Results 21 to 30 of about 768 (142)
Food Biomacromolecules, EarlyView.Abstract The rising demand for plant‐based meat alternatives has had advancements in processing technologies such as extrusion to meet consumer preferences for enhanced sensory qualities and nutritional benefits. High moisture extrusion (HME), a thermo‐mechanical process employing elevated moisture levels (40%–70%), has emerged as a promising method ...
Nur Hameedah Binte Ramadhan +2 more
wiley +1 more source
Future Business JournalThis study seeks to investigate the spillover effects between uncertainty indexes and returns on African stock markets; explore the time-varying nature of these interactions using TVP-VAR and QVAR techniques; and assess the resilience of individual stock
David Korsah
doaj +1 more source
EconomiesThis study analyzes how sectoral stock volatility in the GCC region responds to global financial uncertainty shocks originating from the U.S. (CBOE VIX), Europe (VSTOXX-50), Bitcoin investors’ Sentiment Indices (BSI), and disaggregated global Financial ...
Mosab I. Tabash +4 more
doaj +1 more source
The Impact of Uncertainty on Forecasting the US Economy
Journal of Forecasting, EarlyView.ABSTRACT This paper examines the predictive value of uncertainty measures for key macroeconomic indicators across multiple forecast horizons. We evaluate how different uncertainty proxies—economic policy uncertainty (EPU), VIX, geopolitical risk, and measures of macroeconomic and financial uncertainty—enhance forecast accuracy for industrial production,
Angelica Ghiselli
wiley +1 more source
The Time-(In)Variant Interplay of Government Spending and Private Consumption in Brazil
Economia Aplicada, 2015 O presente estudo analisa a relação entre gasto público e consumo privado no Brasil através de um modelo VAR com parâmetros variantes no tempo e volatilidade estocástica, estimado com simulação bayesiana para o período 1996:T1–2014:T2.
Diego Ferreira
doaj +3 more sources
SAGE OpenThis study examines the dynamic connectedness among energy ETFs, sustainability ETFs, and the USA technology sector indices using a quantile vector autoregression (QVAR) and time-varying parameter VAR (TVP-VAR) framework over the period October 2014 to ...
Bashir Ahmad Fida +3 more
doaj +1 more source
Coin Specific Sentiments Matter For The Non-Fungible Tokens Spillovers: How And When?
Buletin Ekonomi Moneter dan Perbankan, 2023 This paper explores the impact of sentiment on return spillovers among seven major Non-Fungible Tokens (NFTs). Using daily sentiment data from Thomson Reuters MarketPysch Indices and controlling for uncertainty factors and NFT sales, we examine the ...
Oguzhan Cepni, Ahmet Faruk Aysan
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Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets
Journal of Futures Markets, EarlyView.ABSTRACT This paper examines the relationship between skewness and kurtosis in Bitcoin spot and futures markets using high‐frequency data. We document a strong convex skewness–kurtosis relationship consistent with theoretical moment restrictions. Trading activity is positively associated with realized kurtosis, particularly in futures markets, though ...
Ariston Karagiorgis, Antonis Ballis
wiley +1 more source
Humanities & Social Sciences CommunicationsThe housing markets in districts across the United Kingdom (UK) co-move over time. We use the dynamic factor model to decompose the co-movement in house prices of the smallest possible geographical unit into national, regional, and idiosyncratic factors.
Oguzhan Cepni +2 more
doaj +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This study aims to classify pivotal fintech innovations and explore the prospects and pitfalls associated with emerging fintech services extensively discussed in the literature. We conducted a multistage systematic review of research published on fintech over the past decade from a technological perspective. Using the Preferred Reporting Items
Muhammad Imran Qureshi, Nohman Khan
wiley +1 more source