Results 31 to 40 of about 1,157,980 (244)
IET Networks, EarlyView., 2023 We utilise a metaheuristic optimisation method, inspired by nature, called the Lévy‐flight firefly algorithm (LFA), to tackle the power regulation and user grouping in the NOMA systems. Abstract The non‐orthogonal multiple access strategies have shown promise to boost fifth generation and sixth generation wireless networks' spectral efficiency and ...
Zaid Albataineh +4 more
wiley +1 more source
Entropy, 2021 In this paper, we investigate the time-varying interconnectedness of international Real Estate Investment Trusts (REITs) markets using daily REIT prices in twelve major REIT countries since the Global Financial Crisis.
Keagile Lesame +3 more
doaj +1 more source
Economies, 2023 The purpose of the research is to explore the dynamic multiscale linkage between economic policy uncertainty, equity market volatility, energy and sustainable cryptocurrencies during the COVID-19 period.
Inzamam Ul Haq +4 more
doaj +1 more source
Asymmetric TVP-VAR Connectedness Approach: The Case of South Africa
, 2023 This chapter assesses connectedness of critical financial variables within the South African context. The key variables determining countries’ international financial risk levels are the prices of their main export goods in the international markets.
Lethiwe Nzama +2 more
openaire +1 more source
, 2021 This study introduces a novel time-varying parameter vector autoregression (TVP-VAR) based extended joint connectedness approach in order to characterize connectedness of 11 agricultural commodity and Crude Oil futures prices spanning from July 1, 2005 ...
M. Balcılar, David Gabauer, Zaghum Umar
semanticscholar +1 more source
Discrete Dynamics in Nature and Society, 2021 This paper analyzes the time-varying impacts of Chinaʼs economic growth, energy efficiency, and industrial development on carbon dioxide (CO2) emissions from 1970 to 2019.
Donghai Zhou +3 more
doaj +1 more source
South African Journal of Economic and Management Sciences, 2017 Background: This article adds to scarce sub-Saharan African and South African literature on monetary policy transmission mechanisms by looking into: (1) the Keynesian interest rate channel of monetary policy transmission in South Africa, focussing on the
Emmanuel Owusu-Sekyere
doaj +1 more source
PETROL FİYAT ŞOKLARI VE FİNANSAL STRES ARASINDAKİ ZAMAN-DEĞİŞİMLİ İLİŞKİ: AB BÖLGESI İÇİN TVP-VAR ANALİZİ [PDF]
, 2021 Bu çalışmada, petrol fiyat şokları ile AB bölgesi finansal stres endeksi arasındaki dinamik aktarım mekaniz- ması TVP-VAR modeli uygulanarak incelenmektedir.
Polat, Onur, Onur POLAT
core +1 more source
Refined Measures of Dynamic Connectedness based on TVP-VAR [PDF]
, 2017 In this study, we propose refined measures of dynamic connectedness based on a TVP-VAR approach, that overcomes certain shortcomings of the connectedness measures introduced originally by Diebold and Yilmaz (2009, 2012, 2014).
Antonakakis, Nikolaos, Gabauer, David
core +1 more source
TVP-VAR impulse responses of investor sentiment under oil-specific demand.
, 2018 TVP-VAR impulse responses of investor sentiment under oil-specific demand.
Zhifang He (5613911) +1 more
core +1 more source