Results 31 to 40 of about 22,228 (264)

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

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

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

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

3D Printing Innovations in Polymeric Porous and Patterned Architecture

Advanced Functional Materials, EarlyView.
Polymeric foams occupy a unique structural space between dense solids and open networks, where engineered void fraction governs mechanical compliance, thermal resistance, and mass transport. Additive manufacturing now enables precise spatial control over cellular architecture, unlocking designer foam structures across applications spanning crash ...
Dhanush Patil, Sri Vaishnavi Thummalapalli, Clarissa Westover, Arunachalam Ramanathan, M. Taylor Sobzcak, Roumika Patil, Qixuan Xiang, Tiantian Li, Sui Yang, Timothy E. Long, Hongyue Sun, Xianqiao Wang, Yang Liu, Kenan Song   +13 more
wiley   +1 more source

Weaving Intelligence: Thermally Drawn Multimaterial Fibers Toward AI‐Enabled Smart Textiles

Advanced Materials, EarlyView.
Thermally drawn multimaterial fibers are rapidly advancing as intelligent structural units for next‐generation smart textiles. Integrating multimaterial architectures with neuromorphic and spiking‐neural‐network principles enables fabrics that can sense, compute, and adapt autonomously.
Vuong Dinh Trung, Jiaxiang Yi, Hieu Nguyen‐Duc, Tien Nu Hoang Lo, Weili Zhao, Chaoqun Dong, Fabien Sorin, Baris Caglar, Lei Wei, Tung Nguyen‐Dang   +9 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

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

Ultra‐High‐Throughput Discovery of Multifunctional Polyphenolic Coatings on Droplet Microarrays

Advanced Materials, EarlyView.
An ultra‐high‐throughput (UHT) combinatorial strategy enables the miniaturized synthesis and screening of ≈30 000 polyamine‐polyphenolic (PaPp) coatings using droplet microarrays (DMA). This approach reveals hundreds of previously unknown fluorescent, redox‐active, and antibacterial materials, including multifunctional, cell‐compatible surfaces ...
Vania Tanda Widyaya, Joaquín E. Urrutia Gómez, Paul Reuß, Alexander Welle, Rolf A. Gattung, Jana Mayer, Peter Krolla, Markus Reischl, Pascal Friederich, Anna A. Popova, Thomas Schwartz, Pavel A. Levkin   +11 more
wiley   +1 more source

Reconfiguring Agricultural Export Strategies in the Context of International Market Volatility: Manageri-al Perspectives [PDF]

Cross-Cultural Management Journal
The study is devoted to the rethinking of agricultural export strategies in the conditions of instability of international markets from a managerial point of view, taking into account structural shocks, geopolitical risks, logistical gaps and price ...
Adrian Ulinici
doaj   +1 more source