Results 61 to 70 of about 2,349,483 (333)

Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?

Journal of Forecasting
We analyze the out‐of‐sample predictive power of sentiment for the realized volatility of agricultural commodity price returns. We use high‐frequency intra‐day data covering the period from 2009 to 2020 to estimate realized volatility.
M. Bonato, Oğuzhan Çepni, Rangan Gupta, Christian Pierdzioch   +3 more
semanticscholar   +1 more source

FORECASTING THE REALIZED VOLATILITY OF ISLAMIC EQUITIES USING MULTIVARIATE HAR-TYPE MODELS

The International Journal of Banking and Finance
This study proposes nine multivariate intraday models using various realized variation measures with the aim to improve volatility forecasting in the Islamic stock market in Malaysia using a dataset from 1st April 2008 to 31st March 2018.
Sew Lai Ng, Wen Cheong Chin , Lee Lee Chong , Kok Why Ng   +3 more
doaj   +1 more source

Mycobacterial cell division arrest and smooth‐to‐rough envelope transition using CRISPRi‐mediated genetic repression systems

FEBS Open Bio, EarlyView.
CRISPRI‐mediated gene silencing and phenotypic exploration in nontuberculous mycobacteria. In this Research Protocol, we describe approaches to control, monitor, and quantitatively assess CRISPRI‐mediated gene silencing in M. smegmatis and M. abscessus model organisms.
Vanessa Point, Wafaa Achache, Janïs Laudouze, Eliana Sepulveda Ramos, Mickaël Maziero, Céline Crauste, Stéphane Canaan, Pierre Santucci   +7 more
wiley   +1 more source

Bivariate Volatility Modeling with High-Frequency Data

Econometrics, 2019
We propose a methodology to include night volatility estimates in the day volatility modeling problem with high-frequency data in a realized generalized autoregressive conditional heteroskedasticity (GARCH) framework, which takes advantage of the natural
Marius Matei, Xari Rovira, Núria Agell
doaj   +1 more source

Laser Metal Deposition of Aluminum Alloys 7075 and 5083 with the Addition of Volatile Alloying Elements through Powder Blending

Advanced Engineering Materials, EarlyView.
This study investigates laser metal deposition of aluminum alloys EN AW‐7075 and EN AW‐5083, using powder blending to compensate zinc and magnesium evaporation. In situ alloying and ex situ alloying with ZnAl12 and AZ91 preserve near‐standard compositions and improve mechanical properties.
Finn Bendixen, Anastasiya Toenjes, Annika Bohlen, Thomas Seefeld   +3 more
wiley   +1 more source

Influence of Sample Preparation and Processing Procedures on the Thermal Diffusivity of MgO‐C Refractories

Advanced Engineering Materials, EarlyView.
The thermal diffusivity of MgO‐C refractories is highly sensitive to sample preparation and processing procedures. In this article, the effects of coking sequence, machining conditions, structural inhomogeneity, and graphite coating application on measurements using laser flash apparatus are systematically investigated.
Luyao Pan, Rhena Wulf, Till M. J. Stadtmüller, Christos G. Aneziris, Tobias M. Fieback   +4 more
wiley   +1 more source

Stock Market Synchronization and Stock Volatility: The Case of an Emerging Market

Revista Mexicana de Economía y Finanzas Nueva Época REMEF, 2022
The purpose of this paper is to study the effect of stock market synchronization on the volatility of its component assets. For this objective, we calculate the stock market's synchronization using the Minimum Spanning Tree Length (MSTL) network analysis
Nicolás Magner Pulgar, Esteban José Antonio Terán Sánchez, Vicente Alfonso Guzmán Muñoz   +2 more
doaj   +1 more source

Electrical Conductivities of Conductors, Semiconductors, and Their Mixtures at Elevated Temperatures

Advanced Engineering Materials, EarlyView.
This article presents a comprehensive review of temperature‐dependent electrical conductivity data for multiple material classes at elevated temperatures, highlighting a persistent conductivity gap between metals and semiconductors in the range of 102$\left(10\right)^{2}$– 107$\left(10\right)^{7}$ S/m. Metal–ceramic irregular metamaterials are proposed
Valentina Torres Nieto, Marcia A. Cooper
wiley   +1 more source

Realized Volatility Forecasting with Neural Networks

Journal of Financial Econometrics, 2020
In the last few decades, a broad strand of literature in finance has implemented artificial neural networks as a forecasting method. The major advantage of this approach is the possibility to approximate any linear and nonlinear behaviors without ...
Andrea Bucci
semanticscholar   +1 more source

Sol–Gel Derived Polymer Precursors for Stereolithography of ZrC

Advanced Engineering Materials, EarlyView.
ZrC is a critical material target for extreme temperature conditions. This report describes a protocol for preparing ZrC ceramics via stereolithography and examines the impact of the polymer matrix on carbothermal reduction and mechanical stability of 3D printed ZrC.
Charles J. Rafalko, Evelyn Wang, Michael A. Hickner   +2 more
wiley   +1 more source