Borsa Istanbul Review,
Journal Year:
2024,
Volume and Issue:
24(6), P. 1190 - 1204
Published: July 14, 2024
Using
a
cross-quantilogram
approach,
this
study
analyzes
the
transmission
of
higher-moment
information
across
US
industries
with
high-frequency
(1-min)
data.
We
investigate
effects
oil
demand
and
supply
shocks
on
transmission,
revealing
that
impact
is
asymmetric.
Specifically,
negative
price
amplify
asymmetric
information,
whereas
positive
have
opposite
effect.
The
findings
highlight
complexity
in
dynamics
response
to
fluctuations,
highlighting
need
for
policy
makers
investors
account
these
nuances
when
assessing
risk
making
decisions.
results
emphasize
critical
role
direction
magnitude
prices
shaping
landscape
industries.
Energy Economics,
Journal Year:
2024,
Volume and Issue:
134, P. 107576 - 107576
Published: April 24, 2024
The
importance
of
green
finance
policies,
particularly
in
the
realm
innovation
renewable
energy
technologies,
should
not
be
overlooked
while
assessing
advancement
development
China.
objective
this
study
is
to
investigate
impact
reform
initiatives
on
promotion
technology
(RETI)
within
cities
To
accomplish
objective,
employs
2017
Green
Finance
Reform
and
Innovation
Pilot
Zones
(GFRIPZ)
policy
as
a
quasi-natural
experiment.
A
difference-in-differences
(DID)
model
employed
construct
framework.
research
findings
highlight
that
implementation
pilot
zones
has
resulted
substantial
favorable
influence
RETI.
Moreover,
observable
effectiveness
phenomenon
fostering
RETI
predominantly
observed
eastern
region
China,
small-scale
cities,
locations
characterized
by
stringent
environmental
restrictions.
Additionally,
our
demonstrate
particular
an
indirect
promoting
This
achieved
through
improvement
allocation
financial
resources
dedicated
initiatives.
These
insights
offer
valuable
guidance
for
policymakers
aiming
promote
sustainable
development.
Journal of commodity markets,
Journal Year:
2024,
Volume and Issue:
34, P. 100404 - 100404
Published: April 21, 2024
This
study
explores
the
connectedness
between
major
oil-producing
and
consuming
countries'
stock
markets
(United
States,
China,
Russia,
India)
different
oil
shocks
categorized
as
demand,
supply,
risk
shocks,
following
Ready's
(2018)
framework.
Employing
a
quantile-based
approach
quantile
cross-spectral
dependence,
our
analysis
spans
from
July
02,
2007
to
May
31,
2023,
encompassing
diverse
market
conditions
events.
These
methodologies
help
identify
interdependence
patterns
in
extreme
scenarios
at
time
intervals.
Key
findings
show
variations
how
these
respond
depending
on
quantiles.
Demand-related
have
most
significant
spillover
effects
United
India,
while
risk-related
dominate
transmitters
of
India
median
Market
interconnectedness
strengthens
during
conditions,
reflecting
historical
Additionally,
bearish
offer
diversification
opportunities
countries
crude
oil.
emphasizes
need
for
tailored
investment
strategies,
monitoring
global
demand
trends,
dynamic
portfolio
management,
inclusion
portfolios,
proactive
responses
players
geopolitical
insights
benefit
investors
policymakers
seeking
optimize
strategies
interconnected
financial
landscape.
International Review of Financial Analysis,
Journal Year:
2024,
Volume and Issue:
95, P. 103434 - 103434
Published: July 1, 2024
This
study
uses
quantile
vector-autoregressive
to
examine
volatility
connectedness
among
a
global
financial
stress
index
(including
five
categories:
credit,
equity
valuation,
funding,
safe
assets,
and
volatility)
US
sectors
under
low,
moderate,
extreme
conditions.
The
dataset
includes
the
special
periods
covering
crisis,
China
COVID-19
pandemic,
Russian–Ukrainian
war,
Silicon
Valley
Bank
failure,
Credit
Suisse
bank
crisis.
findings
imply
that
spillover
effects
series
are
higher
during
than
low
moderate
periods.
During
of
volatility,
credit
category
sector
indices
net
shock
transmitters,
but
periods,
become
receivers
alongside
funding
categories
indices.
also
exhibit
recipient
roles
at
levels
those
Finance research letters,
Journal Year:
2024,
Volume and Issue:
63, P. 105371 - 105371
Published: April 9, 2024
This
paper
investigates
the
intertemporal
risk
effects
in
global
stock
markets
using
a
novel
network
topology
based
on
relative
importance
analysis.
The
rolling
time
window
approach
identifies
dynamic
and
asymmetric
spillovers.
results
reveal
complex
spillovers
international
markets.
Europe
America
are
main
transmitters.
Countries
forecast
period,
receive
more
from
market.
Major
events
that
generate
market
turbulence
will
dramatically
increase
These
findings
have
implications
for
management
stability
of
Alexandria Engineering Journal,
Journal Year:
2023,
Volume and Issue:
86, P. 690 - 703
Published: Dec. 28, 2023
Membrane
desalination
(MD)
is
an
efficient
process
for
desalinating
saltwater,
combining
the
uniqueness
of
both
thermal
and
separation
distillation
configurations.
In
this
context,
optimization
strategies
sizing
methodologies
are
developed
from
balance
system's
energy
demand.
Therefore,
robust
prediction
modeling
thermodynamic
behavior
freshwater
production
crucial
optimal
design
MD
systems.
This
study
presents
a
new
advanced
machine-learning
model
to
obtain
permeate
flux
tubular
direct
contact
membrane
unit.
The
was
established
by
optimizing
long-short-term
memory
(LSTM)
election-based
algorithm
(EBOA).
inputs
were
temperatures
feed
flow,
rate
salinity
flow.
optimized
compared
with
other
LSTM
models
sine–cosine
(SCA),
artificial
ecosystem
optimizer
(AEO),
grey
wolf
(GWO).
All
trained,
tested,
evaluated
using
different
accuracy
measures.
LSTM-EBOA
outperformed
in
predicting
based
on
had
highest
coefficient
determination
0.998
0.988
lowest
root
mean
square
error
1.272
4.180
training
test,
respectively.
It
can
be
recommended
that
paper
provide
useful
pathway
parameters
selection
performance
systems
makes
optimally
designed
rates
without
costly
experiments.
Journal of Behavioral and Experimental Finance,
Journal Year:
2024,
Volume and Issue:
41, P. 100904 - 100904
Published: Feb. 23, 2024
This
study
introduces
a
novel
bidirectional
ripple
effect
method
to
identify
the
risky
center,
hedging
and
duration
of
effects.
is
used
examine
static
dynamic
effects
among
NFTs
using
idiosyncratic
volatility
measures.
The
findings
indicate
that,
overall,
correlations
are
prominent
over
sample
period.
Only
few
significant
centers.
Decentraland
while
CryptoVoxels
serves
as
reliable
center.
outcomes
rolling
window
tests
durations
reveal
that
central
role
varies
time.
also
show
have
durations.
These
conclusions
hold
considerable
importance
for
NFT
investors
in
making
investment
choices
managing
risks.
