Results 111 to 120 of about 40,912 (303)

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

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

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

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

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

Ex Vivo Evaluation of Poly(Solketal Acrylate) Nanoparticles for Intravitreal Drug Delivery to the Posterior Eye Segment

Macromolecular Rapid Communications, EarlyView.
Nile Red‐loaded poly(solketal acrylate) nanoparticles enable fluorescence tracking and exhibit nontoxic profiles in retinal cells. Enhanced cellular uptake and deep retinal penetration after intravitreal injection highlight their excellent potential for targeted ocular drug delivery to the posterior segment of the eye.
Yasaman Pourdakheli Hamedani, José Hurst, Malte Ritter, Philipp Weingarten, Julia Skokowa, Sven Schnichels, Friederike Adams   +6 more
wiley   +1 more source

Fracture Assessment of DEMO Divertor Components Under Thermo‐Mechanical Loads

Macromolecular Symposia, EarlyView.
ABSTRACT Nuclear fusion represents a promising pathway toward large‐scale, sustainable, and low‐impact energy production. However, the extreme operating conditions within fusion reactors, characterized by high temperatures, intense neutron irradiation, and severe mechanical and magnetic loads, place significant demands on the structural integrity of ...
A. Cuccurullo, N. Mantel, J. H. You, R. Citarella   +3 more
wiley   +1 more source

Neurodevelopmental Disorder with Dystonia and Chorea Linked to De Novo Variants in the Splicing Regulator SRRM4

Movement Disorders, EarlyView.
Abstract Background SRRM4 is an exclusively neural‐expressed splicing‐factor gene not yet associated with a monogenic condition. Objective We sought to delineate movement disorders caused by SRRM4 variants. De novo splice‐donor‐site variants at position +2 of intron 5 of SRRM4 (c.464+2T>C, c.464+2T>A) occurred in three unrelated patients with dystonia ...
Philip Harrer, Volker Kittke, Alice Saparov, Alexej Knaus, Shimriet Zeidler, Rachel Schot, Florian Kraft, Matthias Begemann, Suzanna Koudijs, Ugo Sorrentino, Chen Zhao, Ivana Dzinovic, Martin Pavlov, Elisabeth Graf, Antonia M. Stehr, Peter M. Krawitz, Christian Wilhelm, Saskia Biskup, Fahd Alsalloum, Steffen Berweck, Juliane Winkelmann, Konrad Oexle, Ingo Kurth, G. Christoph Korenke, Michael Zech   +24 more
wiley   +1 more source

Valor em Risco (VaR) utilizando modelos de previsão de volatilidade: EWMA, GARCH e Volatilidade Estocástica

BBR: Brazilian Business Review, 2007
Este artigo explora três modelos utilizados para a estimativa da volatilidade: suavização exponencial - EWMA, volatilidade condicional - GARCH e volatilidade estocástica - VE. A volatilidade estimada por estes modelos pode ser utilizada em uma métrica de
Fernando Caio Galdi, Leonel Molero Pereira   +1 more
doaj  

Anti‐Globalization Dynamics and Africa's Structural Transformation: Identifying Avoidable Environmental Degradation Thresholds

Sustainable Development, EarlyView.
ABSTRACT This study pursues a dual objective. First, it investigates the unconditional impact of anti‐globalization on structural transformation in Africa. Second, it explores how environmental degradation interacts with anti‐globalization to influence structural transformation. The analysis focuses on 52 African countries over the period 2005–2023. To
Simplice A. Asongu, Ekene ThankGod Emeka
wiley   +1 more source