Results 111 to 120 of about 692,757 (295)

Is it worth tracking dollar/real implied volatility?

Economia Aplicada, 2001
In this paper we examine the relation between dollar-real exchange rate volatility implied in option prices and subsequent realized volatility, in the period of February 1999 to February 2001.
Sandro Canesso de Andrade, Benjamin Miranda Tabak   +1 more
doaj  

Multi‐Level Saturation Current Encoding in Two‐Dimensional Ferroelectric Source‐Gated Transistors

Advanced Functional Materials, EarlyView.
A 2D ferroelectric source‐gated transistor (SGT) operates with a non‐volatile, multi‐level saturation current controlled by ferroelectric polarization. Operando electrostatic and photocurrent imaging link the current limitation to source‐side depletion, identifying saturation current as a programmable, read‐bias‐tolerant device parameter toward low ...
Joon‐Seok Kim, Ting‐Ching Chu, Zhehao Zhu, Lincoln J. Lauhon   +3 more
wiley   +1 more source

Forecasting Realized Volatility Using A Nonnegative Semiparametric Model [PDF]

This paper introduces a parsimonious and yet flexible nonnegative semiparametric model to forecast financial volatility. The new model extends the linear nonnegative autoregressive model of Barndorff-Nielsen & Shephard (2001) and Nielsen & Shephard (2003)
Jun YU, Daniel PREVE, Anders ERIKSSON
core   +2 more sources

Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices

Mathematics
Motivated by the comovement of realized volatilities (RVs) of agricultural commodity prices, we study whether multi-task forecasting algorithms improve the accuracy of out-of-sample forecasts of 15 agricultural commodities during the sample period from ...
Rangan Gupta, Christian Pierdzioch
doaj   +1 more source

The predictive power of oil price shocks on realized volatility of oil: A note. [PDF]

Resour Policy, 2020
Demirer R, Gupta R, Pierdzioch C, Shahzad SJH.   +3 more
europepmc   +1 more source

Unified Phase‐Field Framework for Antiferroelectric, Ferroelectric and Dielectric Phases: Application to HZO Thin Films

Advanced Functional Materials, EarlyView.
HfxZr1−xO2${\rm Hf}_x{\rm Zr}_{1-x}{\rm O}_2$ offers CMOS‐compatible nanoscale ferroelectricity yet suffers from a high Ec${\rm E}_c$ demanding large operating voltages. A unified phase‐field framework spanning AFE/FE/DE phases shows how FE grains soften neighboring AFE grains over λ$\lambda$ ≈$\approx$ 22–37 nm.
P. Pankaj, Sandeep Sugathan, Jiyoung Kim, Si Joon Kim, Pil‐Ryung Cha   +4 more
wiley   +1 more source

Macro factors and the realized volatility of commodities: A dynamic network analysis. [PDF]

Resour Policy, 2020
Hu M, Zhang D, Ji Q, Wei L.
europepmc   +1 more source

Advancing SafeWax, A Bio‐Inspired Superhydrophobic Coating, Toward Sustainable and Climate‐Resilient Crop Protection

Advanced Functional Materials, EarlyView.
This study advances SafeWax, a bio‐inspired, fatty‐acids‐based superhydrophobic coating, by identifying an agriculturally compliant solvent and revealing how solvent‐controlled Fatty acid crystallization governs the coating's microscopic structure and performance.
Niv Ben‐Arie, Iryna Polishchuk, Franziska Tauber, Coralie Schneider, Elena Prudnikov, Alessia Calora, Silvia Milita, Simona Fermani, Mireia Alejandra Ibanez Revert, Ilaria Filippetti, Claudio Ratti, Matthias Kellermeier, Markus Rueckel, Boaz Pokroy   +13 more
wiley   +1 more source

Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility [PDF]

In this paper, we provide evidence on two alternative mechanisms of interaction between returns and volatilities: the leverage effect and the volatility feedback effect.
Jean-Marie Dufour, Abderrahim Taamouti, René Garcia   +2 more
core  

Testing of Dependencies between Stock Returns and Trading Volume by High Frequency Data [PDF]

Managing Global Transitions, 2013
This paper is concerned with a dependence analysis of returns, return volatility and trading volume for five companies listed on the Vienna Stock Exchange and five from theWarsaw Stock Exchange. Taking into account high frequency data for these companies,
Piotr Gurgul, Robert Syrek
doaj