Browsing Postprints (Articles) by Type "Preprint Article"

Browsing Postprints (Articles) by Type "Preprint Article"

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  • Onumanyi, A.J. (Adeiza); Abu-Mahfouz, