Results 181 to 190 of about 30,945,589 (274)

AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]

iScience
Zhang M, Pan Y, Su B, Zhou D.
europepmc   +1 more source

Partial Time‐Varying Regression Modelling Under General Heterogeneity

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies a semiparametric time‐varying regression model in which a subset of regressors is associated with fixed parameters, while the remaining regressors have parameters that evolve smoothly over time. We propose a closed‐form semiparametric Frisch‐Waugh‐Lovell estimator for the fixed parameters, and a non‐parametric kernel type ...
Liudas Giraitis, George Kapetanios, Yufei Li, Tien Chuong Nguyen   +3 more
wiley   +1 more source

Investigating the impact of investor attention on AI-based stocks: A comprehensive analysis using quantile regression, GARCH, and ARIMA models. [PDF]

PLoS One
Ravichandran S, Afjal M.
europepmc   +1 more source

The Effects of U.S. Monetary Policy Shocks on Portfolio Diversification

The Manchester School, EarlyView.
ABSTRACT We investigate the impact of changes in U.S. monetary policy on portfolio diversification. We build four different types of portfolios, including a U.S.‐only, a stock‐bond (60/40) portfolio, an international diversified stock portfolio, and an asset diversified portfolio.
Rong Huang, Dimos Kambouroudis, David G. McMillan   +2 more
wiley   +1 more source

Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]

Entropy (Basel)
Urniezius R, Petrauskas R, Vaitkus V, Karimov J, Brazauskas K, Repsyte J, Kacerauskiene E, Harms T, Dargiene J, Ezerskis D.   +9 more
europepmc   +1 more source

Post‐flight assessment of the OSIRIS‐REx Sample Return Capsule (SRC) for organic and other potential contaminants

Meteoritics &Planetary Science, EarlyView.
Abstract Regolith samples from the carbonaceous asteroid Bennu were stowed and delivered to Earth in the OSIRIS‐REx spacecraft's Sample Return Capsule (SRC). We applied multiple analytical techniques to study the components of the post‐flight SRC, with a focus on assessing the conditions and any contaminants to which the Bennu samples were exposed ...
Scott A. Sandford, Jason P. Dworkin, Kevin Righter, Feargus A. J. Abernethy, Romain Alosius, José C. Aponte, James Ball, Eve L. Berger, Denise K. Buckner, Henner Busemann, Simon J. Clemett, George Cody, Jamie Elsila, Dionysis I. Foustoukos, Ian A. Franchi, Daniel P. Glavin, Monica M. Grady, Heather V. Graham, Philipp R. Heck, Amy E. Hofmann, Yongsong Huang, Bumsoo Kim, Daniela Krietsch, Nicole G. Lunning, Colin Maden, Hannah L. McLain, Angel Mojarro, Michel Nuevo, Philippe Schmitt‐Kopplin, Ewerton Santos, Maria Schönbächler, Christopher J. Snead, Kathie L. Thomas‐Keprta, Alexander B. Verchovsky, Harold C. Connolly Jr., Dante S. Lauretta   +35 more
wiley   +1 more source

Application of seasonal-adjusted hybrid models for forecasting Discomfort Index in a heat-prone region of Bangladesh. [PDF]

PLoS One
Binte Ahmed A, Uddin Qureshi MM, Hussain Khan MM, Dulmini A, Haque Mollah MA, Rois R.   +5 more
europepmc   +1 more source

Governing Credit in the Digital Age: Public Perceptions and Engagement in China's Credit Systems

Regulation &Governance, EarlyView.
ABSTRACT There is a global trend toward embedding personal credit systems and their scoring mechanisms within broader governance infrastructures. A prominent and controversial example is China's Social Credit System (SCS), which plays a central role in the country's data‐driven financial and social governance.
Mo Chen, Carmen Loefflad, Jens Grossklags   +2 more
wiley   +1 more source

Analysis of Drug-Resistant Bacteria Seasonality in Japan Using Financial Time Series Analysis Method: A Nationwide Longitudinal Study. [PDF]

Can J Infect Dis Med Microbiol
Ito H, Oshida J, Fujita M, Kobayashi D.
europepmc   +1 more source

Modeling Downside Risks for China's Security Markets: Does Greenness Make Bonds a Safer Haven?

Scottish Journal of Political Economy, EarlyView.
ABSTRACT Motivated by its current defective governance regime and institutional characteristics of green finance, this study models Value‐at‐Risk and Expected Shortfall of security markets for China. We extend Patton et al.'s (2019) models by introducing four exogenous risk factors including China's climate policy uncertainty (CCPU).
Xiao‐Ming Li
wiley   +1 more source