Results 41 to 50 of about 71,229 (282)

Return and volatility spillovers in equity markets: An investigation using various GARCH methodologies

Cogent Economics & Finance, 2016
This paper investigates linkages among equity market returns and volatility spillovers in the following countries: Germany, United Kingdom, China, Russia, and Turkey.
Lidija Dedi, Burhan F. Yavas
doaj   +1 more source

THE ASYMMETRIC VOLATILITY OF THE ISLAMIC CAPITAL MARKET DURING THE COVID-19 PANDEMIC

Journal of Islamic Monetary Economics and Finance, 2021
This study attempts to identify the existence of asymmetric volatility in the Islamic capital market in Indonesia during the Covid-19 pandemic. The paper employs the symmetric analysis of the GARCH (1,1) model and the asymmetric analysis of the TGARCH (1,
Achmad Nurdany, Muhammad Hanif Ibrahim, Muhammad Fathul Romadoni   +2 more
doaj   +1 more source

Laser Powder Bed Fusion of Copper–Tungsten Composites for Heat Sink Applications in High‐Power Electronics

Advanced Engineering Materials, EarlyView.
This article demonstrates the successful qualification of a copper–tungsten composite for laser powder bed fusion. The resulting components exhibited high density, high thermal conductivity, and reduced thermal expansion. Heat sinks with complex geometries were successfully manufactured, clearly showcasing the material's potential for additive ...
Simon Rauh, Shashank Deepak Prabhu, Jannik Huber, Lioba Fischer, Gerhard Wolf, Nico Hempel, Peter Mayr   +6 more
wiley   +1 more source

Phase Field Failure Modeling: Brittle‐Ductile Dual‐Phase Microstructures under Compressive Loading

Advanced Engineering Materials, EarlyView.
The approach by Amor and the approach by Miehe and Zhang for asymmetric damage behavior in the phase field method for fracture are compared regarding their fitness for microcrack‐based failure modeling. The comparison is performed for the case of a dual‐phase microstructure with a brittle and a ductile constituent.
Jakob Huber, Jan Torgersen, Ewald Werner
wiley   +1 more source

Intermolecular Interactions as Driving Force of Increasing Multiphoton Absorption in a Perylene Diimide‐Based Coordination Polymer

Advanced Functional Materials, EarlyView.
This study uncovers the unexplored role of intermolecular interactions in multiphoton absorption in coordination polymers. By analyzing [Zn2tpda(DMA)2(DMF)0.3], it shows how the electronic coupling of the chromophores and confinement in the MOF enhance two‐and three‐photon absorption.
Simon Nicolas Deger, Anna Mauri, Yang Cui, Sebastian Josef Weishäupl, Ali Deniz Özdemir, Hamad Syed, Aleksandr Ovsianikov, Wolfgang Wenzel, Alexander Pöthig, Jürgen Hauer, Mariana Kozlowska, Roland Augustinus Fischer   +11 more
wiley   +1 more source

Price Volatility in the Commodity Market and the Bank’s Risk

Problemy Zarządzania, 2017
Price volatility in raw material markets significantly affects the efficiency of real economy. Raw materials are not only used in the industry but are also very popular in periods of economic downturn.
Bogdan Włodarczyk
doaj   +1 more source

Modulating Two‐Photon Absorption in a Pyrene‐Based MOF Series: An In‐Depth Investigation of Structure–Property Relationships

Advanced Functional Materials, EarlyView.
This study investigates H4TBAPy‐based metal–organic frameworks (MOFs) ‐ NU‐1000, NU‐901, SrTBAPy, and BaTBAPy ‐ for multiphoton absorption (MPA) performance. It observes topology‐dependent variations in the 2PA cross‐section, with BaTBAPy exhibiting the highest activity.
Simon N. Deger, Helmy Pacheco Hernandez, Yang Cui, Hongxing Hao, Vanessa Ramm, David C. Mayer, Khai‐Nghi Truong, Roland A. Fischer, Jürgen Hauer, Mariana Kozlowska, Alexander Pöthig   +10 more
wiley   +1 more source

Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX) [PDF]

تحقیقات مالی, 2011
Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX) The present research, analyses the forecasting performance of a variety of conditional and non-conditional models of TEDPIX volatility at the daily frequencies ...
Reza Tehrani, Shapoor Mohammadi, Mohammadreza Porebrahimi   +2 more
doaj  

The impact of GST implementation on the Malaysian stock market index volatility: An empirical approach [PDF]

Journal of Asian Business and Economic Studies, 2019
Purpose – The purpose of this paper is to examine the impact of the Goods and Service Tax (GST) implementation on Malaysian stock market index. Design/methodology/approach – This study used daily closing prices of the Malaysian stock index and futures ...
Razali Haron, Salami Mansurat Ayojimi
doaj   +1 more source

Modeling the volatility of Bitcoin returns using Nonparametric GARCH models

Academic Finance, 2022
Objective: The purpose of this paper is to demonstrate the effectiveness of the nonparametric GARCH model for the prediction of future Bitcoin prices.   Methodology: The parametric GARCH models to characterize the volatility of Bitcoin returns are ...
Sami MESTIRI
doaj   +1 more source