This paper examines the impact of spillover effects of energy transition metals on the Chilean economy. With the increasing demand for metals like copper and lithium due to the growth in renewable energies and electromobility, metal abundant countries like Chile must ready themselves to remain...

This paper introduces a model for intraday copper futures prices based on a stochastic differential equation (SDE). In particular, we derive an SDE that fits the model to the data and that is based on the whitening filter approach, a method characterizing linear time-variant systems. This method...

Crude oil, "the blood of industry" plays an irreplaceable role in the field of industrial production. The fluctuation in oil prices directly affects metal mining and processing, which in turn affects the dynamic development of the nonferrous metal market. This study examines the dynamic...

A novel measure of two classes of monthly commodity price uncertainty is constructed by applying mixed-frequency state-space modelling to price forecasts of six energy and fourteen metal commodities. Energy price uncertainty shocks are contractionary for the world economy, while metal price...

Metallic glass composites (MGCs) inherit the high strength of their glassy matrix and exhibit remarkable plastic deformation, hence have great potential in engineering applications. However, their preparation often relays on arduous component exploration or involves elusive technological...

Lithium (Li) metal is considered as one of the most exciting anode materials for next-generation batteries because of its high theoretical capacity and lowest reduction potential. However, the uncontrollable dendrite growth associated with nonuniform deposition and huge volume change during...

Lithium metal is considered to be an ideal anode material due to its ultra-high theoretical capacity and extremely low electric potential. However, the unlimited volume expansion and uncontrollable growth of lithium dendrites during the plating/stripping process hinder its practical application....

Heavy metal pollution and the potential for co-selection of antibiotic resistance in the environment is growing concern. However, clear associations between specific heavy metals and types of antibiotic resistance in river systems have not been developed. Here we investigated relationships...

Mining, smelting and tailing deposition activities can cause metal(loid) contamination in surrounding soils, threatening ecosystems and human health. Microbial indicators have a crucial role in evaluating soil quality. Selecting the Xikuangshan antimony mine in China as the research area, the...

The necessity of detection of nitrite as a challenging compound in food industrials always has been considered. Addressed herein, two transition metal oxide based nanocatalysts, NiO ‐ Co3O4 (NC) and its reduced graphene hybridized form, NiO ‐ Co3O4 ‐ rGO (NCR), was prepared by a...

The LaCo 0.7 X 0.3 O 3 (X=Co, Ni, Cu, Ga, Fe) perovskite catalyst was prepared by the sol-gel method, and the effect of the partially substituted catalyst at the B-site for the hydrogenation of CO 2 to methane reaction was studied. XRD, H 2 -TPR, TEM, BET, CO 2 -TPDand XPS technologies were used...

Glass frits, as a critical ingredient, plays an important role in silver paste and determine sintering properties of the silive paste and contact quality with silicon solar cells. Here glass frits with different contents of TeO 2 additive were prepared and used to investigate the sintering...

Should we be surprised at the number of “animals” in the “Factor Zoo"? The ability of the CAPM as well as workhorse three- to six-factor models to explain the cross-section of returns varies substantially over time, providing scope for a broad set of factors. We study 205...

The energy transition requires substantial amounts of metals such as copper, nickel, cobalt and lithium. Are these metals a key bottleneck? We identify metal-specific demand shocks, estimate supply elasticities and pin down the price impact of the energy transition in a structural scenario...

Rehabilitation of disused mine sites through stabilisation and botanical restoration is ecologically important, but metal transfer pathways to colonising wildlife are often less understood and have never been studied in marsupials. The rehabilitated Royal George tin mine tailings and...

A quantitative study of the surface composition of clean metallic and partially oxidized nickel exposed to oxygen was carried out employing X‑ray photoelectron spectroscopy (XPS). It was possible to resolve the previously unreported experimental peak structure of the metallic Ni 2p spectrum....

Applying thermal shock to carbon nanofibers (CNFs) allows the synthesis of small and evenly distributed catalytic nanoparticles (NPs) on its surface. In this study, metal oxide hemitubes (HTs) were synthesized by calcination of a sacrificial template based on CNFs, which were decorated with...

Chalcogenide glasses containing light alkali and Group 11 (Cu, Ag) halides MY (Y = Cl, Br, I) exhibit high ionic conductivity while their heavy alkali counterparts show promising properties for optical applications. The structural role of metal halides in chalcogenide glass networks remains...

