Results 61 to 70 of about 2,559 (193)

Multiple Seasonal Autoregressive Integrated Moving Average Models

Journal of Forecasting, EarlyView.
ABSTRACT Many empirical time series show periodic patterns. SARIMA models and exponential smoothing methods are classical approaches to account for seasonal dynamics. However, they allow to model just one periodic component, while several time series have multiple seasonality, with periodic components possibly tangled among them.
Francesco Lisi, Matteo Grigoletto
wiley   +1 more source

Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index

Journal of Futures Markets, EarlyView.
ABSTRACT This paper develops a discrete‐time joint analytical framework for pricing volatility index (VIX) and VXX options consistently. We show that our framework is more flexible than continuous‐time VXX models as it allows the information contained in the high‐frequency VIX index to be incorporated for the joint pricing of VIX and VXX options, and ...
Shan Lu
wiley   +1 more source

The Roles of Renewable Energy and Natural Resources in Shaping a Greener Switzerland: A Consumption‐Side Perspective

Geological Journal, EarlyView.
ABSTRACT This research intends to examine how renewable energy (REN) consumption and natural resource (RES) rents affect the environmental impact of consumption in Switzerland. Along with REN and RES, the study considers Information and Communication Technology (ICT) and participatory democracy as other independent variables of interest.
Muhammad Khalid Anser, Magdalena Radulescu, Zulfiqar Khan, Abdelmohsen A. Nassani   +3 more
wiley   +1 more source

Socio‐Economic Evolution and Tobacco Products Sales in Spain: A Long‐Term Analysis of the Tobacco Kuznets Curve

Health Economics, EarlyView.
ABSTRACT This article examines the relationship between economic development and tobacco consumption in Spain, using the Kuznets Curve framework. Drawing on panel data from Spanish provinces (2002–2021), the findings confirm that GDP has a non‐linear effect on cigarette consumption.
Miguel Ángel Del Arco‐Osuna, Alejandro Almeida, Aida Galiano, Juan Manuel Martín‐Álvarez   +3 more
wiley   +1 more source

Global Burden of Disease Due to High Body Mass Index and Projections to 2040: A Study Based on the Global Burden of Disease Study 2019

The International Journal of Health Planning and Management, EarlyView.
ABSTRACT Background The prevalence of high body mass index (BMI) contributes to an increased risk of various diseases. This study aimed to identify global disease burden trends associated with high BMI from 1990 to 2019 and forecasts up to 2040. Methods Using data from the global burden of disease (GBD) 2019 study, we analysed the number and ratio of ...
Eun‐Ji Kim, Yoonseo Park, Sewon Park, Mihajlo Jakovljevic, Munjae Lee   +4 more
wiley   +1 more source

Revisiting the Dynamic Impact of Fiscal Policy on Inflation in Pakistan

Journal of Accounting and Finance in Emerging Economies, 2021
Purpose: The target of the present research study is to examine the Non-Ricardian regime and determination of inflation in an open economy taking the case of Pakistan. Design/Methodology/Approach: This research is carried out for the economy of Pakistan
Farrah Yasmin, Saima Urooge, Muhammad Umair, Sher Ali   +3 more
doaj  

A note on the determinants of non‐fungible tokens returns

International Journal of Finance &Economics, EarlyView.
Abstract We aim to identify the determinants of non‐fungible tokens (NFTs) returns. The 10 most popular NFTs based on their price, trading volume, and market capitalisation are examined. Twenty‐three potential drivers of the returns of each NFT are considered.
Theodore Panagiotidis, Georgios Papapanagiotou   +1 more
wiley   +1 more source

Bayesian Reliability Analysis of Non-Stationarity in Multi-agent Systems [PDF]

Journal of Electrical and Electronics Engineering, 2013
The Bayesian methods provide information about the meaningful parameters in a statistical analysis obtained by combining the prior and sampling distributions to form the posterior distribution of theparameters.
TONT Gabriela, SECARA Oana Maria, TONT Dan George   +2 more
doaj  

A Mixed Geographically and Temporally Weighted Regression: Exploring Spatial-Temporal Variations from Global and Local Perspectives

Entropy, 2017
To capture both global stationarity and spatiotemporal non-stationarity, a novel mixed geographically and temporally weighted regression (MGTWR) model accounting for global and local effects in both space and time is presented.
Jiping Liu, Yangyang Zhao, Yi Yang, Shenghua Xu, Fuhao Zhang, Xiaolu Zhang, Lihong Shi, Agen Qiu   +7 more
doaj   +1 more source

Green banks versus non‐green banks: A financial stability comparative analysis in terms of CAMEL ratios

International Journal of Finance &Economics, EarlyView.
Abstract This study examines green and non‐green‐banks from a financial stability point of view and specifically whether there are any discernible performance differences between the two groups. Using the supervisory ratios namely CAMEL variables, and employing panel data techniques (random effects model) and a global panel data set of 165 banks from ...
Ioannis Malandrakis, Konstantinos Drakos
wiley   +1 more source