Results 21 to 30 of about 730,832 (262)
Revisiting the Integration of China Into the World Crude Oil Market: The Role of Structural Breaks
Frontiers in Energy Research, 2019 The China's crude oil futures market (INE market), as it was first launched in late March of 2018, quickly draws much attention from global investors.
Zhenhua Liu +6 more
doaj +1 more source
Implied basket correlation dynamics [PDF]
Statistics & Risk Modeling, 2016 Abstract Equity basket correlation can be estimated both using the physical measure from stock prices, and also using the risk neutral measure from option prices. The difference between the two estimates motivates a so-called “dispersion strategy”.
Wolfgang Karl Härdle, Elena Silyakova
openaire +6 more sources
Separation of dynamic and nondynamic correlation
Physical Chemistry Chemical Physics, 2016 A decomposition of the second-order reduced density matrix provides natural orbital based indices that provide a separation of dynamic and nondynamic correlation.
Ramos-Cordoba, Eloy +2 more
openaire +6 more sources
Correlated Impact Dynamics in Science
CoRR, 2023 Science progresses by building upon previous discoveries. It is commonly believed that the impact of scientific papers, as measured by citations, is positively correlated with the impact of past discoveries built upon. However, analyzing over 30 million papers and nearly a billion citations across multiple disciplines, we find that there is a long-term
Jiazhen Liu +3 more
openaire +2 more sources
Correlation dynamics of Green functions
Nuclear Physics A, 1994 We generalize the methods used in the theory of correlation dynamics and establish a set of equations of motion for many-body correlation green's functions in the non-relativistic case. These non-linear and coupled equations of motion describe the dynamical evolution of correlation green's functions of different order and transparently show how many ...
Wang, Shun-Jin +2 more
openaire +2 more sources
Do Tense Geopolitical Factors Drive Crude Oil Prices?
Energies, 2020 Geopolitical factors are considered a crucial factor that makes a difference in crude oil prices. Over the last three decades, many political events occurred frequently, causing short-term fluctuations in crude oil prices.
Fen Li +3 more
doaj +1 more source
Energies, 2015 We study the co-evolution of the dynamics or co-movement of two electricity markets, the Italian and Greek, by studying the dynamics of their wholesale day-ahead prices, simultaneously in the time-frequency domain.
George P. Papaioannou +4 more
doaj +1 more source
Projected Dynamic Conditional Correlations
International Journal of Forecasting, 2020 We propose a novel specification of the Dynamic Conditional Correlation (DCC) model based on an alternative normalization of the pseudo-correlation matrix called Projected DCC (Pro-DCC). Our modification consists in projecting, rather than rescaling, the pseudo-correlation matrix onto the set of correlation matrices in order to obtain a well defined ...
Llorens-Terrazas J., Brownlees C.
openaire +1 more source
Study of Correlation between Volatility of Stock, Exchange and Gold Coin Markets in Iran with DCC-GARCH Model [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2014 The aim of this paper is to investigate the behavior of stock, exchange and gold coin markets and their correlations structure by using the DCC-GARCH model and the daily data for the period from 23 July 2011 to 22 September 2013 in Iran.
Firouz Fallahi +3 more
doaj
Green bond market-related dynamic correlations and volatility spillovers: Systematic literature review [PDF]
Ekonomija: teorija i praksaGiven the green bond universe's expansion, grasping the evolvement of empirical investigations on green bond market-related dynamic correlations and volatility spillovers is paramount.
Jolović Nevena +2 more
doaj +1 more source