Forecasting stock market volatility with macroeconomic variables in real time [PDF]
We compared forecasts of stock market volatility based on real-time and revised macroeconomic data. To this end, we used a new dataset on monthly real-time macroeconomic variables for Germany. The dataset covers the period 1994-2005.
Pierdzioch, Christian +2 more
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Volatility forecasting of crude oil futures based on a genetic algorithm regularization online extreme learning machine with a forgetting factor: The role of news during the COVID-19 pandemic. [PDF]
Resour Policy, 2021 Weng F, Zhang H, Yang C.
europepmc +1 more source
Strong Coupling in Bulk Nanoplasmonic Nanoplatelet Perovskite Scintillators
Advanced Materials, EarlyView.A bulk scintillating nanocomposite is engineered from CsPbBr3 nanoplatelets and Ag nanocubes to support exciton–plasmon strong coupling under X‐ray excitation. The resulting hybrid polaritonic states appear directly in radioluminescence, opening a route toward polariton‐enabled scintillator design beyond conventional Purcell enhancement.
Michal Makowski +13 more
wiley +1 more source
Epitaxially Integrated Electro‐Optic KNbO3 Thin Films on Silicon
Advanced Materials, EarlyView.We demonstrate the first epitaxial integration of electro‐optic KNbO3 thin films on silicon using suboxide molecular‐beam epitaxy. Combining adsorption‐controlled molecular‐beam epitaxy, advanced characterization, and phase‐field modeling, we demonstrate phase‐pure crystalline films mirroring bulk crystals with robust Pockels response, enabling future ...
Sankalpa Hazra +17 more
wiley +1 more source
Implied Volatility Indices and Volatility Forecasting
, 2016 This thesis consists of two articles that study volatility forecasts and the value of implied volatility indices. In the first paper, we construct implied volatility indices for all stocks in the Dow Jones Industrial Average Index, and study how they can improve volatility forecasts for the individual stocks.
Guttormsen, Haakon Johnsrud +2 more
openaire +2 more sources
ESG uncertainty and volatility dynamics in the most polluted sectors: a GARCH-MIDAS approach
Frontiers in Environmental ScienceIntroductionEnvironmental, Social, and Governance (ESG) uncertainty has emerged as an important source of financial risk, particularly for pollution‐intensive industries that are highly exposed to sustainability‐related policy and regulatory changes ...
Mohammed Naif K, Chitra Devi Nagarajan
doaj +1 more source
Evaluating volatility forecasts, A study in the performance of volatility forecasting methods
, 2023 In this thesis, the foundations of evaluating the performance of volatility forecasting methods are explored, and a mathematical framework is created to determine the overall forecasting performance based on observed daily returns across multiple financial instruments.
openaire +1 more source
Modeling and Forecasting Volatility in Indian Capital Markets [PDF]
Various volatility estimators and models have been proposed in the literature to measure volatility of asset returns. In this paper, we compare empirical performance of various unconditional volatility estimators and conditional volatility models (GARCH ...
Pandey, Ajay
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Radiative Thermal Management for Extreme Environments: Mechanisms and Design Strategies
Advanced Materials, EarlyView.In this review, we discuss the fundamental mechanisms of radiative cooling and solar heating, material and structural design strategies, hybrid approaches integrating additional heat transfer pathways, and durability‐oriented designs addressing environmental stresses.
Hyung Rae Kim +5 more
wiley +1 more source
Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets [PDF]
Volatility forecasting is an imperative research field in financial markets and crucial component in most financial decisions. Nevertheless, which model should be used to assess volatility remains a complex issue as different volatility models result in ...
Aldrin Herwany, Erie Febrian
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