The method of improving permeability of coal seams by freeze-fracturing is presented to accelerate the diffusion of coalbed gas into exploited wells. The pore structure of coal sample changes caused by freeze-fracturing were characterized by nuclear magnetic resonance (NMR) and scanning electron...

Abstract We study a model where one target variable $Y$ is correlated with a vector $\textbf{X}:=(X_1,\dots,X_d)$ of predictor variables being potential causes of $Y$ . We describe a method that infers to what extent the statistical dependences between $\textbf{X}$ and $Y$ are due to the...

We present a multiscale analysis of the price dynamics of U.S. sector exchange-traded funds (ETFs). Our methodology features a multiscale noise-assisted approach, called the complementary ensemble empirical mode decomposition (CEEMD), that decomposes any financial time series into a number of...

The study is aimed at determining the oscillators of crisis manifestations when the Russian economy tries to make transition to the path for accelerating technological development and forming an innovative economy. Short-term cycles were determined in the development of the Russian economy from...

This study examines the reaction of the Standard and Poor's Regional Bank Index (SPRB) to the U.S. equity market fear index (i.e., the Chicago Board of Trade Volatility Index [VIX]). The VIX is designed to perform as a leading indicator of the volatility in equity markets. However, practitioners...

We revisited the issue of return predictability in three major developed markets (USA, UK and Japan) using a unique dataset from the Wharton Research Data Services database and a comprehensive set of traditional and recent statistical methods. We specifically employed a variety of traditional...