Methylmercury (MeHg) is a prevalent toxic metal that readily modifies protein thiols. Reactive persulfides that play a role in redox homeostasis are able to inactivate this metal through sulfur adduct formation. Although humans are exposed to other metals that could consume reactive persulfides...

The energy transition requires substantial amounts of metals such as copper, nickel, cobalt and lithium. Are these metals a key bottleneck? We identify metal-specific demand shocks, estimate supply elasticities and pin down the price impact of the energy transition in a structural scenario...

We introduce conditional score residuals and provide a general framework for the diagnostic analysis of time series models. A key feature of conditional score residuals is that they account for the shape of the conditional distribution. These residuals offer reliable and powerful diagnostic...

The COVID 19 pandemic has had wide-ranging and severe effects on global economies. Stock markets as usual were the first to react, with drop rates as much as the global financial crises of 2008. This study uses daily data to model the dynamic impact of the COVID 19 pandemic on the first affected...

In this paper we show that the MSCI ACWI Metals and Mining Index has the ability to predict base metal prices. We use both in-sample and out-of-sample exercises to conduct such examination. The theoretical underpinning of these results relies on the present-value model for stock-price...

This paper seeks to investigate the time-varying dynamic conditional correlations to the five most important future metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized ARCH (FIGARCH) dynamic conditional correlation (cDCC)...

This paper builds on this earlier work by deriving the asymptotic distribution of the measurement error. This allows us to approximate the measurement accuracy of ARCH conditional variance estimates and compare the efficiency achieved by different ARCH models. We are also able to characterize...

In this paper we consider the problem of interpreting the signs of the estimated coefficients in multivariate time series regressions where the regressors are correlated. Using a continuous time model, we argue that focussing on the signs of individual coefficients in such regressions could be...

Recently there has been much interest in studying monetary policy under model uncertainty. We develop methods to analyze different sources of uncertainty in one coherent structure useful for policy decisions. We show how to estimate the size of the uncertainty based on time series data, and...

The rank of the spectral density matrix conveys relevant information in a variety of modelling scenarios. Phillips (1986) showed that a necessary condition for cointegration is that the spectral density matrix of the innovation sequence at frequency zero is of a reduced rank. In a recent paper...

The energy transition requires substantial amounts of metals such as copper, nickel, cobalt and lithium. Are these metals a key bottleneck? We identify metal-specific demand shocks, estimate supply elasticities and pin down the price impact of the energy transition in a structural scenario...

In many time series models, an infinite number of moments can be used for estimation in a large sample. I supply a technically undemanding proof of a condition for optimal instrumental variables use of such moments in a parametric model. I also illustrate application of the condition in...

This paper develops a novel method to correct small-sample bias in autoregressive roots of AR(p) models. We evaluate median-bias properties and variability of the bias-adjusted parameters by examining the accuracy of bias-adjusted impulse responses. Our simulation results show that bias...

Recently there has been a great deal of interest in studying monetary policy under model uncertainty. We point out that different assumptions about the uncertainty may result in drastically different robust' policy recommendations. Therefore, we develop new methods to analyze uncertainty about...

This paper develops and compares nonnested hypothesis tests for linear regression models with first-order serially correlated errors. It extends the nonnested testing procedures of Pesaran, Fisher and McAleer, and Davidson and MacKinnon, and compares their performance on four conventional models...

We develop an anomaly-detection method when systematic anomalies, possibly statistically very similar to genuine inputs, are affecting control systems at the input and/or output stages. The method allows anomaly-free inputs (i.e., those before contamination) to originate from a wide class of...

This paper seeks to investigate the time-varying dynamic conditional correlations to the five most important future metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized ARCH (FIGARCH) dynamic conditional correlation (cDCC)...

We study the optimal combination of different commodity signals in a dynamic portfolio theoretic framework. Following Brandt et al. (2006, 2009) we parameterize the portfolio weights of a risk-averse mean-variance investor to integrate information from time series predictors and cross-sectional...

We consider the problem of testing for unit root in time series where the error term of the series is near unit root. As the error term approaches unit root, existing tests no longer retain reasonable small sample properties. We introduce a test statistic that is well-behaved in small sample...

This paper studies the extreme dependencies among energy, agriculture and metal commodities markets, with an emphasis on local co-movements. By applying a novel, copula-based, local Kendall's tau approach to measure nonlinear local dependence in regions, we identified asymmetric co-movements in...

This note outlines two pitfalls in visually comparing financial time-series such as stock prices or the values of financial portfolios. One occurs when we aim to compare growth rates (or returns), the other when we compare risk in the sense of price variability. In both cases, comparing the...