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We consider a dynamic capacity reallocation scheme in a logically fully-connected telecommunications network. We show that the problem of optimal capacity allocation can be solved in a distributed manner, an essential feature of such a scheme. Our continuous-capacity reallocation scheme can be...
Persistent link: https://www.econbiz.de/10008483191
Wind power time series usually show complex dynamics mainly due to non-linearities related to the wind physics and the power transformation process in wind farms. This article provides an approach to the incorporation of observed local variables (wind speed and direction) to model some of these...
Persistent link: https://www.econbiz.de/10010576280
In this paper, the stellar pulsation theory is reformulated following an irreversible thermodynamic approach (Lavenda, Thermodynamics of Irreversible Processes, Denver, New York, 1993). A general stability criterion and a thermodynamic Langrangian for the pulsating star problem are obtained...
Persistent link: https://www.econbiz.de/10011058692
Background: In the broad scientific debate on the integration of corporate social responsibility (CSR) in the strategic planning of universities and on the use of monitoring the results of the strategy of the indicators relating to the pursuit of sustainable development goals (SDGs), there is a...
Persistent link: https://www.econbiz.de/10014332914
We address G7 banking contagion during the COVID-19 crisis using wavelet-based techniques. We find an increase (20%) of the lowest frequencies banking contagion during the pandemic period based on stronger coherence between all pairs of financial indices. We also find that COVID-19 world cases...
Persistent link: https://www.econbiz.de/10013239054
We revisit the discussion on banking system contagion by proposing a risk-based empirical analysis during the current pandemic period. We use daily returns on G7 banking sector indices from January 01, 2015 to December 31, 2019 (pre-pandemic), and from January 01, 2020 to October 16, 2020...
Persistent link: https://www.econbiz.de/10013239055
In our first empirical exercise we assess the conditional relationship in the timefrequency domain between the return on Ibovespa and the cases or deaths by COVID-19 in Hubei, countries with record deaths and the world, for the period from January 29 to July 31, 2020. We also perform a...
Persistent link: https://www.econbiz.de/10013239056
We examine volatility connectedness of 11 sectoral indices in the US using daily data from January 01, 2013 to December 31, 2020. We employ the connectedness measures of Diebold and Yilmaz (2009, 2012, 2014), unveiling changes in the US sectoral connectedness and stylized facts regarding...
Persistent link: https://www.econbiz.de/10013239057