Showing 1 - 10 of 11
In this paper, we study the latent group structure in cryptocurrencies market by forming a dynamic return inferred network with coin attributions. We develop a dynamic covariate-assisted spectral clustering method to detect the communities in dynamic network framework and prove its uniform...
Persistent link: https://www.econbiz.de/10012433181
Cryptocurrencies are becoming an attractive asset class and are the focus of recent quantitative research. The joint dynamics of the cryptocurrency market yields information on network risk. Utilizing the adaptive LASSO approach, we build a dynamic network of cryptocurrencies and model the...
Persistent link: https://www.econbiz.de/10012433223
The 2017 bubble on the cryptocurrency market recalls our memory in the dot-com bubble, during which hard-to-measure fundamentals and investors’ illusion for brand new technologies led to overvalued prices. Benefiting from the massive increase in the volume of messages published on social media...
Persistent link: https://www.econbiz.de/10012433230
Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a timevarying network for cryptocurrencies, based on the evolution of return cross-predictability and technological...
Persistent link: https://www.econbiz.de/10012619641
Purpose: The modern logistics has a significant role in today's society, logistics cost accounts for 35% to 50% of the total logistics costs, so it has great significance to improve the transport performance of logistics enterprises. Design/methodology/approach: The authors selected the...
Persistent link: https://www.econbiz.de/10011939096
Background : With the development of world economic globalization and the advent of the sharing economy era, the competition is not existed between individual enterprises any more, while upgraded to be the competition and cooperation among partners. It is difficult for enterprises to obtain...
Persistent link: https://www.econbiz.de/10011988825
In this paper, we explore the relationship between land policies and urbanization in the People's Republic of China (PRC). We analyze the land policies associated with urbanization, and summarize findings related to central and local government involvement in the process of urbanization. In...
Persistent link: https://www.econbiz.de/10011688637
The COVID-19 pandemic disrupts capital markets and confuses decision makers. This event represents an opportunity to better understand how financial analysts forecast earnings. We focus on forecasts for Real Estate Investment Trusts (REITs) in the United States, since REITs are relatively...
Persistent link: https://www.econbiz.de/10013201141
The renewable energy based smart grid present a stable power supply system with low carbon emissions. The adaptability of work in smart grid-related approaches allows microgrids to load reliably. This research proposes a self-healing method with a large smart grid in different purpose. The...
Persistent link: https://www.econbiz.de/10012652236
This paper proposes a different hybrid system that considers the intelligible and complex to understand the problem of regulating the expansion of conventional power plants. The current reality is determined on a long-term power generation expansion plan for Bangladesh from 2016 to 2030. The...
Persistent link: https://www.econbiz.de/10012652282