Results 101 to 110 of about 112,069 (297)

The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices [PDF]

Recent developments allow a nonparametric separation of the continuous sample path component and the jump component of realized volatility. The jump component has very different time series properties than the continuous component, and accounting for ...
Bent Jesper Christensen, Morten Ørregaard Nielsen   +1 more
core  

Unlocking the Full Potential of MgAgSb by Unravelling the Interrelation of Phase Constitution and Thermoelectric Properties

Advanced Functional Materials, EarlyView.
Persistent secondary phases govern the performance of many thermoelectric materials, particularly of high performance MgAgSb. In this study advanced microstructural characterization for unequivocal phase identification combined with transport modeling and statistical analysis enabled the quantification of each phase's impact, revealing the most ...
Amandine Duparchy, Frederic Kreps, Eckhard Müller, Johannes de Boor   +3 more
wiley   +1 more source

Tracking Brazilian Exchange Rate Volatility [PDF]

This paper examines the relation between dollar-real exchange rate volatility implied in option prices and subsequent realized volatility. It investigates whether implied volatilities contain information about volatility over the remaining life of the ...
Benjamin Miranda Tabak, Eui Jung Chang, Sandro Canesso de Andrade   +2 more
core  

Factors affecting stock return volatility in the banking sector in the euro zone

Journal of Economics and Management, 2020
Aim/purpose – The purpose of this paper is to examine the influence of internal and external historical determinants on the volatility of banks’ stock returns in the euro zone.
Niewińska Katarzyna
doaj   +1 more source

Alginate‐Sludge Derived Biochar‐Calcium Hydrogel for Phosphate Removal and Slow‐Release Fertilizer: A Sustainable and Multifunctional Solution

Advanced Functional Materials, EarlyView.
An alginate‐based biochar hydrogel (ABC‐hydrogel), derived from sewage sludge, is developed for simultaneous phosphate removal and agricultural reuse. It captures phosphorus from water and gradually releases it as fertilizer, enhancing lettuce growth.
Yu Zhang, Baile Wu, Haoran Dong, Xiaohong Guan, Irene M. C. Lo   +4 more
wiley   +1 more source

Additive‐Driven Phase Control for Stable and Efficient CsPbI₃ Solar Cells Via Ambient Low‐Temperature Processing

Advanced Functional Materials, EarlyView.
CsPbI₃ perovskite solar cells face stability issues due to high annealing temperatures and moisture. Butylammonium acetate (BAAc) enables stable phase formation at 160°C in ambient laboratory conditions, enhancing efficiency and stability, achieving 18.6% PCE, and maintaining over 81% efficiency after 1,000 hours of maximum power point tracking under 1
Narendra Pai, Aaron Seeber, Wen Liang Tan, Luke J. Sutherland, Chris Easton, Wenqi Yan, Yogesh Gulia, Yesim Gozukara, Jueng‐Eun Kim, Mei Gao, Dechan Angmo   +10 more
wiley   +1 more source

Forward looking information in S&P 500 options [PDF]

Implied volatility generated from observed option prices reflects market expectations of future volatility. This paper determines whether or not, implied volatilities, and hence market expectations, contain any genuinely forward looking information not ...
Adam E Clements, Ralf Becker, Scott I White   +2 more
core  

Predicting Implied Volatility in the Commodity Futures Options Markets

The International Journal of Banking and Finance, 2003
Both academics and practitioners have a substantial interest in understanding interest in understanding patterns in implied volatility that are recoverable from commodity futures option.
Stephen Ferris, Weiyu Guo, Tie Su
doaj  

Sound Deposit Insurance Pricing Using a Machine Learning Approach

Risks, 2019
While the main conceptual issue related to deposit insurances is the moral hazard risk, the main technical issue is inaccurate calibration of the implied volatility. This issue can raise the risk of generating an arbitrage.
Hirbod Assa, Mostafa Pouralizadeh, Abdolrahim Badamchizadeh   +2 more
doaj   +1 more source

Liquid‐Locked Bassanites for Scalable Fabrication of High‐Temperature Micro‐Supercapacitors Working at 300 °C

Advanced Functional Materials, EarlyView.
A “liquid locking” strategy is proposed and implemented for scalable printing of crack‐free bassanite ceramic frameworks with interlocking microstructures to host ionic liquids as effective electrolytes for high‐temperature micro‐supercapacitors (HT‐MSCs).
Shiqian Chen, Zheng Li, Komal Gola, Gui Li, Ruiqi Chen, Jinhua Sun, Alexandr Talyzin, Jiantong Li   +7 more
wiley   +1 more source