Results 231 to 240 of about 235,695 (358)

When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro   +2 more
wiley   +1 more source

Evaluation of Energy Price Shock Effect on Macroeconomic Variables in Iran:Introducing a Dynamic Stochastic General Equilibrium Model [PDF]

open access: yesPizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2012
Esmail. Abunoori, mihamadhadi Rajaii
doaj  

Computational analysis of stochastic delay dynamics in maize streak virus. [PDF]

open access: yesPLoS One
Iqbal S   +6 more
europepmc   +1 more source

Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums

open access: yesJournal 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 Deep Neural Network Based on Two‐Stage Training for Estimating Heart Rate Variability From Camera Videos

open access: yesHealth Care Science, EarlyView.
Heart Rate Variability Estimation from Camera Videos ABSTRACT Background Studies have shown that heart rate variability (HRV) is a predictor of the prognosis of cardiovascular diseases. Contact heartbeat monitoring equipment is widely used, especially in hospitals, and benefits from the rapidity and accuracy of the detection of physiological health ...
Lan Lan   +8 more
wiley   +1 more source

Elevator mechanism dynamics in a sodium-coupled dicarboxylate transporter. [PDF]

open access: yesProc Natl Acad Sci U S A
Kinz-Thompson CD   +11 more
europepmc   +1 more source

Alternative Price Dynamics and Valuation of Flexible Strategies

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT In this article, we study the optimal operational strategy of production projects. We investigate different underlying price models and determine the optimal barriers of transition to suspension, recovery, or irreversible abandonment of productive activity.
Cristina Bertolosi   +2 more
wiley   +1 more source

Multi-Agent Reinforcement Learning in Games: Research and Applications. [PDF]

open access: yesBiomimetics (Basel)
Li H   +5 more
europepmc   +1 more source

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