Results 141 to 150 of about 16,252 (305)
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
Symmetric Normal Mixture GARCH [PDF]
Normal mixture (NM) GARCH models are better able to account for leptokurtosis in financial data and offer a more intuitive and tractable framework for risk analysis and option pricing than student’s t-GARCH models.
Emese Lazar, Carol Alexandra
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Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
Macromolecular Rapid Communications, EarlyView.Nile Red‐loaded poly(solketal acrylate) nanoparticles enable fluorescence tracking and exhibit nontoxic profiles in retinal cells. Enhanced cellular uptake and deep retinal penetration after intravitreal injection highlight their excellent potential for targeted ocular drug delivery to the posterior segment of the eye.
Yasaman Pourdakheli Hamedani +6 more
wiley +1 more source
Estimation and Testing for Partially Nonstationary Vector Autoregressive Models with GARCH: WLS versus QMLE [PDF]
Macroeconomic or financial data are often modelled with cointegration and GARCH. Noticeable examples include those studies of price discovery, in which stock prices of the same underlying asset are cointegrated and they exhibit multivariate GARCH ...
Chor-yiu SIN
core +2 more sources
Fracture Assessment of DEMO Divertor Components Under Thermo‐Mechanical Loads
Macromolecular Symposia, EarlyView.ABSTRACT Nuclear fusion represents a promising pathway toward large‐scale, sustainable, and low‐impact energy production. However, the extreme operating conditions within fusion reactors, characterized by high temperatures, intense neutron irradiation, and severe mechanical and magnetic loads, place significant demands on the structural integrity of ...
A. Cuccurullo +3 more
wiley +1 more source
Movement Disorders, EarlyView.Abstract Background SRRM4 is an exclusively neural‐expressed splicing‐factor gene not yet associated with a monogenic condition. Objective We sought to delineate movement disorders caused by SRRM4 variants. De novo splice‐donor‐site variants at position +2 of intron 5 of SRRM4 (c.464+2T>C, c.464+2T>A) occurred in three unrelated patients with dystonia ...
Philip Harrer +24 more
wiley +1 more source
STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US [PDF]
We investigate the financial interactions between countries in the Pacific Basin region (Korea, Singapore, Malaysia, Hong Kong and Taiwan), Japan and US.
Giorgio Busetti, Matteo Manera
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The Study of Interdependence between Capital and Currency Markets Using Multivariate GARCH Models [PDF]
In the article an attempt was made to investigate the interaction among the various stock exchanges as well as various exchange rates and then to determine the direction of information flow between capital and currency markets.
Tomasz Chruscinski
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