In this study, a conceptual hydrologic model was applied for the analysis of storm-induced landslides, which were affected by typhoons in 2004, in the forest catchments of Ehime Prefecture, Japan. Through the model, hydrologic conditions such as rainfall intensity, rainwater storage, and soil...

The aim of this research is to prepare of a novel form-stable composite phase change material (PCM) for the latent heat thermal energy storage (LHTES) in buildings, passive solar space heating or functional fluid by entrapping of SA into PMMA cell through ultraviolet curing dispersion...

Purpose – In the real world, an occurrence of an event is often affected by a large number of potential factors. The purpose of this paper is to identify causal factors hidden in the data and discover the underlying causality from the observed data. Design/methodology/approach – This paper...

Aimed at better modeling stock returns and finding robustly optimal investment decisions, a new portfolio selection model is proposed in this paper. The model differs from existing ones in following ways: multiple market frictions are taken into account simultaneously; the adopted multivariate...

Purpose – The purpose of this paper is to explore China's current policy and policy options regarding the shift to a low‐carbon (LC) development. Design/methodology/approach – The paper uses both a literature review and empirical systems analysis of the trends of socio‐economic...

We combine a model of combined inter-spatial and inter-temporal trade between countries recently — used by Huang, Whalley and Zhang (2004) to analyze the merits of trade liberalization in services when goods trade is restricted — with a model of foreign exchange rationing due to Clarete and...

We propose a new transaction-level bivariate log-price model, which yields fractional or standard cointegration. To the best of our knowledge, all existing models for cointegration require the choice of a fixed sampling frequency Delta t. By contrast, our proposed model is constructed at the...

We propose a new transaction-level bivariate log-price model, which yields fractional or standard cointegration. The model provides a link between market microstructure and lower-frequency observations. The two ingredients of our model are a Long Memory Stochastic Duration process for the...

We propose a new hypothesis-testing method for multipredictor regressions in small samples, where the dependent variable is regressed on lagged variables that are autoregressive. The new test is based on the augmented regression method (Amihud and Hurvich, 2004), which produces reduced-bias...

In this work, some relationships between stochastic properties and topological properties of dynamical systems are investigated. Let f be a continuous map from a compact metric space X to itself. We prove that if f satisfies the central limit theorem, then f is topologically strongly ergodic...