Results 131 to 140 of about 3,114 (262)

Twenty‐one questions shaping the future of plant phenology research in the 21st century

Functional Ecology, EarlyView.
Read the free Plain Language Summary for this article on the Journal blog. Abstract This Perspective examines the critical frontiers shaping the future of plant phenology research and identifies key emerging challenges and opportunities expected to influence the field in the 21st century.
Barbara Templ, Johanna Kauffert, José A. Oteros, Sebastian Lehner, Eike Luedeling, Ester Prat, Victor Van der Meersch, Anton Vrieling, Jorad de Vries, Emma Izquierdo‐Verdiguier, Inaki García de Cortázar‐Atauri, Keke Duan, Urša Vilhar, Herminia Garcia‐Mozo, Francois Rebaudo, Haiyin Ye, Gal Oblišar, Raul Zurita‐Milla, Mahdi Khodadadzadeh, Annette Menzel   +19 more
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

Modeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models. [PDF]

Springerplus, 2015
Nortey EN, Ngoh DD, Doku-Amponsah K, Ofori-Boateng K.   +3 more
europepmc   +1 more source

Quantile‐Dependent Volatility Interconnectedness Between Commodity Markets, Oil Price Uncertainty, and Global Supply Chain Pressure

Australian Economic Papers, EarlyView.
ABSTRACT This study examines volatility interconnectedness among selected agricultural commodities and precious/industrial metals, together with oil price uncertainty and global supply chain pressure, over the period January 1998 to June 2024 using a Quantile‐on‐Quantile connectedness framework.
Muhammed Benli, Halil Altıntaş
wiley   +1 more source

Modeling and forecasting the volatility of some industry development indicators in Ethiopia using multivariate GARCH models. [PDF]

Sci Rep
Dagnew GA, Alamneh BW, Hailu WG.
europepmc   +1 more source

Contagion and Spillover Effects of the Chinese Housing Crisis on the China‐Focused ETFs Trading in the United States

Pacific Economic Review, EarlyView.
ABSTRACT This study investigates the impact of China's recent real estate crisis, stemming from Evergrande's struggles, on the return and risk profiles of US‐listed exchange traded funds (ETFs) tracking Chinese stock market indexes. Analysing 26 funds from February 2, 2018 to December 31, 2024, we first employ a VAR model to assess contagion and ...
Gerasimos Rompotis, Spyros Papathanasiou, Drosos Koutsokostas   +2 more
wiley   +1 more source

On the hedge and safe-haven abilities of bitcoin and gold against blue economy and green finance assets during global crises: Evidence from the DCC, ADCC and GO-GARCH models. [PDF]

PLoS One
Manzli YS, Fakhfekh M, Béjaoui A, Alnafisah H, Jeribi A.   +4 more
europepmc   +1 more source

Measuring the time‐varying market efficiency in the prewar and wartime Japanese stock market, 1924–1943

Asia‐Pacific Economic History Review, Volume 65, Issue 1, Page 131-159, March 2025.
Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
wiley   +1 more source

Estimating and Forecasting Volatility of Financial Time Series in Pakistan with GARCH-type Models

Lahore Journal of Economics
In this paper we compare the performance of different GARCH models such as GARCH, EGARCH, GJR and APARCH models, to characterize and forecast financial time series volatility in Pakistan.
G.R. Pasha, Tahira Qasim, Muhammad Aslam
doaj  

Between Cryptocurrencies' Risk and Crypto Environmental Attention: The Crypto Environment Attention Index and Volatility in the Cryptocurrencies Market Nexus

Business Ethics, the Environment &Responsibility, EarlyView.
ABSTRACT This study investigates the impact of environmental attention on cryptocurrency market volatility by introducing the Crypto Environmental Attention Index (CEAI), a new metric inspired by Wang et al. (2022) and constructed using daily web search data.
Ines Ghazouani, Zaineb Hlioui, Marwa Zouawi   +2 more
wiley   +1 more source