Results 161 to 170 of about 137,368 (329)
Joint Implied Willow Tree: An Approach for Joint S&P 500/VIX Calibration
Journal of Futures Markets, EarlyView.ABSTRACT Since the inception of Volatility Index (VIX) options trading, academic literature has persistently sought accurate methods for jointly calibrating the prices of the S&P 500 index (SPX) and VIX options. This study introduces a novel nonparametric approach, called the joint implied willow tree (JIWT) method, aimed at resolving this joint ...
Bing Dong, Wei Xu, Zhenyu Cui
wiley +1 more source
Earth and Space Science, Volume 9, Issue 12, December 2022., 2022 Abstract A 6.0‐magnitude (Mw) earthquake was reported to have occurred in Jiashi County, Xinjiang at 21:27 on 19 January 2020, Beijing time (13:27 UTC). This study applied a stochastic finite‐fault approach based on the dynamic corner frequency (EXSIM) to simulate 23 near‐field stations within a distance of 120 km from the epicenter.
Chong Wang +5 more
wiley +1 more source
Earthquake-induced landslide scenarios for seismic microzonation: application to the Accumoli area (Rieti, Italy) [PDF]
, 2019 Salvatore Martino +7 more
openalex +1 more source
Greenhouse Gases: Science and Technology, EarlyView.ABSTRACT The increasing global focus on carbon sequestration underscores the need for comprehensive CO2 storage atlases, extending beyond Europe and America to other countries that are significant contributors to carbon dioxide emissions. This article addresses this imperative by examining the CO2 storage potential in the Lurestan area of Iran, with a ...
Pegah Dinani +6 more
wiley +1 more source
Characterizing Drivers of Asia's Black Elephant Disaster Risks
Earth's Future, Volume 10, Issue 12, December 2022., 2022 Abstract Asia has the fastest growing population and economy, but it is also the most disaster‐prone region in the world. Resilience to disaster impacts from natural hazards will be key to the long‐term sustainability of this rapidly growing region. The first step to building resilience is to identify the key threats that this region faces. We describe
Yolanda C. Lin +7 more
wiley +1 more source
Earthquake risk scenarios of the Ciutat Vella District in Valencia, Spain [PDF]
, 2019 Arianna Paola Guardiola Víllora +1 more
openalex +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This research aims to explore and understand the dynamic nature of volatility connectedness between BRICS stock markets and various asset price implied volatility indices through a TVP‐VAR broadened connectedness approach. Results display nontrivial dynamic connectedness in the BRICS stock markets and uncertainties in different markets during ...
Halilibrahim Gökgöz +3 more
wiley +1 more source
Earth and Space Science, Volume 9, Issue 12, December 2022., 2022 Abstract Extreme precipitation events may cause flooding, slope failure, erosion, deposition, and damage to infrastructure over a regional scale, but the impacts of these events are often difficult to fully characterize. Regional‐scale landscape change occurred during an extreme rain event in June 2012 in northeastern Minnesota.
S. B. DeLong +7 more
wiley +1 more source
Study on the Priority of Measuring against Scenario Earthquakes Based on Seismic Risk Estimation
, 2011 Tomatsu Makoto, Shigeyuki Okada
openalex +2 more sources
International Journal of Finance &Economics, EarlyView.ABSTRACT Banks within the MENA regions serve as pivotal agents in fostering economic growth through extensive lending to businesses, individuals and corporations, thereby amplifying employment within the banking sector. A pressing concern affecting these banks is the proliferation of NPLs, which not only diminishes net earnings but also escalates ...
Shadi Ratib Mohammad Aledeimat +1 more
wiley +1 more source