptocurrencies, this paper examines the
Pavković Ana, Anđelinović Mihovil, Pavković Ivan   +2 more
doaj   +1 more source

Contagion and Stock Interdependence in the BRIC+M Block

Economía Teoría y Práctica, 2018
El objetivo del presente trabajo es analizar el efecto contagio entre los mercados de capital del bloque BRIC+M (Brasil, Rusia, India, China más México).
Magnolia Miriam Sosa Castro, Christian Bucio Pacheco, Alejandra Cabello Rosales   +2 more
doaj   +1 more source

Policy Recommendations for Enhancing the Competitiveness and Business Performance of Digital Banks in Vietnam

ECONOMICS
The digital transformation of the banking sector is reshaping competitive dynamics, requiring institutions to align technological innovation with service quality, human capital, and customer experience. Despite growing global attention, limited empirical
Vy Phan Dien, Tam Phan Thanh
doaj   +1 more source

What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets

Economics: Journal Articles, 2019
The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017.
Śmiech Sławomir, Papież Monika, Fijorek Kamil, Dąbrowski Marek A.   +3 more
doaj   +1 more source