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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
In this paper, we review studies of oil volatility prediction from a new perspective: that of investors who require economic evaluations of forecasting performance. Our results indicate that no single volatility model outperforms all of the competing models, of which GARCH and realized...
Persistent link: https://www.econbiz.de/10014310613
This study aims to explore the levels of regional disparity in carbon emissions and intensity among different countries. Our study employs the distribution dynamics approach to uncover transition probabilities and the long-term evolution of relative per capita carbon emissions (REPC) and...
Persistent link: https://www.econbiz.de/10015376070
This study uses complex network analysis to investigate global stock market comovement during the black swan event of the Coronavirus Disease 2019 (COVID-19) pandemic. We propose a novel method for calculating stock price index correlations based on open-high-low-close (OHLC) data. More intraday...
Persistent link: https://www.econbiz.de/10014530176
Persistent link: https://www.econbiz.de/10014289047
Objective In frst-line treatment of advanced or metastatic nonsquamous non-small-cell lung cancer (NSCLC), the ORIENT-11 study demonstrated a signifcant progression-free survival and overall survival for sintilimab plus chemotherapy in comparison with chemotherapy alone. But the...
Persistent link: https://www.econbiz.de/10013492965
The conventional rough-and-tumble pattern of industrial development in the northeast has severely affected China's sustainable development in recent years. As a result, the industrial park emerged and prospered with the advantages of clear industrial positioning, optimized functional layout and...
Persistent link: https://www.econbiz.de/10014434006
Innovation is directly related to development and competitiveness, and collaborative innovation in universities is an important way to give full play to the advantages of knowledge accumulation. However, because there are multiple party participants, many categories and quantities of data...
Persistent link: https://www.econbiz.de/10014372093
Contractors will play a vital role in providing farms with access to new precision farming technologies, especially in small-scale farming systems. We investigate the impact of spatial competition among contractors on the uptake of precision farming and the effectiveness of policy interventions,...
Persistent link: https://www.econbiz.de/10013328087
Modern economic development is accompanied by the structural transformation from an agrarian to an industrial economy and occurs through a process of continuous industrial and technological upgrading. Since the 18th century, all countries that industrialized successfully in Europe, North America...
Persistent link: https://www.econbiz.de/10012551021