Results 31 to 40 of about 868,102 (306)
Financial Innovation, 2021 This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by ...
Manel Youssef +2 more
doaj +1 more source
Optimizing Investment Portfolios with Bacterial Foraging and Robust Risk Management
AlgorithmsThis study introduces a novel portfolio optimization approach that combines Bacterial Foraging Optimization (BFO) with risk management techniques and Sharpe ratio analysis. BFO, a nature-inspired algorithm, is employed to construct diversified portfolios,
Hubert Zarzycki
doaj +1 more source
U.S. Labor Market Dynamics Revisited [PDF]
SSRN Electronic Journal, 2006 AbstractThe picture of U.S. labor market dynamics is opaque. This paper aims at its clarification by (i) listing data facts that can be agreed upon; these indicate that there is considerable cyclicality and volatility of both accessions to and separations from employment and hence both are important for the understanding of the business cycle; (ii ...
openaire +4 more sources
Entropy, 2021 In this paper, we investigate the time-varying interconnectedness of international Real Estate Investment Trusts (REITs) markets using daily REIT prices in twelve major REIT countries since the Global Financial Crisis.
Keagile Lesame +3 more
doaj +1 more source
Financial Markets Dynamics [PDF]
SSRN Electronic Journal, 2011 The volatility of stock prices is di cult to explain within the con nes of rational pric- ing models. Changes in prices have become permanent at both the individual and the aggregate level. Therefore, when keeping the hypothesis of a rational behavior of agents, we need to give a new explanation to the price settlement of nancial assets at any mo- ment
Bretto, Alain, Priolon, Joël
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Stock exchange mergers : a dynamic correlation analysis on Euronext [PDF]
, 2020 This article investigates the role of Stock Exchange Mergers on stock market return co- movements. Using a dynamic conditional correlation model proposed by Engle (J Bus Econ Stat 20:339–350, 2002), the Euronext Stock Exchange was analyzed, and findings ...
Espinosa-Méndez, Christian +2 more
core +1 more source
Global climate change impacts on forests and markets
Environmental Research Letters, 2016 This paper develops an economic analysis of climate change impacts in the global forest sector. It illustrates how potential future climate change impacts can be integrated into a dynamic forestry economics model using data from a global dynamic ...
Xiaohui Tian +4 more
doaj +1 more source
Contagion Effect of Financial Markets in Crisis: An Analysis Based on the DCC–MGARCH Model
Mathematics, 2022 Global crises have created unprecedented challenges for communities and economies across the world, triggering turmoil in global finance and economy. This study adopts the dynamic conditional correlation multiple generalized autoregressive conditional ...
Xiuping Ji +4 more
doaj +1 more source
Rethinking plastic waste: innovations in enzymatic breakdown of oil‐based polyesters and bioplastics
FEBS Open Bio, EarlyView.Plastic pollution remains a critical environmental challenge, and current mechanical and chemical recycling methods are insufficient to achieve a fully circular economy. This review highlights recent breakthroughs in the enzymatic depolymerization of both oil‐derived polyesters and bioplastics, including high‐throughput protein engineering, de novo ...
Elena Rosini +2 more
wiley +1 more source
Enzymatic degradation of biopolymers in amorphous and molten states: mechanisms and applications
FEBS Open Bio, EarlyView.This review explains how polymer morphology and thermal state shape enzymatic degradation pathways, comparing amorphous and molten biopolymer structures. By integrating structure–reactivity principles with insights from thermodynamics and enzyme engineering, it highlights mechanisms that enable efficient polymer breakdown.
Anđela Pustak, Aleksandra Maršavelski
wiley +1 more source