Results 91 to 100 of about 72,454 (299)

Volatility analysis and forecasting of vegetable prices using an ARMA‐GARCH model: An application of the CF filter and seasonal adjustment method to Korean green onions

Agribusiness, EarlyView.
Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley   +1 more source

Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?

Agribusiness, EarlyView.
ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley   +1 more source

Return and Volatility Spillovers Among Major Cotton Markets

Agribusiness, EarlyView.
ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli, Berna Karali, Yangxuan Liu, Munisamy Gopinath   +3 more
wiley   +1 more source

Information Dense and Industry Scalable Accelerated Formation

Advanced Intelligent Discovery, EarlyView.
Pulsed formation can reduce lithium‐ion battery formation time by over 50% while maintaining or enhancing performance. Validated on 25 Ah prismatic cells, this industry‐scalable method yields thinner, more homogeneous solid electrolyte interphases (SEIs).
Leon Merker, Markus Blessing, Bojing Zhang, Helge Sören Stein   +3 more
wiley   +1 more source

Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction [PDF]

We propose a new model for multivariate forecasting which combines the Generalized Dynamic Factor Model (GDFM)and the GARCH model. The GDFM, applied to a huge number of series, captures the multivariate information and disentangles the common and the ...
Lucia Alessi, Marco Capasso, Matteo Barigozzi   +2 more
core  

Bayesian Exploration of Metal‐Organic Framework‐Derived Nanocomposites for High‐Performance Supercapacitors

Advanced Intelligent Discovery, EarlyView.
An AI‐assisted approach is introduced to decode synthesis–performance relationships in metal‐organic framework‐derived supercapacitor materials using Bayesian optimization and predictive modeling, streamlining the search for optimal energy storage properties.
David Gryc, Pritam Banerjee, Felipe Jacques Lima Duarte, Joerg R. Jinschek, Premkumar Murugesan, Babak Rezaei, Stephan Sylvest Keller, Roland A. Fischer, Mian Zahid Hussain   +8 more
wiley   +1 more source

A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors, [PDF]

This paper provides a review of some recent theoretical results for time series models with GARCH errors, and is directed towards practitioners. Starting with the simple ARCH model and proceeding to the GARCH model, some results for stationary and ...
Michael McAleer, Shiqing Ling, W. K. Li
core  

Fibroblast Transcriptomics in Molecular Diagnostics of a Comprehensive Dystonia Cohort

Annals of Neurology, EarlyView.
Objective Genomic sequencing leaves >50% of dystonia‐affected individuals without a diagnosis. Where DNA‐oriented approaches remain insufficient, integrating multiomics is essential to advance genome interpretation. Herein, we incorporated RNA sequencing (RNA‐seq) data from 167 patients with dystonia across a range of ages and presentations. Methods We
Alice Saparov, Ivana Dzinovic, Theresa Brunet, Vicente A. Yépez, Florian Hölzlwimmer, Elisabetta Indelicato, Birgit Assmann, Susann Badmann, Diana Ballhausen, Steffen Berweck, Felix Brechtmann, Melanie Brugger, Kevork Derderian, Felix Distelmaier, Philip Harrer, Denisa Harvanova, Petra Havrankova, Ann‐Kathrin Jaroszynski, Miriam Kolnikova, Robert Kopajtich, Anne Koy, Magdalena Krygier, Lukas Kunc, Katarina Kusikova, Oliver Maier, Maria Mazurkiewicz‐Bełdzińska, Christian Mertes, Ava Oberlack, Timo Roser, Alexandra Sitzberger, Ugo Sorrentino, Antonia M. Stehr, Katharina Vill, Matias Wagner, Holger Prokisch, Sylvia Boesch, Jan Necpal, Robert Jech, Juliane Winkelmann, Elisabeth Graf, Julien Gagneur, Matej Skorvanek, Michael Zech   +42 more
wiley   +1 more source

Quantifying the Impact of Relativistic Precession on Tidal Disruption Event Light Curves

Astronomische Nachrichten, EarlyView.
ABSTRACT The tidal field of a black hole can turn a star into a gas stream whose orbit can precess, especially if the a black hole is rapidly spinning. In this work, we investigate the impact of precession on the light curves of tidal disruption events (TDE).
Diego Calderón, Ondřej Pejcha, Brian D. Metzger, Paul C. Duffell, Stephan Rosswog   +4 more
wiley   +1 more source

Volatility Spillover pada Pasar Saham Indonesia, Cina, dan India

Binus Business Review, 2010
Globalization and advanced information technology easing us for obtaining information from global stock markets. With that condition, volatility in domestic capital market could be affected by volatility from global stock markets.
Martin Martin, Yunita Yunita
doaj   +1 more source