Results 41 to 50 of about 255,661 (340)
Can we use volatility to diagnose financial bubbles? lessons from 40 historical bubbles
Quantitative Finance and Economics, 2018 We inspect the price volatility before, during, and after financial asset bubbles in orderto uncover possible commonalities and check empirically whether volatility might be used as anindicator or an early warning signal of an unsustainable price ...
Didier Sornette +2 more
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Macroeconomic Volatility and its Significance to the Rising External Indebtedness of Nigeria
Maliye Çalışmaları Dergisi, 2021 The motivation of this study has been to identify the effects of the multidimensional perspectives of macroeconomic volatility on the growth of external debt in Nigeria from 1970 to 2018. Methodologically, the Auto-Regressive Distributed Lag (ARDL) model
Samson Adeniyi Aladejare
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Advanced Engineering Materials, EarlyView.This article provides an overview of recent advancements in bulk processing of rare‐earth‐free hard magnetic materials. It also addresses related simulation approaches at different scales. The research on rare‐earth‐free magnetic materials has increased significantly in recent years, driven by supply chain issues, environmental and social concerns, and
Daniel Scheiber, Andrea Bachmaier
wiley +1 more source
Investor sentiment, market volatility, and ESG Index dynamics: an empirical analysis
Cogent Economics & FinanceThis study integrates both traditional finance theory and behavioral finance to explore the impact of investor sentiment and market volatility on Environmental, Social and Governance (ESG) thematic indices in the Indian market. Using the India Volatility
Pushpa Negi +3 more
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The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
Financial Innovation, 2023 This paper is motivated by Bitcoin’s rapid ascension into mainstream finance and recent evidence of a strong relationship between Bitcoin and US stock markets.
Elie Bouri +2 more
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Photoswitchable Conductive Metal–Organic Frameworks
Advanced Functional Materials, EarlyView.A conductive material where the conductivity can be modulated remotely by irradiation with light is presented. It is based on films of conductive metal–organic framework type Cu3(HHTP)2 with embedded photochromic molecules such as azobenzene, diarylethene, spiropyran, and hexaarylbiimidazole in the pores.
Yidong Liu +5 more
wiley +1 more source
Journal of Business Economics and ManagementThis paper analyzes both return and volatility spillovers between green bonds, green stocks, clean energy, and carbon markets from April 28, 2014, to May 31, 2024, using the time-frequency connectedness methodology.
Rongyan Liu +3 more
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Forward implied volatility expansion in time-dependent local volatility models******
ESAIM: Proceedings and Surveys, 2014 We introduce an analytical approximation to efficiently price forward start options on equity in time-dependent local volatility models as the forward start date, the maturity or the volatility coefficient are small.
Bompis Romain, Hok Julien
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Advanced Functional Materials, EarlyView.Biofabrication aims at providing innovative technologies and tools for the fabrication of tissue‐like constructs for tissue engineering and regenerative medicine applications. By integrating multiple biofabrication technologies, such as 3D (bio) printing with fiber fabrication methods, it would be more realistic to reconstruct native tissue's ...
Waseem Kitana +2 more
wiley +1 more source
Proceedings, 2020 Computing implied volatility from observed option prices is a frequent and challenging task in finance, even more in the presence of dividends. In this work, we employ a data-driven machine learning approach to determine the Black–Scholes implied ...
Shuaiqiang Liu +3 more
doaj +1 more source