Showing 1 - 10 of 105
Persistent link: https://www.econbiz.de/10012661162
A well-documented finding is that explicitly using jumps cannot efficiently enhance the predictability of crude oil price volatility. To address this issue, we find a phenomenon, "momentum of jumps" (MoJ), that the predictive ability of the jump component is persistent when forecasting the oil...
Persistent link: https://www.econbiz.de/10013272635
This study investigates the role of oil futures price information on forecasting the US stock market volatility using the HAR framework. In-sample results indicate that oil futures intraday information is helpful to increase the predictability. Moreover, compared to the benchmark model, the...
Persistent link: https://www.econbiz.de/10013206077
This paper comprehensively investigates the connection between oil futures volatility and the financial market based on a data-rich and model-rich environment, which contains traditional prediction models, machine learning models, and combination models. The results highlight the efficiency of...
Persistent link: https://www.econbiz.de/10013294858
Persistent link: https://www.econbiz.de/10014291872
Academic research relies heavily on exogenous drivers to improve the forecasting accuracy of Bitcoin volatility. The present study provides additional insight into the role of macroeconomic and technical indicators in forecasting the realized volatility of Bitcoin. Using 17 famous macroeconomic...
Persistent link: https://www.econbiz.de/10013290256
The innovative software system "myEcoCost" enables to gather and communicate resource and environmental data for products and services in global value chains. The system has been developed in the consortium of the European research project myEcoCost and forms a basis of a new, highly automated...
Persistent link: https://www.econbiz.de/10011341052
The behavior and toxicity of nanoparticles (NPs) could be affected significantly by the ubiquitous natural organic matter (NOM) in aquatic environments. However, the influence of NOM on NPs along the food chain remains largely unknown. This study constructed bacteria Escherichia coli (E. coli)...
Persistent link: https://www.econbiz.de/10013303300
A Bi 2 MoO 6 /carbon quantum dots/Bi 2 S 3 (BMO/CQDs/BIS) was successfully fabricated as a high-efficient photocatalyst for degradation of some persistent organic pollutants and reduction of Cr (Ⅵ), in which the CQDs was derived from waste sludge biomass. The conversion photoluminescence and...
Persistent link: https://www.econbiz.de/10013303956
A dual-function S-scheme Cs 2 AgBiBr 6 /Ag 3 PO 4 (CA) heterojunction photocatalyst with nano-flower structure was synthesized to achieve green energy hydrogen (H 2 ) production and persistent organic pollutants degradation under visible light. The high crystalline quality and strong interface...
Persistent link: https://www.econbiz.de/10013304037