Dynamic forecasting and mechanisms of volatility synchronization in complex financial systems. [PDF]
Li JC, Guo J, Ma R, Zhong G.
europepmc +1 more source
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Quasi-Maximum Exponential Likelihood Estimation of Conditional Quantiles for GARCH Models Based on High-Frequency Augmented Data. [PDF]
Zhang Z, Zhao S, Cheng J, Wang A.
europepmc +1 more source
ABSTRACT This study examines the role of capital expenditure in the relationship between financial performance and corporate reputation. Using moderation and mediation analyses based on multiple regressions with bootstrapping, we examined data from 121 airlines from 46 countries during 2007–2023.
Larissa M. Batrancea +2 more
wiley +1 more source
A new method of off-site inverse carbon accounting and its application in agriculture carbon measurement. [PDF]
Shen H, Liu Y, Zou B, Li K.
europepmc +1 more source
ABSTRACT Sustainable production and operations (SPO) are widely expected to influence firm performance through improvements in efficiency, legitimacy, and organizational capabilities. This study uses ISO certifications as a proxy for SPO and examines both adoption determinants and performance implications using a balanced panel of 142 manufacturing ...
Damla Durak Uşar
wiley +1 more source
Enhancing the pricing efficiency of financial assets with an optimized bayesian network based on efficient fusion. [PDF]
Fu Q, Li X.
europepmc +1 more source
Seismic analysis and design of tunnels within fault ground: A review
The research methods of seismic response of tunnels within fault ground, including field investigations, analytical solutions, physical experiments, and numerical simulations, and seismic countermeasures are discussed. The present study examines the shortcomings and limitations of the current research and design, and puts forward proposals for future ...
Xingda Wang +6 more
wiley +1 more source
Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
Ping WY, Hu YW, Luo LQ.
europepmc +1 more source
An overview of grain boundary engineering in the field of electrocatalysis. ABSTRACT Key electrocatalytic reactions such as HER, OER, ORR, CO2RR, and NRR offer promising routes for storing renewable energy as chemical fuels. However, their widespread application is constrained due to the lack of highly active and stable catalysts. Grain boundaries (GBs)
Jingyu Gao +8 more
wiley +1 more source

