Assessing the risk spillover effects between the Chinese carbon market and the US-China energy market. [PDF]
Yan J, Işık C.
europepmc +1 more source
Modeling Volatility of Nigeria Stock Exchange Using Multivariate GARCH Models
Monday Osagie Adenomon +2 more
openalex +2 more sources
Model‐Free Local Partial Correlation
ABSTRACT In the simple linear regression context, partial correlation measures the linear association between two variables, with the linear effects of a third control variable removed. In this paper, we investigate the local partial correlation using a kernel smoothing approach.
Li‐Shan Huang +2 more
wiley +1 more source
Multiscale neural dynamics in sleep transition volatility across age scales: a multimodal EEG-EMG-EOG analysis of temazepam effects. [PDF]
Sirpal P, Sikora WA, Refai HH.
europepmc +1 more source
Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models [PDF]
Jeroen V.K. Rombouts, Marno Verbeek
openalex
Powder diffraction pattern of hot‐pressed polythylene oxide/ polyacrylonitrile polymerelectrolyte composites. Polyethylene oxide (PEO)‐based solid polymer electrolytes (SPEs) have been extensively studied for all solid‐state batteries (ASSBs) but still suffer from low thermal stability and ionic conductivity.
Robert J. Spranger +3 more
wiley +1 more source
Examining the safe-haven and hedge capabilities of gold and cryptocurrencies: A GARCH and regression quantiles approach in geopolitical and market extremes. [PDF]
Ben Ameur H, Jamaani F, N Abu Alfoul M.
europepmc +1 more source
Aplikasi GARCH dalam Mengatasi Volatilitas Pada Data Keuangan
Hartati Hartati, Imelda Saluza
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A New Thallide Auride Double Salt: Cs3.4K4.6[Au][Tl7] Featuring [Tl7]7– Zintl Clusters
Single crystal X‐ray structure analysis and band structure calculations of the electron precise alkali metal‐thallide‐auride double salt Cs3.4K4.6[Tl7][Au], including [Tl7]7– and [Au]– anionic moieties. Cs3.4K4.6[Au][Tl7] has been prepared from the elements (Pnma, a = 39.6898(12) Å, b = 12.0407(4) Å, c = 10.9334(3) Å, V = 5225.0(3) Å3, Z = 8, R1/wR2 ...
Vanessa F. Schwinghammer +1 more
wiley +1 more source
Using smart transportation assets to hedge fossil energy markets: Evidence from quantile-based VAR approach. [PDF]
Hasan MB +5 more
europepmc +1 more source

