Results 151 to 160 of about 2,044,246 (250)

Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly   +2 more
wiley   +1 more source

Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
wiley   +1 more source

CLOGITHET: Stata module to estimate heteroscedastic conditional logit model

open access: yes
clogithet fits a heteroscedastic version of McFadden's conditional logit model. This model is also referred to as the parametrised heteroscedastic multinomial logit model (Hensher et al., 1999) and the heteroscedastic logit model (DeShazo and Fermo, 2002;
Arne Risa Hole
core  

Loss‐Aware Forecast Construction for Realized Variance

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Forecasts of realized variance are commonly constructed from models of log‐realized variance and then transformed back to the original scale. However, the resulting forecasts are often evaluated using loss functions defined in relative rather than absolute terms, creating a potential mismatch between forecast construction and forecast ...
Nick Taylor
wiley   +1 more source

Advancing Environmental Sustainability Through Wind Energy, Green Technology, and Fintech: A Quantile Perspective From Germany's Low‐Carbon Transition

open access: yesGeological Journal, EarlyView.
The current study examines the role of Fintech, wind energy, and green technology in determining environmental suitability in Germany from 2000 to 2024. The study employs time series econometric methods to estimate the QQR and QR techniques. The positive effects of wind production, FinTech, Natural Resources and green technology on environmental ...
Hind Alofaysan, Kamel Si Mohammed
wiley   +1 more source

Case‐Mix Adjustment of Multidimensional Patient‐Reported Outcomes to Assess Hospital Performance

open access: yesHealth Economics, EarlyView.
ABSTRACT Multidimensional patient‐reported outcome measures (PROMs) are increasingly used to compare the performance of health care providers. Meaningful comparisons require the data to be adjusted for differences in case‐mix. The common approach in the literature is to aggregate PROM data into univariate summary scores prior to case‐mix adjustment. In
Nils Gutacker, Yuanyuan Gu
wiley   +1 more source

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