Results 191 to 200 of about 18,304 (313)

Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach. [PDF]

PLoS One
Siddiqui N, Mohamad Hasim H.
europepmc   +1 more source

Cost Model for the Footprint Planning of Production Environments in Lithium‐Ion Battery Production

Energy Technology, EarlyView.
Lithium‐ion batteries are a key element in the energy transition. However, their production still faces cost‐ and energy‐related challenges. This work introduces a footprint modeling approach incorporated into a cost model to assess the impact of different production environments on costs and energy consumption.
Maximilian Lechner, Felix Nanz, Josef Keilhofer, Anna Kollenda, Rüdiger Daub   +4 more
wiley   +1 more source

Extending MIEZE spectroscopy towards thermal wavelengths

Journal of Applied Crystallography, Volume 55, Issue 6, Page 1424-1431, December 2022., 2022
A modulation of intensity with zero effort (MIEZE) setup is proposed for high‐resolution neutron spectroscopy at momentum transfers up to 3 Å−1, energy transfers up to 20 meV and an energy resolution in the microelectronvolt range using both thermal and cold neutrons.A modulation of intensity with zero effort (MIEZE) setup is proposed for high ...
Johanna K. Jochum, Christian Franz, Thomas Keller, Christian Pfleiderer   +3 more
wiley   +1 more source

Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models. [PDF]

PLoS One
Zou Y, Xu J, Chen Y.
europepmc   +1 more source

The use of GARCH models in VaR estimation [PDF]

, 2004
Timotheos Angelidis, Alexandros Benos, Stavros Degiannakis   +2 more
openalex   +1 more source

Combining Volatility Forecasts of Duration‐Dependent Markov‐Switching Models

Journal of Forecasting, EarlyView.
ABSTRACT Duration‐dependent Markov‐switching (DDMS) models require a user‐specified duration hyperparameter, for which there is currently no established procedure for estimation or testing. As a result, an ad‐hoc duration choice must be heuristically justified.
Douglas Eduardo Turatti, Fernando Henrique de Paula e Silva Mendes, João H. G. Mazzeu   +2 more
wiley   +1 more source

Optimization strategies and artifacts of time‐involved small‐angle neutron scattering experiments

Journal of Applied Crystallography, Volume 55, Issue 6, Page 1603-1612, December 2022., 2022
This article reviews the opportunities and limitations of time‐involved small‐angle neutron scattering experiments, with the typical artifacts of the recorded data illustrated by virtue of the response of the skyrmion lattice in MnSi under periodic changes of the direction of the stabilizing field.Kinetic small‐angle neutron scattering provides access ...
Denis Mettus, Alfonso Chacon, Andreas Bauer, Sebastian Mühlbauer, Christian Pfleiderer   +4 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

Hybridization of long short-term memory neural network in fractional time series modeling of inflation. [PDF]

Front Big Data, 2023
Arif E, Herlinawati E, Devianto D, Yollanda M, Permana D.   +4 more
europepmc   +1 more source

Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers

Journal of Forecasting, EarlyView.
ABSTRACT This paper introduces an extended multivariate EGARCH model that overcomes the zero‐return problem and allows for negative news and volatility spillover effects, making it an attractive tool for multivariate volatility modeling. Despite limitations, such as noninvertibility and unclear asymptotic properties of the QML estimator, our Monte ...
Yongdeng Xu
wiley   +1 more source