Results 101 to 110 of about 36,176 (157)

Using smart transportation assets to hedge fossil energy markets: Evidence from quantile-based VAR approach. [PDF]

PLoS One
Hasan MB, Hossain MN, Khatun H, Uddin GS, Bilgin MH, Tian S.   +5 more
europepmc   +1 more source

Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach. [PDF]

PLoS One
Siddiqui N, Mohamad Hasim H.
europepmc   +1 more source

ECG Signal Modeling Using Volatility Properties: Its Application in Sleep Apnea Syndrome. [PDF]

J Healthc Eng, 2021
Faal M, Almasganj F.
europepmc   +1 more source

Flexible Target Prediction for Quantitative Trading in the American Stock Market: A Hybrid Framework Integrating Ensemble Models, Fusion Models and Transfer Learning. [PDF]

Entropy (Basel)
Yan K, Yue Z, Wu CC, He Q, Zhou J, Hao Z, Li Y.   +6 more
europepmc   +1 more source

The dynamic causality in sporadic bursts between CO₂ emission allowance prices and clean energy index. [PDF]

Environ Sci Pollut Res Int, 2022
Lu X, Liu K, Liang XS, Lai KK, Cui H.
europepmc   +1 more source

AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]

iScience
Zhang M, Pan Y, Su B, Zhou D.
europepmc   +1 more source

Empirical Research on the Prediction Effect of Volatility Model Based on the Perspective of Investor Sentiment Health and Market Liquidity.

J Healthc Eng, 2022
Yang W, Yang B, Yang C.
europepmc   +1 more source

Asymmetric and time-frequency co-movements among innovation-themed investments and carbon emission efficiency: Thematic investing and hedging opportunities. [PDF]

PLoS One
Huo C, Ferreira P, Ul Haq I.
europepmc   +1 more source

Investigating the impact of investor attention on AI-based stocks: A comprehensive analysis using quantile regression, GARCH, and ARIMA models. [PDF]

PLoS One
Ravichandran S, Afjal M.
europepmc   +1 more source

Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm. [PDF]

Comput Econ, 2022
Liang R, Qin B, Xia Q.
europepmc   +1 more source