Results 41 to 50 of about 2,848 (204)

Volatility analysis and forecasting of vegetable prices using an ARMA‐GARCH model: An application of the CF filter and seasonal adjustment method to Korean green onions

Agribusiness, EarlyView.
Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley   +1 more source

The Dynamic Impacts of Monetary Policy Uncertainty Shocks

Economies, 2023
This paper assesses whether the impact of monetary policy uncertainty on the U.S. economy has changed over time. Estimating a Time-Varying Parameter Vector Autoregressive model on U.S.
Ahmed Kamara, Niraj P. Koirala
doaj   +1 more source

Population pharmacokinetics of TBAJ‐587 and its main metabolites—Evaluation of different loading dose strategies and early dose selection

British Journal of Clinical Pharmacology, EarlyView.
Background and Aim The rise of drug‐resistant tuberculosis (TB) poses a need for new drugs and combinations. TBAJ‐587, a new diarylquinoline (DARQ), has shown promising efficacy in preclinical studies. This work aimed to describe the pharmacokinetics (PK) of TBAJ‐587 and its metabolites M2 and M3 after single ascending dosing in healthy volunteers and ...
Albin A. M. Leding, Paul Bruinenberg, Almari Conradie, Jerry Nedelman, Antonio Lombardi, Dean Hickman, Ulrika S. H. Simonsson   +6 more
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

A TVP-VAR assessment of the spillover effects of geopolitical risk shocks on macroeconomic variability: a study of the Ghanaian economy

Future Business Journal
Our study verified the implications of the spillover of geopolitical risk (GPR) shocks to the economic crisis in Ghana. Our analysis employed the VAR-based spillover models by Diebold and Yilmaz (Int J Forecast 28:57–66, 2012; J Econ 182:119–134, 2014 ...
Kwame Ofori Asomaning, Shah Hamayoon, Emmanuel Uche   +2 more
doaj   +1 more source

Ripples of Global Fear: Transmission of Investor Sentiment and Financial Stress to GCC Sectoral Stock Volatility

Economies
This 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, Suzan Sameer Issa, Marwan Mansour, Azzam Hannoon, Ştefan Cristian Gherghina   +4 more
doaj   +1 more source

Population pharmacokinetics and dose–response relationships of mitoxantrone in children with acute myeloid leukaemia

British Journal of Clinical Pharmacology, EarlyView.
Background Information on mitoxantrone pharmacokinetics in children is lacking and reduced dosing regimens applied to infants are supported by limited scientific rationale. The current study characterized mitoxantrone pharmacokinetics in a childhood acute myeloid leukaemia patient population and provides a data‐informed assessment of dosing.
Andrew M. Brandon, Hinke Huisman‐Siebinga, Shelby Barnett, Paul Wetherell, Pamela Kearns, Brenda Gibson, Nicholas Heaney, Owen Smith, André Baruchel, Arnaud Petit, Andrew Moore, Kayode Ogungbenro, Alwin D. R. Huitema, Gareth J. Veal   +13 more
wiley   +1 more source

Environmental policy uncertainty and green innovation: A TVP-VAR-SV model approach

Quantitative Finance and Economics, 2022
<abstract><p>This paper aims to measure the impacts of environmental policy uncertainty on green innovation and explore the transmission channel that is less understood in past scientific works. In this paper, we use a newspaper-based sentiment mining approach to establish an index of environmental policy uncertainty in China and implement ...
Xite Yang, Jidi Cao, Zihan Liu, Yongzeng Lai   +3 more
openaire   +2 more sources

Climate, energy, and geopolitical risks in African stock markets: a comparative TVP-VAR and QVAR approach

Future Business Journal
This 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

On the Comovement of Contango and Backwardation Across Futures Commodity Markets

Journal of Futures Markets, EarlyView.
ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi, Francesco Roccazzella, Athanasios Triantafyllou   +2 more
wiley   +1 more source