Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories
International Journal of Finance &Economics, EarlyView.ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley +1 more source
Axonopathy: mechanisms and potential therapeutic targets for neurodegenerative diseases. [PDF]
Transl NeurodegenerShen R, Sung K, Ding J, Wu C.
europepmc +1 more source
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
Novel Kinesin Family Member 1A Variants Linked to Atypical Parkinsonism Elicit Altered Neuronal Transactive Response DNA Binding Protein 43 kDa Interactions and Dendritic Atrophy. [PDF]
Am J PatholHomayoun H +8 more
europepmc +1 more source
How Does AI Empower Corporate ESG Practices? Mechanisms Based on Information Processing Theory
International Journal of Finance &Economics, EarlyView.ABSTRACT In the context of the latest technological revolution and industrial transformation, Artificial Intelligence (AI) provides new impetus for the development of corporate ESG practices. This study, based on data from 2630 A‐share listed companies in China from 2010 to 2022, examines the impact of AI on corporate ESG performance and its mechanisms
Qin Zhu, Shanshan Jiang, Anna Min Du
wiley +1 more source
Multi-objective economic energy management strategy in thermal and electrical grids with energy hubs including renewable units and storage systems. [PDF]
Sci RepMesloub A +7 more
europepmc +1 more source
Drivers and Challenges of Micro‐Irrigation Adoption and Intensity in India: A Study of Four States
Irrigation and Drainage, EarlyView.ABSTRACT India's food security relies substantially on groundwater, but inefficient irrigation is seriously depleting this resource. Micro‐irrigation (MI) improves irrigation application efficiency and productivity, yet adoption remains low. This study examines MI adoption across four major Indian states—Uttar Pradesh, Maharashtra, Madhya Pradesh and ...
Gurpreet Singh +2 more
wiley +1 more source
Stability and Dynamics of the N‑Terminal Domain of TDP-43 and the Effect of Point Mutations. [PDF]
ACS OmegaPınar O, Jana AK, Yaşar F.
europepmc +1 more source
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
Blockchain and bio-inspired deep learning for energy-efficient EV-to-grid optimization. [PDF]
Sci RepRavindhar NV +3 more
europepmc +1 more source