Results 171 to 180 of about 14,010 (266)
Cross-country information transmissions and the role of commodity markets: A multichannel Markov switching approach. [PDF]
PLoS One, 2018 Dahlqvist CH.
europepmc +1 more source
Multiple Chains Markov Switching Vector Autoregression
Journal of Time Series Analysis, EarlyView.ABSTRACT Both the U.S. stock and bond returns exhibit distinct Markovian regimes. However, because these regimes display limited coherence, conventional models typically require highly parameterized systems to adequately capture their joint distribution.
Leopoldo Catania
wiley +1 more source
On Testing for Independence Between Generalized Error Models of Several Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi +2 more
wiley +1 more source
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
Mathematical Finance, EarlyView.ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri +2 more
wiley +1 more source
Dam Management in the Era of Climate Change
Mathematical Finance, EarlyView.ABSTRACT Climate change has a dramatic impact, particularly by concentrating rainfall into a few short periods, interspersed with long dry spells. In this context, the role of dams is crucial. We consider the optimal control of a dam, where the water level must neither exceed a designated safety threshold nor fall below a minimum level to ensure ...
Cristina Di Girolami +3 more
wiley +1 more source
New Phytologist, EarlyView.Share of transcripts and ITS2 sequence for each gene families among identified fungal contigs and OTUs. Summary Boreal forest ecosystems constitute a large terrestrial reservoir of carbon. In these nitrogen‐limited environments, release of nutrients through decomposition of soil organic matter is of fundamental importance.
Florian Barbi +4 more
wiley +1 more source
The World Economy, EarlyView.ABSTRACT China's rapid ascent as a global machinery exporter raises fundamental questions about competitive resilience of incumbent economies. This paper examines whether China's gains in revealed comparative advantage (RCA) are associated with declining competitive positions among 24 incumbent economies and whether such changes coincide with ...
Hyungbae Gil, Oonkyu Lee, Hangjung Zo
wiley +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend In this study, we use human‐induced pluripotent stem cell‐derived cardiomyocyte (hiPSC‐CM) experiments and computational modelling to identify the mechanism of action of drug compounds. In the hiPSC‐CM experiments, optical measurements of cell collections are recorded in the baseline case and after drug exposure.
Karoline Horgmo Jæger +4 more
wiley +1 more source
Translating cardiovascular ion channel and Ca2+ signalling mechanisms into therapeutic insights
The Journal of Physiology, EarlyView.Abstract figure legend This white paper integrates mechanistic discoveries across ion channel biology, Ca2+ signalling and multiscale cardiovascular physiology to highlight new opportunities for accelerating research and guiding next‐generation therapies. Printed with permission from ®Anita Impagliazzo Medical Illustration. [Correction added on 2 March
Silvia Marchianò +18 more
wiley +1 more source