Results 71 to 80 of about 18,134 (280)

Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums

Journal of Futures Markets, EarlyView.
ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley   +1 more source

A Multivariate Method for Dynamic System Analysis: Multivariate Detrended Fluctuation Analysis Using Generalized Variance

Topics in Cognitive Science, EarlyView., 2023
Abstract Fractal fluctuations are a core concept for inquiries into human behavior and cognition from a dynamic systems perspective. Here, we present a generalized variance method for multivariate detrended fluctuation analysis (mvDFA). The advantage of this extension is that it can be applied to multivariate time series and considers intercorrelation ...
Sebastian Wallot, Julien Patrick Irmer, Monika Tschense, Nikita Kuznetsov, Andreas Højlund, Martin Dietz   +5 more
wiley   +1 more source

Time-Scaling Properties of Sunshine Duration Based on Detrended Fluctuation Analysis over China

Atmosphere, 2019
The spatial and temporal variabilities of the daily Sunshine Duration (SSD) time series from the Chinese Meteorological Administration during the 1954⁻2009 period are examined by the Detrended Fluctuation Analysis (DFA) method.
Lei Jiang, Jiping Zhang, Yan Fang
doaj   +1 more source

Long-range correlations in rectal temperature fluctuations of healthy infants during maturation. [PDF]

PLoS ONE, 2009
BACKGROUND:Control of breathing, heart rate, and body temperature are interdependent in infants, where instabilities in thermoregulation can contribute to apneas or even life-threatening events.
Georgette Stern, Julia Beel, Béla Suki, Mike Silverman, Jenny Westaway, Mateja Cernelc, David Baldwin, Urs Frey   +7 more
doaj   +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

Effect of coarse-graining on detrended fluctuation analysis

, 2005
Several studies have investigated the scaling behavior in naturally occurring biological and physical processes using techniques such as detrended fluctuation analysis (DFA).
Ashkenazy, Ashkenazy, Chen, Hao, Hu, Kantelhardt, Linde, Makhoul, Peng, Peng, Podobnik, Proakis, Radhakrishnan Nagarajan, Tavare, Tou   +14 more
core   +1 more source

Statistical properties of detrended fluctuation analysis

Journal of Statistical Computation and Simulation, 2010
The main goal of this work is to consider the detrended fluctuation analysis (DFA), proposed by Peng et al. [Mosaic organization of DNA nucleotides, Phys. Rev. E. 49(5) (1994), 1685–1689]. This is a well-known method for analysing the long-range dependence in non-stationary time series.
Crato, Nuno, Linhares, R.R., Lopes, Sílvia R. C.   +2 more
openaire   +2 more sources

Developmental dynamics of symptoms of emotional problems in childhood and adolescence: A longitudinal network analysis

JCPP Advances, EarlyView.
This study examined how emotional symptoms co‐develop from childhood to adolescence using longitudinal data from over 11,000 children and adolescents. Network analyses revealed reciprocal links between core symptoms of anxiety and depression, with no significant differences between males and females.
Eira R. Aksnes, Marianne Skogbrott Birkeland, Omid V. Ebrahimi, Mona Bekkhus, Lia Ferschmann, Dani Beck, Trude Fixdal, Alexandra Havdahl, Lydia Gabriela Speyer, Lars T. Westlye, Marieke G. N. Bos, Christian K. Tamnes   +11 more
wiley   +1 more source

Nonlinear stratospheric variability: multifractal detrended fluctuation analysis and singularity spectra

, 2016
Characterising the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent.
Badin, Gualtiero, Domeisen, Daniela I. V.   +1 more
core   +1 more source

Association Between Gas‐Free Cerebrovascular Reactivity (CVR) and Cognitive Function in Older Adults With a High Risk for Vascular Dementia

Journal of Magnetic Resonance Imaging, EarlyView.
ABSTRACT Background Vascular cognitive impairment and dementia (VCID) is the second leading cause of dementia. Cerebrovascular reactivity (CVR) is a promising biomarker for VCID. However, CVR is not commonly measured in clinical practice due to logistical difficulties in applying a hypercapnia challenge during MR imaging. Purpose To investigate whether
Fariba Badrzadeh, Elham Karimigharighi, Huajun Liang, Andrew Chan, Linda Chang, Peiying Liu   +5 more
wiley   +1 more source