Results 51 to 60 of about 230,659 (313)
Energy Strategy Reviews, 2023 By applying novel partial wavelet coherency, this paper investigates the transmission mechanism of the volatility from the oil, gold, and silver sector to the energy sector in the time and frequency dimensions as well as the influence of the COVID-19 ...
Le Thanh Ha
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A simple joint model for returns, volatility and volatility of volatility
Journal of Econometrics, 2023 We propose a model that allows for conditional heteroskedasticity in the volatility of asset returns and incorporates current return information into the volatility nowcast and forecast. Our model can capture all stylised facts of asset returns even with Gaussian innovations and is simple to implement.
openaire +2 more sources
Electrophysiological and Behavioral Responses of Holotrichia parallela to Volatiles from Peanut [PDF]
, 2021 Mengmeng Zhang +5 more
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FEBS Open Bio, EarlyView.This review provides an overview of bio‐based polymer sources, their unique functional properties and their environmental impact, and addresses their role as sustainable alternatives. It discusses end‐of‐life options, including composting and anaerobic digestion for renewable energy.
Sabina Kolbl Repinc +8 more
wiley +1 more source
Equity Risk: Measuring Return Volatility Using Historical High-Frequency Data
Studies in Business and Economics, 2019 Market Volatility has been investigated at great lengths, but the measure of historical volatility, referred to as the relative volatility, is inconsistent.
Alan Chow, Kyre Lahtinen
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Volatile and semi-volatile components of jetsam ambergris
Natural Product Research, 2019 Volatile and semi-volatile compounds account for the odors, long valued in the perfumery industry, of the natural product, ambergris. Here we demonstrate application of solid phase micro extraction (SPME) and gas chromatography-mass spectrometry (GC-MS) to headspace analysis of the volatiles and semi-volatiles of jetsam ambergris. The samples collected
Michael J. Wilde +3 more
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Arthritis Care &Research, EarlyView.This review summarizes artificial intelligence (AI)‐supported nonpharmacological interventions for adults with chronic rheumatic diseases, detailing their components, purpose, and current evidence base. We searched Embase, PubMed, Cochrane, and Scopus databases for studies describing AI‐supported interventions for adults with chronic rheumatic diseases.
Nirali Shah +5 more
wiley +1 more source
Stock return, seasonality and asymmetric conditional volatility in steel & iron subsector
Metalurgija, 2015 This paper presents the results obtained following the testing of five hypotheses regarding conditional return and volatility of the most listed European stocks in the steel & iron subsector.
V. Chirila, C. Chirila
doaj
A general equilibrium approach to pricing volatility risk.
PLoS ONE, 2019 This paper provides a general equilibrium approach to pricing volatility. Existing models (e.g., ARCH/GARCH, stochastic volatility) take a statistical approach to estimating volatility, volatility indices (e.g., CBOE VIX) use a weighted combination of ...
Jianlei Han +4 more
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Impact of Oil Price Shocks and Exchange Rate Volatility on Stock Market Behavior in Nigeria
Binus Business Review, 2016 The impact of exchange rate and oil prices fluctuation on the stock market has been a subject of hot debate among researchers. This study examined the impact of both the exchange rate volatility and oil price volatility on stock market volatility in ...
Adedoyin I. Lawal +2 more
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