Results 81 to 90 of about 19,320 (310)

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

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

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 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

Multifractal Detrended Cross-Correlation Analysis of Sunspot Numbers and River Flow Fluctuations

, 2010
We use the Detrended Cross-Correlation Analysis (DCCA) to investigate the influence of sun activity represented by sunspot numbers on one of the climate indicators, specifically rivers, represented by river flow fluctuation for Daugava, Holston ...
Abramenko, Arianos, Ashkenazy, Ashkenazy, Balmaceda, Barbosa, Bogart, Bunde, Burlando, Burlando, Chen, Chianca, Colistete, Cooley, Feder, Fraedrich, Golub, Hu, Hu, Hurst, Hurst, Ivanov, Jafari, Jennings, Jun, Kantelhardt, kantelhardt, Kantelhardt, Kimiagar, Koscielny-Bunde, Koscielny-Bunde, Kroll, Liu, Livina, Livina, Loboda, M. Sadegh Movahed, Mandelbrot, Mantegna, Marsh, Matsoukas, Mauas, Murdock, Nagarajan, Nagarajan, Nagarajan, Nordemann, Pandey, Pelletier, Peng, Podobnik, Ruzmaikin, S. Hajian, Sadegh Movahed, Sadegh Movahed, Sadegh Movahed, Schmitt, Shadkhoo, Shang, Subarna, Sun, Temmer, Temmer, Temmer, Tessier, Tritschler, Vandewalle, Veronig, Verschuren, White, White, White, Wu, Zanchettin, Zhang, Zhou, Zhukov   +76 more
core   +1 more source

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

Self-Similar Models: Relationship between the Diffusion Entropy Analysis, Detrended Fluctuation Analysis and Lévy Models

Mathematics, 2020
Financial and geophysical data, like many other low and high frequency time series, are known to exhibit some memory effects. These memory effects may be long or short, permanent or temporal depending on the event that is being modeled.
Maria C. Mariani, William Kubin, Peter K. Asante, Osei K. Tweneboah, Maria P. Beccar-Varela, Sebastian Jaroszewicz, Hector Gonzalez-Huizar   +6 more
doaj   +1 more source

Complexity signatures in the geomagnetic H component recorded by the Tromsø magnetometer (70° N, 19° E) over the last quarter of a century [PDF]

Nonlinear Processes in Geophysics, 2014
Solar disturbances, depending on the orientation of the interplanetary magnetic field, typically result in perturbations of the geomagnetic field as observed by magnetometers on the ground.
C. M. Hall
doaj   +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

Transdiagnostic symptom networks in adolescent psychopathology: A longitudinal panel network analysis

JCPP Advances, EarlyView.
Abstract Background Understanding symptom patterns of emerging psychopathology is essential for early detection and intervention. Network analysis offers a promising approach by conceptualizing emerging psychopathology as dynamic interactions between symptoms over time.
Xenia A. Häfeli, Larisa Morosan, Anja Hirsig, Stefanie J. Schmidt   +3 more
wiley   +1 more source