Results 191 to 200 of about 1,187,567 (409)
Structural breaks and volatility forecasting in the copper futures market
, 2018 This paper examines whether structural breaks contain incremental information for forecasting the volatility of copper futures. Considering structural breaks in volatility, we develop four heterogeneous autoregressive (HAR) models based on classical or ...
Xu Gong, Boqiang Lin
semanticscholar +1 more source
Advanced Functional Materials, EarlyView.Faradaic charging with bromine redox chemistry shows promise for energy storage, yet its efficient use in aqueous electrolytes is hindered by water decomposition and polybromides' cross‐diffusion, leading to suboptimal cell performance. This study introduces a tetrabutylammonium bromide‐based hydrated deep eutectic electrolyte with optimized water ...
Tae Pyeong Eom +4 more
wiley +1 more source
Volatility Decomposition and Estimation in Time-Changed Price Models [PDF]
arXiv, 2016 The usage of a spot volatility estimate based on a volatility decomposition in a time-changed price-model according to the trading times is investigated. In this model clock-time volatility splits up into the product of tick-time volatility and trading intensity, which both can be estimated from data and contain valuable information.
arxiv
A Strong and Water‐Retaining Biomass Adhesive Inspired by Tofu
Advanced Functional Materials, EarlyView.Drawing inspiration from the formation mechanism of the traditional food tofu, a strong and water‐retaining adhesive is designed using the soybean meal (SM) oxidized by glucose oxidase (GOx) and calcium sulfate oligomer (CSO). This design strategy effectively addresses the conflicting requirements of water‐resistant bonding strength and water retention
Jiawei Shao +8 more
wiley +1 more source
The effect of asset price volatility on fiscal policy outcomes [PDF]
This paper examines the effect of asset price volatility on fiscal policy stance. We find that asset price volatility affects the volatility of discretionary fiscal policy in a positive and significant manner, which according to Fatas and Mihov (2003 ...
Athanasios Tagkalakis
core
Advanced Functional Materials, EarlyView.This study introduces a paper‐based biodegradable, humidity‐insensitive e‐nose for real‐time breath analysis, addressing challenges in existing technologies such as humidity interference, high costs, and environmental impact. Featuring hydrophobic polymer coatings, these sensors reliably detect VOCs even in high‐moisture environments.
Indrajit Mondal +2 more
wiley +1 more source
Analyzing volatility of rice price in Indonesia using ARCH/GARCH model
Economic Journal of Emerging Markets, 2014 This research aims to to analyze and to study the implication of the volatility of deflated retail price of rice in out of Java which are represented by three markets in Indonesia, namely Medan, Makassar, and Banjarmasin.
Ahmad Muslim
doaj
The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices [PDF]
Recent developments allow a nonparametric separation of the continuous sample path component and the jump component of realized volatility. The jump component has very different time series properties than the continuous component, and accounting for ...
Bent Jesper Christensen +1 more
core
Advanced Functional Materials, EarlyView.Ru‐substituted hexagonal perovskite SrMnO3, featuring face‐shared oxygen species, is designed as an effective heterogeneous catalyst for the aerobic oxidation of sulfides. The catalyst demonstrates high selectivity to sulfones (>99%) under mild reaction conditions (≥30 °C). Ru substitution promotes oxygen vacancy formation of face‐shared oxygen species
Keiju Wachi +5 more
wiley +1 more source
Gas–liquid partition chromatography: the separation and micro-estimation of volatile fatty acids from formic acid to dodecanoic acid [PDF]
, 1955 J. H. Van De Kamer +2 more
openalex +1 more source