Results 71 to 80 of about 768 (142)

Dynamic interlinkages between the crude oil and gold and stock during Russia-Ukraine War: evidence from an extended TVP-VAR analysis. [PDF]

Environ Sci Pollut Res Int, 2023
Ha LT.
europepmc   +1 more source

Risk Factors and Predictive Model for Otitis Media With Effusion After Radiotherapy in Nasopharyngeal Carcinoma: A Retrospective Study

World Journal of Otorhinolaryngology - Head and Neck Surgery, Volume 12, Issue 3, Page 305-315, June 2026.
ABSTRACT Objective To investigate the impact of different radiation fields on the risk of otitis media with effusion (OME) in nasopharyngeal carcinoma (NPC) patients and to develop a nomogram to identify high‐risk patients after radiotherapy. Methods Clinical data were collected from 170 NPC patients who underwent radiotherapy at Peking Union Medical ...
Zhi‐Jin Han, Shu Wang, Shu‐Yi Wang, Zhi‐Yuan Wu, Meng‐Yao Xie, Chen Li, Qi Tang, Xiao‐Wu Huang, Yu‐Liang Sun, Xin‐Hai Wang, Ke Hu, Hua Yang   +11 more
wiley   +1 more source

An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis. [PDF]

Technol Forecast Soc Change, 2022
Ha LT, Nham NTH.
europepmc   +1 more source

Instrumental and Sensory Texture Characterization of Plant‐Based Salmon Sashimi Analogs Formulated With Konjac Glucomannan and Agar

Journal of Food Science, Volume 91, Issue 6, June 2026.
ABSTRACT While plant‐based analogs for cooked seafood are increasingly common, replicating the soft, moist, and oily texture of raw salmon sashimi remains challenging. This study developed a plant‐based salmon sashimi analog structured with hydrocolloid‐oil gels (konjac glucomannan, agar, and palm oil).
Hwabin Jung, Jungmin Oh
wiley   +1 more source

How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. [PDF]

Resour Policy, 2021
Adekoya OB, Oliyide JA.
europepmc   +1 more source

Monetary policy spillovers between the US and African Central Banks: A time- and frequency-varying connectedness study

Central Bank Review
This study investigates time and frequency connectedness between monetary policy in the US and 7 African countries to determine the extent to which US monetary policy influences policy conduct amongst African Central Banks.
Clement Moyo, Andrew Phiri
doaj   +1 more source

Functional Heterogeneity and Dynamic Risk Spillovers in China’s Carbon-Green Finance System: A Time-Frequency TVP-VAR Analysis

Journal of Applied Science and Engineering
The diverse roles of green financial sub-markets and their dynamic risk spillovers to the carbon market are important to explain the systemic risks of Chinese low-carbon transition. We employ a Time-Varying Parameter Vector Autoregression (TVP-VAR) model
Ying Huang, Juan Hu, Jing Chen
doaj   +1 more source

Türkiye’de KOBİ’lere Verilen Krediler ile Seçilmiş Değişkenler Arasındaki Bağlantılılığın TVP-VAR Modeli ile İncelenmesi

Uluslararası Ekonomi, İşletme ve Politika Dergisi
Hem gelişmiş hem de gelişmekte olan ülkelerde KOBİ'ler, sağladıkları istihdam, yarattıkları katma değer ve gerçekleştirdikleri ihracat ve ithalat faaliyetleri ile ekonomik kalkınmanın ve istikrarın temel taşlarını oluşturmaktadır. Türkiye'de de KOBİ'ler,
Yalçın Yalman, Bahri Fatih Tekin
doaj   +1 more source

Source tracing and contagion measurement of carbon emission trading price fluctuation in China from the perspective of major emergencies.

PLoS ONE
Based on monthly economic data spanning from January 2015 to December 2022, we have established an analytical framework to examine the "Russia-Ukraine conflict-financial market pressure and energy market-China carbon emission trading prices." To achieve ...
Binhong Wu, Hongyu Wang, Bangsheng Xie, Zhizhong Xie   +3 more
doaj   +1 more source

Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening

Financial Innovation
This study utilizes two complementary models, the Time-Varying Parameter Vector Autoregressive Diebold–Yilmaz (TVP-VAR-DY) and the Time-Varying Parameter Vector Autoregressive Baruník–Křehlík (TVP-VAR-BK), to investigate the dynamic volatility ...
Farzaneh Ahmadian-Yazdi, Amin Sokhanvar, Soheil Roudari, Aviral Kumar Tiwari   +3 more
doaj   +1 more source