Results 121 to 130 of about 30,945,589 (274)

The Relationship Among Climate Policy Uncertainty and Energy Markets: Fossil Versus Renewable and Low‐Carbon Assets

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper investigates the intricate relationship between climate policy uncertainty (CPU) and energy market dynamics, focusing on fossil‐based and renewable/low‐carbon energy assets. Utilising a comprehensive dataset spanning from April 1987 to December 2023, comprising monthly observations of CPU, stock market returns, spot oil prices and ...
Dimitrios Asteriou, Anastasia Dimiski
wiley   +1 more source

The Continuous Limit of GARCH Processess [PDF]

Contrary to popular belief, the diffusion limit of a GARCH variance process is not a diffusion model unless one makes a very specific assumption that cannot be generalized.
Emese Lazar, Carol Alexandra
core  

Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories

International Journal of Finance &Economics, EarlyView.
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley   +1 more source

Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris, Manolis G. Kavussanos, Stergiani (Stella) A. Moysiadou   +2 more
wiley   +1 more source

Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing

International Journal of Finance &Economics, EarlyView.
ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk, Mohsin Sadaqat, Hilal A. Butt, Giulia Fantini   +3 more
wiley   +1 more source

Modeling the Nexus Between Climate Risk, Energy Consumption, and Financial Market Performance in Emerging Countries

International Studies of Economics, EarlyView.
Abstract This paper examines the link between climate risk, energy consumption, and financial market performance in a sample of emerging countries over the period 2000–2024. The objective is to model the dynamic interactions between these three dimensions, in order to understand the extent to which energy dependence and exposure to climate risks ...
Abdelkader Mohamed Derbali
wiley   +1 more source

Resolving Complex Structural Variants in Undiagnosed Rare Movement Disorders via Multimodal Genomics and Multi‐omics

Movement Disorders, EarlyView.
Abstract Background Long‐read sequencing and multi‐omic analytical frameworks are increasingly being adopted in rare disease diagnostics. However, clinical workflows comprehensively integrating these methodologies remain uncommon. Objective This study aimed to assess the potential and limitations of integrating long‐read genomic, transcriptomic, and ...
Ugo Sorrentino, Melanie Brugger, Alice Saparov, Ivana Dzinovic, Philip Harrer, Sandy Lösecke, Kevork Derderian, Martin Pavlov, Robert Kopajtich, Holger Prokisch, Arcangela Iuso, Maria Mazurkiewicz‐Bełdzińska, Deike Weiss, Christina Ludwig, Miriam Abele, Julia Mergner, Juliane Winkelmann, Theresa Brunet, Michał Schinwelski, Elisabeth Graf, Katja Kloth‐Stachnau, Theresia Herget, Magdalena Krygier, Michael Zech   +23 more
wiley   +1 more source

GARCH Family Models vs EWMA: Which is the Best Model to Forecast Volatility of the Moroccan Stock Exchange Market? || Modelos de la familia GARCH vs EWMA: ¿cuál es el mejor modelo para pronosticar la volatilidad del mercado de valores marroquí?

Revista de Métodos Cuantitativos para la Economía y la Empresa, 2018
Nowadays, modeling and forecasting the volatility of stock markets have become central to the practice of risk management; they have become one of the major topics in financial econometrics and they are principally and continuously used in the pricing of
El Jebari, Ouael , Hakmaoui, Abdelati
doaj  

Enhanced 3D Filter‐Exchange Imaging Using Multi‐Slab Acquisition

Magnetic Resonance in Medicine, EarlyView.
ABSTRACT Purpose Starting from the implementation of a single‐slice FEXI sequence, a 3D method was developed to accelerate a FEXI experiment and acquire a multi‐slice volume. Methods 3D multi‐slab FEXI divides the volume of interest into different slabs.
Jacopo Frignani, Athanasia Kaika, Ben Danzer, Franz Schilling   +3 more
wiley   +1 more source

Silver‐Modulated Copper Dynamics Under Pulsed Tandem Electrochemical CO2 Reduction

Small, EarlyView.
Under pulsed CO2 reduction, Ag does more than provide CO for tandem catalysis. It redirects how Cu dissolves, redeposits, and remains catalytically relevant, generating an Ag‐rich yet Cu‐active working state. Correlative surface and solution analysis reveal that tandem performance emerges from dynamic material redistribution rather than from a static ...
Blaž Tomc, Rajeena Uruniyengal, Matjaž Finšgar, Mitja Kostelec, Matic Plut, Piotr Dobroń, Adam Dębski, Agata Radziwonko, Paweł Jóźwik, Marjan Bele, Martin Šala, Mohammed Azeezulla Nazrulla, Małgorzata Norek, Francisco Ruiz‐Zepeda, Ana Rebeka Kamšek, Nejc Hodnik, Wojciech J. Stępniowski   +16 more
wiley   +1 more source