Results 71 to 80 of about 10,202,946 (277)
Theoretical and Applied Economics, 2022 The aim of the present paper is testing the impact of the Ukraine-Russia invasion on food security. To achieve our investigation a daily data was used for the period of 20th September 2020 to 20th September 2022 using most vulnerable commodities to this geopolitics risks.
openaire +1 more source
Investigation of Stray‐Light Patterns in the eROSITA X‐Ray Cameras
Astronomische Nachrichten, EarlyView.ABSTRACT eROSITA (extended ROentgen Survey with an Imaging Telescope Array) is the soft X‐ray instrument aboard the Spectrum‐Roentgen‐Gamma (SRG) mission, developed under the responsibility of the Max Planck Institute for Extraterrestrial Physics (MPE).
Veronika Stieglitz +4 more
wiley +1 more source
Nuisance parameters, composite likelihoods and a panel of GARCH models [PDF]
We investigate the properties of the composite likelihood (CL) method for (T ×N_T ) GARCH panels. The defining feature of a GARCH panel with time series length T is that, while nuisance parameters are allowed to vary across N_T series, other parameters ...
Neil Shephard +2 more
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Biotechnology and Bioengineering, EarlyView.ABSTRACT Single‐stranded DNA (ssDNA) solutions are promising innovations shaping the future of genetic research and medical therapies. In principle, biotechnological mass production of ssDNA can be achieved using Escherichia coli in a high‐cell density fed‐batch process by secreting phagemid particles derived from the filamentous M13 bacteriophages ...
Nathalie Hafner +4 more
wiley +1 more source
Scientific AfricanFinancial time series data are known to exhibit volatility clustering, which implies that the volatility of financial returns tends to persist over time. This phenomenon has significant implications for risk management and financial decision-making.
Samuel Ampadu +4 more
doaj +1 more source
Do Commodity Prices and Energy Markets Drive Asymmetric Volatility in Biodiversity Finance?
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines symmetric and asymmetric volatility spillovers among biodiversity finance, commodity prices, and energy markets using daily data from 2019 to 2025. We apply the Diebold–Yilmaz time–domain connectedness model, Baruník–Křehlík frequency–domain decomposition, and an asymmetric spillover framework.
Ijaz Younis +4 more
wiley +1 more source
The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey [PDF]
The purpose of this study is to test predictive performance of Asymmetric Normal Mixture GARCH (NMAGARCH) and other GARCH models based on Kupiec and Christoffersen tests for Turkish equity market.
Atilla Çifter, Alper Özün
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Accurate value-at-risk forecast with the (good) old normal-GARCH model [PDF]
, 2006 A resampling method based on the bootstrap and a bias-correction step is developed for improving the Value-at-Risk (VaR) forecasting ability of the normal-GARCH model.
Hartz, Christoph +2 more
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Exploring the Financial Perspective in Sustainability Strategies: The Case of the Tourism Industry
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines the relationship between sustainability and corporate financial performance in the tourism sector. To address the mixed and inconclusive evidence in prior research, we develop an integrated theoretical framework that combines stakeholder theory, the resource‐based view, legitimacy theory, and agency theory and distinguishes
Rebecca Levy Orelli +3 more
wiley +1 more source
Long memory with Markov-Switching GARCH [PDF]
The paper considers the Markov-Switching GARCH(1,1)-model with time-varying transition probabilities. It derives su?cient conditions for the square of the process to display long memory and provides some additional intuition for the empirical observation
Krämer, Walter
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