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Economic implications of air quality monitoring: a video analysis approach

Frontiers in Environmental Science
IntroductionThe economic implications of air quality monitoring have become a critical concern in environmental economics, particularly in balancing economic growth with sustainable environmental policies. Traditional methods of assessing air quality and
Zhang Hang, Shenggang Yao, Xiao Sun
doaj   +1 more source

Identifiability of the Stochastic Frontier Models

This paper examines the identifiability of the standard single-equation stochastic frontier models with uncorrelated and correlated error components giving, inter alia, mathematical content to the notion of “near-identifiability” of a statistical model ...
Das, Arabinda, Bandyopadhyay, Debdas
core  

Synergistic Optical Strategies for Enhanced Perovskite Photocatalytic Activity

EcoEnergy, EarlyView.
This review addresses bottlenecks of halide perovskites' photoactive components from an optics‐driven perspective and organizes recent advances into four interconnected design principles. This review provides practical design principles and outlines key directions toward efficient, selective, and stable perovskite photocatalysis for CO2 reduction ...
Jaemin Jeong, Myeongjin Seol, Sang Hyun Ahn, Soo Young Kim   +3 more
wiley   +1 more source

Energy Consumption and CO2 Emissions Forecasting of Transport Sector Using Machine Learning

Energy Science &Engineering, EarlyView.
The transport sector accounts for approximately one‐quarter of Iran's final energy consumption. The energy demand in this sector has the least variation, with petroleum products accounting for more than 85% of the demand. Furthermore, the accelerated growth of energy consumption and the sector's reliance on fossil fuels, which are the main cause of ...
Amir Hossein Akbari, Seyyed Mohammad Hashemi, Meisam Farajollahi   +2 more
wiley   +1 more source

Accelerating the calibration of stochastic volatility models [PDF]

This paper compares the performance of three methods for pricing vanilla options in models with known characteristic function: (1) Direct integration, (2) Fast Fourier Transform (FFT), (3) Fractional FFT. The most important application of this comparison
Kilin, Fiodar
core   +2 more sources

Log-linearization of stochastic economic models†

Journal of Difference Equations and Applications, 2007
This paper studies formally the common practice of log-linearizing stochastic economic models, making precise the conditions under which stability of the original model can be inferred from that of the linearized model. A transformation to recover the stochastic equilibrium of the former from that of the latter is provided.
openaire   +2 more sources

A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options [PDF]

This paper proposes a class of stochastic volatility (SV) models which offers an alternative to the one introduced in Andersen (1994). The class encompasses all standard SV models that have appeared in the literature, including the well known lognormal ...
Jun Yu, Zhenlin Yang, Xibin Zhang
core  

Stability Evaluation and Parametric Optimization of Coal‐Concrete Composite Bearing Systems Under Mine‐Water‐Induced Deterioration: Experiments and FEINN Analysis

Energy Science &Engineering, EarlyView.
Mine‐water immersion tests reveal pronounced coal weakening (vs. minor concrete degradation), identifying coal pillars as the stability‐limiting component in composite dams. A coupled FEINN framework quantifies extreme‐pressure stability and ranks multi‐parameter designs via a normalized multi‐indicator scheme, enabling optimized dam configuration for ...
He Wen, Hongchuan Dai, Guixin Zhang, Pengzhe Li, Tong Yang, Cang Gong, Renbo Gao   +6 more
wiley   +1 more source

"Leverage, heavy-tails and correlated jumps in stochastic volatility models" [PDF]

This paper proposes the efficient and fast Markov chain Monte Carlo estimation methods for the stochastic volatility model with leverage effects, heavy-tailed errors and jump components, and for the stochastic volatility model with correlated jumps.
Jouchi Nakajima, Yasuhiro Omori
core  

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source