Results 31 to 40 of about 21,387 (259)

Asymmetric volatility in commodity markets

Journal of Commodity Markets, 2020
The paper studies the return-volatility relationship in a range of commodities. We develop a commodity price model and show that the volatility of price changes can be positively or negatively related to demand shocks. An “inverse leverage effect” – the volatility is higher following positive price shocks – is found in more than half of the daily spot ...
Yu-Fu Chen, Xiaoyi Mu
openaire   +2 more sources

Economic Policy Uncertainty and Chinese Stock Market Volatility: A CARR-MIDAS Approach

Complexity, 2021
Intraday range (the difference between intraday high and low prices) is often used to measure volatility, which has proven to be a more efficient volatility estimator than the return-based one. Meanwhile, a growing body of studies has found that economic
Xinyu Wu, Tianyu Liu, Haibin Xie
doaj   +1 more source

Observability of market daily volatility [PDF]

Physica A: Statistical Mechanics and its Applications, 2016
We study the price dynamics of 65 stocks from the Dow Jones Composite Average from 1973 until 2014. We show that it is possible to define a Daily Market Volatility $σ(t)$ which is directly observable from data. This quantity is usually indirectly defined by $r(t)=σ(t) ω(t)$ where the $r(t)$ are the daily returns of the market index and the $ω(t)$ are i.
Petroni, Filippo, SERVA, Maurizio
openaire   +5 more sources

Perceived Impacts and Predictors of Cannabis Products Used by Patients with Rheumatologic Conditions in Alberta, Canada: A Multivariable Analysis of Cross‐Sectional Survey Data

Arthritis Care &Research, EarlyView.
Objective This study aimed to characterize cannabis product choices (cannabinoid content and formulation) among patients with rheumatologic conditions and their associations with patient factors, patient‐reported perceived side effects, and positive impacts.
Susan Zhang, Samuel A.J. Lowe, Frank Sun, Allyson Jones, Tarek Turk, Joanne Olson, Pauline Paul, Shelby Yamamoto, Linda Kolewaski, Elaine Yacyshyn, Cheryl A. Sadowski   +10 more
wiley   +1 more source

Employment Trajectories of Patients with Systemic lupus erythematosus (SLE) and Factors Driving Transitions Between States

Arthritis Care &Research, Accepted Article.
Objective Systemic lupus erythematosus (SLE) significantly impacts employment capacity. This study aimed to investigate the impact of burden of disease activity, damage, and treatment on employment outcomes and transitions in patients with SLE. Materials and Methods Using data from a single center, we analyzed employment transitions, adjusted mean ...
Javier Mencia‐Ledo, Zahi Touma, Laura Whittall Garcia, Dafna Gladman, Behdin Nowrouzi‐Kia   +4 more
wiley   +1 more source

Are the systemic risk spillovers of good and bad volatility in oil and global equity markets alike?

Energy Strategy Reviews, 2023
This paper explores the asymmetric connectedness of systemic risk between the oil and global stock markets in both the time and frequency domains. To do so, we introduce time-varying parametric vector autoregressive (TVP-VAR) spillover index models and ...
Qichang Xie, Jingrui Qin, Jianwei Li
doaj   +1 more source

Advances in Sustainable and Wearable Textile Based Soft Robotics

Advanced Functional Materials, EarlyView.
This Review examines advances in wearable textile‐based soft robotics, focusing on sustainable materials, integrated sensing, and scalable actuation. It discusses manufacturing and system integration across healthcare, assistive robotics, prosthetics, and human–machine interfaces, and highlights key challenges in circular design, including life‐cycle ...
Zahir Abbas, Marzia Dulal, Sophia K. Novoselov, Victoria K. Novoselov, Kostya S. Novoselov, Shaila Afroj, Nazmul Karim   +6 more
wiley   +1 more source

Price relationships and market linkages of by-product critical metals across multiple time scales: A case study of copper and cobalt [PDF]

Ziyuan Kexue
[Objective] Compared to conventional bulk metal markets, by-product critical metal markets are still in a rapid growth phase, where market fluctuations frequently occur due to periodic supply-demand mismatches.
SU Hui, WU Qiaosheng, CHENG Jinhua, ZHOU Na, BI Zhiwei
doaj   +1 more source

Polymer Substrates for Flexible Sensors: Advances and Contributions to Smart Agriculture

Advanced Functional Materials, EarlyView.
This review comprehensively summarizes recent advances in polymer‐based flexible sensors for smart agriculture, focusing on polymer substrate design, interface engineering, and applications in soil, plant, animal, aquaculture, and post‐harvest monitoring.
Yihui Li, Zhangzheng Xiao, Zheng Yan, Adnan Raza Altaf, Qun Song, Dingding Yao, Afshan Sohail, Yixin Wang, Wenxiu Ma, Shanjun Li, Yaohui Chen, Peiwen Liu, Kai Zhang   +12 more
wiley   +1 more source

The Effect of Market Quality on the Causality between Returns and Volatilities: Evidence from CSI 300 Index Futures

Journal of Management Science and Engineering, 2018
This paper investigates the impact of market quality on volatility asymmetry of CSI 300 index futures by using short- and long-run causality measures proposed by Dufour et al. (2012).
Zhihong Jian, Pingjun Deng, Kaiyuan Luo, Zhican Zhu   +3 more
doaj   +1 more source