Results 111 to 120 of about 3,197 (255)

Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories

International Journal of Finance &Economics, EarlyView.
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley   +1 more source

Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris, Manolis G. Kavussanos, Stergiani (Stella) A. Moysiadou   +2 more
wiley   +1 more source

Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing

International Journal of Finance &Economics, EarlyView.
ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk, Mohsin Sadaqat, Hilal A. Butt, Giulia Fantini   +3 more
wiley   +1 more source

Modeling the Nexus Between Climate Risk, Energy Consumption, and Financial Market Performance in Emerging Countries

International Studies of Economics, EarlyView.
Abstract This paper examines the link between climate risk, energy consumption, and financial market performance in a sample of emerging countries over the period 2000–2024. The objective is to model the dynamic interactions between these three dimensions, in order to understand the extent to which energy dependence and exposure to climate risks ...
Abdelkader Mohamed Derbali
wiley   +1 more source

Horizon- and Regime-Dependent Performance of GARCH-Type Models: Evidence from Volatility Forecasting in a Frontier Market

International Journal of Financial Studies
In frontier markets, financial volatility exhibits long-memory properties and regime-dependent asymmetries that standard linear models do not capture. This leads to inaccuracies in forecasting risk when a single model is applied across regimes.
Abraham Kisembe Wawire, Christine Nanjala Simiyu, Munene Laiboni, Rogers Ochenge   +3 more
doaj   +1 more source

Time‐Frequency Market‐State Learning for Execution‐Aware Directional Prediction: Evidence From the CSI 300 Index

International Studies of Economics, EarlyView.
ABSTRACT Financial markets can be viewed as multiscale information systems in which short‐lived disturbances, recurrent temporal patterns, liquidity conditions, and execution constraints jointly shape index price movements. This study develops an empirical‐wavelet‐and‐Fourier time‐frequency (EFT) feature block integrated with a ConvTransformer ...
Yi Chen, Ranzhe Jing, Qiang Li
wiley   +1 more source

Resolving Complex Structural Variants in Undiagnosed Rare Movement Disorders via Multimodal Genomics and Multi‐omics

Movement Disorders, EarlyView.
Abstract Background Long‐read sequencing and multi‐omic analytical frameworks are increasingly being adopted in rare disease diagnostics. However, clinical workflows comprehensively integrating these methodologies remain uncommon. Objective This study aimed to assess the potential and limitations of integrating long‐read genomic, transcriptomic, and ...
Ugo Sorrentino, Melanie Brugger, Alice Saparov, Ivana Dzinovic, Philip Harrer, Sandy Lösecke, Kevork Derderian, Martin Pavlov, Robert Kopajtich, Holger Prokisch, Arcangela Iuso, Maria Mazurkiewicz‐Bełdzińska, Deike Weiss, Christina Ludwig, Miriam Abele, Julia Mergner, Juliane Winkelmann, Theresa Brunet, Michał Schinwelski, Elisabeth Graf, Katja Kloth‐Stachnau, Theresia Herget, Magdalena Krygier, Michael Zech   +23 more
wiley   +1 more source

VOLATILITY DYNAMICS IN THE CAC 40 STOCK MARKET INDEX: EVIDENCE FROM GARCH-FAMILY MODELS WITH ASYMMETRIC EFFECTS [PDF]

Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie
The study analyses the volatility behaviour of the CAC 40 index using daily stock market data from January 25th, 2007, to 24th April 24th, 2026. The main purpose of the research is to examine market volatility and identify the most suitable GARCH ...
SHAHIL RAZA , BABU BAKHSH MANSURI, RAMONA BIRAU , VIRGIL POPESCU, AMAN SHREEVASTAVA, BHARAT KUMAR MEHER , ROXANA-MIHAELA NIOATA (CHIREAC), ȘTEFAN MĂRGĂRITESCU , ȘTEFAN MĂRGĂRITESCU , GABRIELA ANA MARIA LUPU (FILIP)   +9 more
doaj  

Enhanced 3D Filter‐Exchange Imaging Using Multi‐Slab Acquisition

Magnetic Resonance in Medicine, EarlyView.
ABSTRACT Purpose Starting from the implementation of a single‐slice FEXI sequence, a 3D method was developed to accelerate a FEXI experiment and acquire a multi‐slice volume. Methods 3D multi‐slab FEXI divides the volume of interest into different slabs.
Jacopo Frignani, Athanasia Kaika, Ben Danzer, Franz Schilling   +3 more
wiley   +1 more source

Silver‐Modulated Copper Dynamics Under Pulsed Tandem Electrochemical CO2 Reduction

Small, EarlyView.
Under pulsed CO2 reduction, Ag does more than provide CO for tandem catalysis. It redirects how Cu dissolves, redeposits, and remains catalytically relevant, generating an Ag‐rich yet Cu‐active working state. Correlative surface and solution analysis reveal that tandem performance emerges from dynamic material redistribution rather than from a static ...
Blaž Tomc, Rajeena Uruniyengal, Matjaž Finšgar, Mitja Kostelec, Matic Plut, Piotr Dobroń, Adam Dębski, Agata Radziwonko, Paweł Jóźwik, Marjan Bele, Martin Šala, Mohammed Azeezulla Nazrulla, Małgorzata Norek, Francisco Ruiz‐Zepeda, Ana Rebeka Kamšek, Nejc Hodnik, Wojciech J. Stępniowski   +16 more
wiley   +1 more source