Over the past years, cryptocurrencies have drawn substantial attention from the media while attracting many investors. Since then, cryptocurrency prices have experienced high fluctuations. In this paper, we forecast the high-frequency 1 min volatility of four widely traded cryptocurrencies,...

This research examines the correlations between the return volatility of cryptocurrencies, global stock market indices, and the spillover effects of the COVID-19 pandemic. For this purpose, we employed a two-stage multivariate volatility exponential GARCH (EGARCH) model with an integrated...

We assess tsunami hazards in San Diego Bay, California, using newly identified offshore tsunami sources and recently available high resolution bathymetric/topographic data. Using MOST (Titov and Synolakis, J Waterways Port Coastal Ocean Eng ASCE 124(4):57–171, 1998), we simulate locally,...