Journal of Futures Markets,
Год журнала:
2023,
Номер
43(11), С. 1615 - 1644
Опубликована: Июль 14, 2023
Abstract
While
there
is
a
large
literature
on
modeling
volatility
smile
in
options
markets,
most
such
studies
are
eventually
focused
the
forecasting
performance
of
model
parameters
and
not
applicability
models
trading
environment.
Drawing
analogy
like
term
structure
context
interest
rates
fixed‐income
we
evaluate
Dynamic
Nelson–Siegel
(DNS)
approach
to
dynamics
environment
against
competing
alternatives.
Using
model‐based
mispricing
as
our
sorting
criterion,
deploying
strategy
going
long
upper
deciles
short
lower
deciles,
show
that
dynamic
consistently
outperform
their
static
counterparts,
with
worst
outperforming
best
terms
percentage
mean
returns
from
portfolios
Sharpe
ratio.
Specifically,
find
DNS
outperforms
all
other
specifications
selected
criteria.
Geoscience Frontiers,
Год журнала:
2023,
Номер
15(3), С. 101670 - 101670
Опубликована: Июль 8, 2023
The
prediction
performance
of
traditional
forecasting
methods
is
low
due
to
the
high
level
complexity
in
a
series
energy
prices.
present
study
attempts
compare
regression,
machine
learning
tools
and
hybrid
models
conclude
outperforming
model.
first
step
propose
effective
denoising
technique
for
Tadawul
index,
which
has
confirmed
superiority
CSD
based
denoising.
However,
we
use
CSD-ARIMA,
CSD-ANN,
CSD-RNN
as
models.
As
result,
outperforms
both
other
terms
MSE,
MAPE,
RMSE
Dstat.
findings
are
useful
policy
makers,
investors
portfolio
managers
forecast
trends,
hedge
risk
accordingly.
Sustainability,
Год журнала:
2024,
Номер
17(1), С. 83 - 83
Опубликована: Дек. 26, 2024
Governments
and
politicians
are
very
concerned
about
the
environmental
sustainability
of
energy
sector,
particularly
with
regard
to
oil
gas.
To
assist
in
achieving
global
climate
objectives,
clean
transition
involves
moving
away
from
a
fossil-fuel-based
economy
toward
one
that
is
dominated
by
clean,
renewable
energy.
This
reduces
carbon
emissions.
Here,
we
consider
moderating
effects
natural
resources,
urbanization,
consumption
between
1990
2022
as
analyze
impact
China’s
external
balance
goods
services
on
country’s
quality.
We
used
ARDL
econometric
techniques
present
thorough
empirical
investigation.
Overall,
findings
indicate
ecological
footprint
adversely
correlated
transition,
resource
use,
services,
usage.
Urbanization
use
non-renewable
energy,
however,
positively
associated
footprint.
The
sources,
richness
all
contribute
sustainability.
environment
weakened
urbanization
It
recommended
policymakers
facilitate
acceleration
utilizing
promoting
policies
create
favorable
conditions
for
widespread
adoption
renewables,
balancing
nation’s
urban
structure
way
enhances
self-sufficient
development
ensures
sustainable
future.
Limitations
this
study
future
directions
research
outlined.
Open Journal of Statistics,
Год журнала:
2023,
Номер
13(04), С. 534 - 567
Опубликована: Янв. 1, 2023
Forecasting
mine
production
is
pertinent
to
gold
mining
as
it
serves
goals
for
investors.
It
therefore
important
identify
the
exact
distribution
that
a
response
variable
naturally
follows.
even
more
appropriate
have
model(s)
with
few
predictor
variables.
This
paper
seeks
statistical
functions
fitting
in
Ghana.
The
empirical
relied
mainly
on
quarterly
secondary
datasets
between
years
2009
and
2022
secured
from
Minerals
Commission
of
Ghana,
Accra.
Several
known
distributions
including
Weibull,
Log-Normal,
Generalized
Extreme
Value
(GEV)
were
explored
Maximum
Likelihood
Estimation
(MLE)
evaluated
using
model
selection
criteria
AIC,
AICc
BIC.
Goodness
Fits
Kolmogorov-Smirnov
Test
(K-S),
Cramer-Von
Mises
Statistic
Anderson-Darling
Statistic.
Based
analysis
conducted,
reduced
modified
3-parameter
Weibull
provided
best
fit
Though
function
proposed,
however
recognize
other
external
factors
can
influence
levels.
Also,
average
fitted
1000334.8918
±
75,327.080
(±7.5%)
[i.e.,
925,007.812
–
1,075,661.972].
indicates
annually
lies
3700031.248
4302647.888
ounces
at
99.9%
confidence
level.
Therefore,
predicted
year
3.7million
