Results 111 to 120 of about 10,453 (290)

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   +1 more source

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

Mixed‐Metal Promotion in a Manganese‐Molybdenum Oxynitride as Catalyst to Integrate C─C and C─N Coupling Reactions for the Direct Synthesis of Acetonitrile from Syngas and Ammonia

Advanced Materials, EarlyView.
Transition metal oxy/carbo‐nitrides show great promise as catalysts for sustainable processes. A Mn‐Mo mixed‐metal oxynitride attains remarkable performance for the direct synthesis of acetonitrile, an important commodity chemical, via sequential C─N and C─C coupling from syngas (C1) and ammonia (N1) feedstocks.
M. Elena Martínez‐Monje, Wilson Henao, Tania Rodenas, Patricia Concepción, Virginia Pérez Dieste, Alexander Missyul, Giovanni Agostini, Gonzalo Prieto   +7 more
wiley   +1 more source

A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: Evidence from China. [PDF]

PLoS One, 2020
Chen Y, Zhao H, Li Z, Lu J.
europepmc   +1 more source

Beyond Presumptions: Toward Mechanistic Clarity in Metal‐Free Carbon Catalysts for Electrochemical H2O2 Production via Data Science

Advanced Materials, EarlyView.
Metal‐free carbon catalysts enable the sustainable synthesis of hydrogen peroxide via two‐electron oxygen reduction; however, active site complexity continues to hinder reliable interpretation. This review critiques correlation‐based approaches and highlights the importance of orthogonal experimental designs, standardized catalyst passports ...
Dayu Zhu, Hsi‐wen Wu, Xiao Wang, Jie Zhang   +3 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  

Solvent‐Free Thermal Defect Engineering in Molecular Frameworks With Volatile Linkers

Advanced Materials, EarlyView.
Thermal removal of neutral volatile linkers enables precise and solvent‐free generation of metal vacancies in MOFs. This strategy affords redox‐stable, coordinatively unsaturated FeII sites with tunable spin, ligand coordination, and catalytic behavior. The approach offers a general route to design defect‐functional materials through local coordination
Sonia Martínez‐Giménez, Alejandro Orellana‐Silla, Marta Galbiati, Efrén Navarro‐Moratalla, Luca Braglia, Sara Stolfi, José Antonio Real, Víctor Rubio‐Giménez, Sergio Tatay, Carlos Martí‐Gastaldo   +9 more
wiley   +1 more source

Mesoporous Silica Nanoparticles in Biomedicine: Advances and Prospects

Advanced Materials, EarlyView.
Mesoporous silica nanoparticles offer unique properties like high surface area, tunable pores, and functionalization. They excel in drug delivery, tissue engineering, and stimuli‐responsive therapies, enabling targeted and controlled treatments. With roles in cancer therapy and diagnostics, their clinical translation requires addressing challenges in ...
Miguel Manzano, María Vallet‐Regí
wiley   +1 more source

Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects [PDF]

Fluctuations in commodity prices are a major concern to many market participants. This paper uses realized volatility methods to calculate daily volatility and correlation estimates for three grain futures prices (corn, soybean and wheat).
Hristos Doucouliagos, Jae H. Kim
core  

Jumps and higher-order moments of crude oil and stock sectors in China: new insights from timescales connectedness

Financial Innovation
In the markets of crude oil and stocks, the returns largely deviate from the Gaussian distribution and experience jumps, making the variance of returns a suboptimal measure of risk.
Jinxin Cui, Elie Bouri
doaj   +1 more source