Results 71 to 80 of about 113,493 (310)

Magnetic and Structural Response Tuned by Coexisting Mn Concentration‐Dependent Phases in MnBi2Te4 Thin Film Grown on GaAs(001) by Molecular Beam Epitaxy

open access: yesAdvanced Functional Materials, EarlyView.
The study explores structural and magnetic properties of one of the most recent topological quantum materials (MnBi2Te4). The Mn‐poor structure leads to stacking faults (quintuple layer ‐ QL of Bi2Te3 formation instead of a septuple layer ‐ SL of MnBi2Te4), resulting in a coexistence between weak antiferromagnetism and ferromagnetism.
Wesley F. Inoch   +10 more
wiley   +1 more source

Reducing Open‐Circuit Voltage Losses in Wide‐Bandgap FAPbBr3 Perovskite Solar Cells for Continuous Unassisted Light‐Driven Water Splitting

open access: yesAdvanced Functional Materials, EarlyView.
The combination of formamidinium thiocyanate and 1,3‐propane diammonium iodide for bulk and top‐surface passivation, and a ternary fullerene blend to improve energy band alignment, suppresses energy losses in wide‐bandgap FAPbBr3 perovskite solar cells.
Laura Bellini   +9 more
wiley   +1 more source

Electrochemical Formation of BiVO4/BiPO4 Photoanodes for Enhanced Selectivity toward H2O2 Generation

open access: yesAdvanced Functional Materials, EarlyView.
In acidic KPi, V dissolves from the BiVO4 lattice, while adsorbed phosphate reacts with the electrode under an external bias, forming a BiPO4 surface layer. This BiPO4 layer exhibits stronger bicarbonate adsorption, redirecting the water oxidation pathway toward two‐electron H2O2 production.
Kaijian Zhu   +12 more
wiley   +1 more source

Volatility forecasting and value-at-risk estimation in emerging markets: the case of the stock market index portfolio in South Africa

open access: yesSouth African Journal of Economic and Management Sciences, 2011
Accurate modelling of volatility is important as it relates to the forecasting of Value-at-Risk (VaR). The RiskMetrics model to forecast volatility is the benchmark in the financial sector.
Lumengo Bonga-Bonga, George Mutema
doaj   +1 more source

Evaluation of Volatility Forecasts

open access: yes, 2014
The modelization of risk is a hard task for many financial institutions. This explains the great interest for the volatility models during last decades. In this framework, the volatility predictions deriving from a set of models is a partly unexplored research field.
openaire   +4 more sources

Chemoselective Sequential Polymerization: An Approach Toward Mixed Plastic Waste Recycling

open access: yesAdvanced Functional Materials, EarlyView.
Inspired by biological protein metabolism, this study demonstrates the closed‐loop recycling of mixed synthetic polymers via ring‐closing depolymerization followed by a chemoselective sequential polymerizations process. The approach recovers pure polymers from mixed feedstocks, even in multilayer formats, highlighting a promising strategy to overcome a
Gadi Slor   +5 more
wiley   +1 more source

The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures

open access: yesEnergies, 2019
This paper investigates the impact of jumps in forecasting co-volatility in the presence of leverage effects for daily crude oil and gold futures. We use a modified version of the jump-robust covariance estimator of Koike (2016), such that the estimated ...
Manabu Asai   +2 more
doaj   +1 more source

The Volatility Forecasting Power of Financial Network Analysis

open access: yesComplexity, 2020
This investigation connects two crucial economic and financial fields, financial networks, and forecasting. From the financial network’s perspective, it is possible to enhance forecasting tools, since econometrics does not incorporate into standard ...
Nicolás S. Magner   +3 more
doaj   +1 more source

The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps [PDF]

open access: yes
We study the relation between realized and implied volatility in the bond market. Realized volatility is constructed from high-frequency (5-minute) returns on 30 year Treasury bond futures.
Bent Jesper Christensen   +2 more
core  

Evaluating volatility and interval forecasts

open access: yesJournal of Forecasting, 1999
A widely used approach to evaluating volatility forecasts uses a regression framework which measures the bias and variance of the forecast. We show that the associated test for bias is inappropriate before introducing a more suitable procedure which is based on the test for bias in a conditional mean forecast.
openaire   +3 more sources

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