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Browsing Postprints (Articles) by Type "Preprint Article"
Now showing items 1-20 of 75
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(Elsevier, 2021-02)Self-adaptive threshold adjustment algorithms (SATAs) are required to reconfigure their parameters autonomously (i.e. to achieve self-parameter adjustment) at runtime and during online use for effective signal detection ...
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(Oxford University Press, 2021-02)ESO 149-G003 is a close-by, isolated dwarf irregular galaxy. Previous observations with the ATCA indicated the presence of anomalous neutral hydrogen (HI) deviating from the kinematics of a regularly rotating disc. We ...
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(Elsevier, 2022-10)In this paper, an avian–human influenza epidemic model with diffusion, nonlocal delay and spatial homogeneous environment is investigated. This model describes the transmission of avian influenza among poultry, humans and ...
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(Wiley, 2022)We examine the temporal dynamics of the historical series of real interest rates for France, Germany, Italy, Japan, the Netherlands, Spain pre-1730 and post-1800, the United Kingdom, and the United States stretching back ...
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(Elsevier, 2022-05)Gali and Gambetti (2015) found protracted episodes in which stock prices rise in response to monetary policy tightening. This counter-intuitive result suggests that raising the policy rate in response to a perceived asset ...
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(American Mathematical Society, 2021-11)Please read abstract in the article.
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(Elsevier, 2021-04)Models of flotation found in literature are generally complex and reliant on manual surveys and laboratory data. Furthermore, these models do not usually indicate the causal relationships from true process independent ...
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(Elsevier, 2022-08)We use variants of the Heterogeneous Autoregressive Realized Volatility (HAR-RV) model to examine the out-of-sample predictive value of climate-risk factors for the realized volatility of gold price returns as well as the ...
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(Elsevier, 2023-01)We find that climate-related risks forecast the intraday data-based realized volatility of exchange rate returns of eight major fossil fuel exporters (Australia, Brazil, Canada, Malaysia, Mexico, Norway, Russia, and South ...
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(Elsevier, 2021-01)We study contagion between Real Estate Investment Trusts (REITs) and the equity market in the U.S. over four sub-samples covering January, 2003 to December, 2017, by using Bayesian nonparametric quantile-on-quantile (QQ) ...
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(Elsevier, 2021-07)This paper investigates whether the post-tax and transfer growth rate in the Gini index can help in forecasting the equity premium in the G7 countries (Canada, France, Germany, Italy, Japan, United Kingdom (UK), and United ...
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(Elsevier, 2021-02)Using 39 years of ECMWF renalysis data, an established energetics framework and simple composite analysis this study has shown that South African cut-off low (COL) pressure systems are preceded by downstream development ...
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(Routledge, 2022)In this paper, we use a Quantile Structural Vector Autoregressive (QSVAR) model, estimated over the quarterly period of 1975:Q3 to 2017:Q3, to analyze whether the impact of monetary policy shocks on growth rate of real ...
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(IOP Publishing, 2022-01)The celebrated Takens' embedding theorem concerns embedding an attractor of a dynamical system in a Euclidean space of appropriate dimension through a generic delay-observation map. The embedding also establishes a topological ...
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(Elsevier, 2021-07)This paper provides a comprehensive analysis of price effects after one-day abnormal returns and their evolution in the US stock market, using Dow Jones Index over the period 1890–2018. We utilise several statistical tests ...
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(Elsevier, 2022-04)Despite the econometric advances of the last 30 years, the effects of monetary policy stance during the boom and busts of the stock market are not clearly defined. In this paper, we use a structural heterogeneous vector ...
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(Elsevier, 2022-03)This paper seeks to add to the literature on short-run exchange rate predictability by focusing on BRICS exchange rates. We utilize both time-varying and constant parameter models, and account for a variety of macro ...
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(Elsevier, 2022-06)A semi-autogenous grinding mill is simulated with gradient and non-gradient based extremum seeking controllers to maximize the mill performance using grind curves. Grind curves map the essential performance measures of a ...
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(Wiley, 2022-12)This study examines the role of the global financial cycle (GFCy) in the propagation of uncertainty shocks from the United States to other national economies using a large-scale global vector autoregressive model of 33 ...
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(Infopro Digital Services, 2021-02)Previous studies have provided evidence that trade-related uncertainty tends to predict an increase in Bitcoin returns. In this paper, we extend the related literature by examining whether the information on the US–China ...
Now showing items 1-20 of 75