Results 141 to 150 of about 152,215 (282)

A Rapid Post‐Disaster Restoration Method for Networked Microgrids Based on Adaptive Quantum Particle Swarm Optimization

Energy Science &Engineering, EarlyView.
To enhance the power restoration speed of networked microgrids (NMGs) after extreme natural disasters and reduce the power outage of the system, this paper proposes a rapid post‐disaster restoration method for NMGs based co‐optimization of fault repair and load restoration.
Yunfan Zhang, Qiang Li, Jun Zhang, Chaohuang Xu   +3 more
wiley   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

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

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Analysing the Drivers of Cropland Footprint in Leading Agricultural Nations: Evidence From MMQR Approach

Geological Journal, EarlyView.
ABSTRACT Climate change represents the biggest current challenge for us and for future generations. Its impact on agriculture is undeniable, considering the food security goal. Thus, the cropland footprint has been distinguished as a comprehensive index for assessing the impact of environmental changes in agricultural areas determined by the increased ...
Ibrahim Cutcu, Magdalena Radulescu
wiley   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

Realistic Representation, Dynamic Evolution and Determinants of Institutional Quality in China

International Studies of Economics, EarlyView.
ABSTRACT The paper delves into the role of institutional quality in bolstering China's economic resilience post‐COVID‐19, CITIC‐Entropy. It divides institutions into basic and changeable categories, establishing an index system via the CITIC‐Entropy TOPSIS model.
Susu Wang, Qidi Zhang, Jing Fang
wiley   +1 more source

Addressing lightning and market uncertainties in self-scheduling: A fuzzy-markov approach for smart grids. [PDF]

Sci Rep
Benistan IS, Shahbazzadeh MJ, Eslami M.
europepmc   +1 more source

Toward an idiographic understanding of the role of sleep‐mood dynamics in adolescents' internalizing symptoms

JCPP Advances, EarlyView.
Abstract Background Adolescence is marked by increased vulnerability to sleep disturbances and mood disorders. Understanding how day‐to‐day changes in sleep and mood are linked within the same individual is crucial for clarifying sleep's role in emerging internalizing disorders. However, the extent to which an adolescent's fluctuations in sleep predict
Konstantin Drexl, Setareh Ranjbar, Sébastien Urben, Kerstin Jessica Plessen, Jennifer Glaus   +4 more
wiley   +1 more source

Safe Cooperative Decision-Making for Multi-UAV Pursuit-Evasion Games via Opponent Intent Inference. [PDF]

Sensors (Basel)
Li W, Feng Y, Zhang W.
europepmc   +1 more source