Results 41 to 50 of about 35,893 (313)
IEEE Access, 2019 This paper studies the intraday return and volatility spillovers of Chinese CSI 300 industry indices with high-frequency data over the period from May 2012 to June 2016. The dynamic correlation among the industries is calculated with VEC-DCC-GARCH model.
Feng He, Zhifeng Liu, Sicen Chen
doaj +1 more source
Modeling return and volatility spillovers among food prices in Nigeria
Journal of Agriculture and Food Research, 2020 This paper focuses on the return and volatility spillovers among the major agricultural commodities in Nigeria. Specifically, we examine the spillovers across wheat, rice, soybeans, groundnut and palm oil both in terms of returns and volatility using ...
Ismail O. Fasanya, Temitope F. Odudu
doaj +1 more source
Advanced Functional Materials, EarlyView.Ru single atoms and RuP nanoclusters are co‐anchored in N, P, and B co‐doped porous carbon nanospheres via in situ carbonization/phosphidation of a boronate polymer precursor. RuP activates water, while nearby Ru single atoms accelerate H2 formation through H* transfer. The catalyst delivers low overpotential and high durability in alkaline HER and AEM
Xiaohong Wang +13 more
wiley +1 more source
Volatility spillovers between ethanol and corn prices: A Bayesian analysis
Energy Reports, 2022 The relationship between corn and ethanol markets has become a popular topic and has been investigated in various studies. However, examining the co-volatility spillover between corn and ethanol markets remains neglected in the literature.
Siraprapa Yosthongngam +2 more
doaj +1 more source
Volatility Spillover between Water, Energy and Food [PDF]
Sustainability, 2017 Water, energy, and food and are strongly interconnected, and the sustainability of the whole world depends on this link. The aim of this article is to analyze the volatility spillovers between indexes representing the financial component of this nexus.
M. Peri, D. Vandone, L. Baldi
openaire +1 more source
Advanced Science, EarlyView.This study shows TGM2 is upregulated in AP, impairing macrophage efferocytosis by inhibiting the STAT6–GAS6 axis. The lactoferrin‐modified, ROS‐responsive LF‐LNP@si‐TGM2 targets pancreatic macrophages, silences TGM2, restores the axis, and alleviates AP.
Xuxu Liu +8 more
wiley +1 more source
Volatility Spillover Between the Stock Market and the Foreign Exchange Market in Pakistan [PDF]
, 2006 Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For long run relationship we use Engle Granger two step procedure and the volatility spillover is modelled through bivariate EGARCH method ...
Kemal, A. R., Qayyum, Abdul
core +1 more source
Advanced Science, EarlyView.Laser‐induced graphene (LIG) provides a scalable, laser‐direct‐written route to porous graphene architecture with tunable chemistry and defect density. Through heterojunction engineering, catalytic functionalization, and intrinsic self‐heating, LIG achieves highly sensitive and selective detection of NOX, NH3, H2, and humidity, supporting next ...
Md Abu Sayeed Biswas +6 more
wiley +1 more source
Volatility Spillover Effects Between Carbon Futures and Stock Markets: A DGC-t-MSV-BN Model
MathematicsThis paper applies the Multivariate Stochastic Volatility (MSV) model, alongside its extended DGC-t-MSV model, and integrates Bayesian methods with MCMC techniques to develop the DGC-t-MSV-BN model.
Jining Wang, Tian Man, Lei Wang
doaj +1 more source
Inter-markets volatility spillover in U.S. bitcoin and financial markets
Journal of Business Economics and Management, 2019 This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 to December 29, 2017. Diebold and Yilmaz (2012) volatility spillover index, Barunik, Kocenda, and Vacha (2017) Spillover Asymmetry ...
Muhammad Owais Qarni +4 more
doaj +1 more source