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Geopolitical risks and the spillover of food market risks: case analysis of the Chinese grain market. [PDF]

Front Nutr
Li J, Yang Y.
europepmc +1 more source

Partial Time‐Varying Regression Modelling Under General Heterogeneity

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies a semiparametric time‐varying regression model in which a subset of regressors is associated with fixed parameters, while the remaining regressors have parameters that evolve smoothly over time. We propose a closed‐form semiparametric Frisch‐Waugh‐Lovell estimator for the fixed parameters, and a non‐parametric kernel type ...
Liudas Giraitis +3 more
wiley +1 more source

Impact of land use change on the long-term economic value of carbon sequestration in Central Alborz, Iran. [PDF]

Sci Rep
Joloro H +3 more
europepmc +1 more source

The Effects of U.S. Monetary Policy Shocks on Portfolio Diversification

The Manchester School, EarlyView.
ABSTRACT We investigate the impact of changes in U.S. monetary policy on portfolio diversification. We build four different types of portfolios, including a U.S.‐only, a stock‐bond (60/40) portfolio, an international diversified stock portfolio, and an asset diversified portfolio.
Rong Huang, Dimos Kambouroudis, David G. McMillan +2 more
wiley +1 more source

Post‐flight assessment of the OSIRIS‐REx Sample Return Capsule (SRC) for organic and other potential contaminants

Meteoritics &Planetary Science, EarlyView.
Abstract Regolith samples from the carbonaceous asteroid Bennu were stowed and delivered to Earth in the OSIRIS‐REx spacecraft's Sample Return Capsule (SRC). We applied multiple analytical techniques to study the components of the post‐flight SRC, with a focus on assessing the conditions and any contaminants to which the Bennu samples were exposed ...
Scott A. Sandford +35 more
wiley +1 more source

Governing Credit in the Digital Age: Public Perceptions and Engagement in China's Credit Systems

Regulation &Governance, EarlyView.
ABSTRACT There is a global trend toward embedding personal credit systems and their scoring mechanisms within broader governance infrastructures. A prominent and controversial example is China's Social Credit System (SCS), which plays a central role in the country's data‐driven financial and social governance.
Mo Chen, Carmen Loefflad, Jens Grossklags +2 more
wiley +1 more source

Modeling Saudi stock index returns and volatility: a dual approach using GARCH and neural networks. [PDF]

Front Artif Intell
Al-Besher S, Al-Najjar D.
europepmc +1 more source

Modeling Downside Risks for China's Security Markets: Does Greenness Make Bonds a Safer Haven?

Scottish Journal of Political Economy, EarlyView.
ABSTRACT Motivated by its current defective governance regime and institutional characteristics of green finance, this study models Value‐at‐Risk and Expected Shortfall of security markets for China. We extend Patton et al.'s (2019) models by introducing four exogenous risk factors including China's climate policy uncertainty (CCPU).
Xiao‐Ming Li
wiley +1 more source

Quasi-Maximum Exponential Likelihood Estimation of Conditional Quantiles for GARCH Models Based on High-Frequency Augmented Data. [PDF]

Entropy (Basel)
Zhang Z, Zhao S, Cheng J, Wang A.
europepmc +1 more source

Transfusion intensity in the ICU: Reasons and triggers

Transfusion, EarlyView.
Abstract Background The reasons and physiological triggers for blood transfusion in critically ill patients are not well characterized. Beyond hemoglobin levels, hemodynamic instability is frequently cited, but its role across clinical contexts remains unclear.
Merijn C. Reuland +286 more
wiley +1 more source

garch
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garch models

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volatility

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