Results 81 to 90 of about 2,569,963 (324)
Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula
International Journal of Financial Studies, 2021 This paper investigates the dynamic tail dependence risk between BRICS economies and the world energy market, in the context of the COVID-19 financial crisis of 2020, in order to determine optimal investment decisions based on risk metrics.
John Weirstrass Muteba Mwamba +1 more
doaj +1 more source
The ubiquitin ligase RNF115 is required for the clearance of damaged lysosomes
FEBS Letters, EarlyView.Upon lysosomal rupture, an E3 ubiquitin ligase RNF115 translocates from the cytosol to the damaged lysosomal membrane. Moreover, RNF115 depletion impairs the clearance of damaged lysosomes, identifying it as a key regulator of lysosomal quality control.
Sae Nakanaga +3 more
wiley +1 more source
Business Review, 2023 Using a time-dependent copulas model, this study attempts to investigate the risk spillover from global energy markets to Pakistan’s agricultural commodities market.
Hira Saeed +2 more
doaj +1 more source
Wave tails in time-dependent backgrounds [PDF]
Physical Review D, 2002 It is well-known that waves propagating under the influence of a scattering potential develop ``tails''. However, the study of late-time tails has so far been restricted to time-independent backgrounds. In this paper we explore the late-time evolution of spherical waves propagating under the influence of a {\it time-dependent} scattering potential.
openaire +2 more sources
Tail dependence networks of global stock markets
International Journal of Finance and Economics, 2018 The Pearson correlation coefficient is used by many researchers to construct complex financial networks. However, it is difficult to capture the structural characteristics of financial markets that have extreme fluctuations.
Fenghua Wen, Xin Yang, Wei‐Xing Zhou
semanticscholar +1 more source
AAA+ protein unfoldases—the Moirai of the proteome
FEBS Letters, EarlyView.AAA+ unfoldases are essential molecular motors that power protein degradation and disaggregation. This review integrates recent cryo‐electron microscopy (cryo‐EM) structures and single‐molecule biophysical data to reconcile competing models of substrate translocation.
Stavros Azinas, Marta Carroni
wiley +1 more source
Systemic Risk Transmission in Commodity Markets
RisksThis paper investigates tail-risk transmission and asymmetric dependence in commodity markets using an asymmetric fuzzy vine copula framework applied to gold, crude oil, natural gas, and silver from 1 January 2015 to 1 January 2025, extracted from Yahoo ...
Irina Georgescu
doaj +1 more source
Tail Dependence of Factor Models [PDF]
SSRN Electronic Journal, 2002 Latex document of 29 pages including 10 ...
Y. Malevergne, D. Sornette
openaire +2 more sources
Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients
Journal of Multivariate Analysis, 2019 We propose three methods for estimating the joint tail probabilities based on a d -variate copula with dimension d ≥ 2 . For the first two methods, we use two different tail expansions of the copula which are valid under mild regularity conditions.
Pavel Krupskii, H. Joe
semanticscholar +1 more source
Molecular Oncology, EarlyView.ERRFI1, a neural crest (NC)‐associated gene, was upregulated in melanoma and negatively correlated with the expression of melanocytic differentiation markers and the susceptibility of melanoma cells toward BRAF inhibitors (BRAFi). Knocking down ERRFI1 significantly increased the sensitivity of melanoma cells to BRAFi.
Nina Wang +8 more
wiley +1 more source