Results 121 to 130 of about 15,849 (295)
Forecasting Natural Gas Prices in Real Time
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper provides a comprehensive analysis of the forecastability of the real price of natural gas in the United States at the monthly frequency considering a universe of models that differ in complexity and economic content. We find that considerable reductions in mean‐squared prediction error relative to a no‐change benchmark can be ...
Christiane Baumeister +3 more
wiley +1 more source
From Reactive to Proactive Volatility Modeling With Hemisphere Neural Networks
Journal of Applied Econometrics, EarlyView.ABSTRACT We revisit maximum likelihood estimation (MLE) for macroeconomic density forecasting through a novel neural network architecture with dedicated mean and variance hemispheres. Our architecture features several key ingredients making MLE work in this context.
Philippe Goulet Coulombe +2 more
wiley +1 more source
The Effect Of GARCH (1,1) On The Granger Causality Test In Stable VAR Models
, 2007 Panagiotis Mantalos +2 more
openalex +2 more sources
Laser &Photonics Reviews, EarlyView.By precisely engineering the geometry of a fiber‐based optical resonator, the interaction between confined light and external ultrasound waves is significantly amplified without sacrificing light confinement, boosting the ultrasound detection sensitivity beyond 0.5 mPa/√Hz.
Tai‐Anh La +2 more
wiley +1 more source
Outlier detection in GARCH models [PDF]
, 2005 We present a new procedure for detecting multiple additive outliers in GARCH(1,1) models at unknown dates. The outlier candidates are the observations with the largest standardized residual. First, a likelihood-ratio based test determines the presence and timing of an outlier.
Jurgen A. Doornik, Marius Ooms
openaire +5 more sources
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 +6 more
wiley +1 more source
ChemistryOpen, EarlyView.The pictorial illustration of the applications of polymers of intrinsic microporosity extraordinary porous organic polymers with high surface areas, pore radii, pore volumes, high permeability, high diffusivity, high selectivity, and high thermal stability, as suitable filters or purifiers for water contaminated with pharmaceutical and organic dyes ...
Martins O. Omorogie
wiley +1 more source
Modeling Retail Price Volatility of Selected Food Items in Cross River State, Nigeria Using GARCH Models [PDF]
Nkoyo Abednego Essien +3 more
openalex +1 more source
Epitaxy and Phase Stability of 2D Hexagonal Gallium Telluride on Silicon
physica status solidi (RRL) – Rapid Research Letters, EarlyView.Two‐stage amorphization as a function of annealing temperature of continuous, strain‐free, high‐crystalline‐quality 2D hexagonal gallium telluride on silicon obtained by van der Waals epitaxy. Controlling crystal quality during epitaxial growth is essential for the advancement of novel materials with industrial relevance.
Andrea Pianetti +6 more
wiley +1 more source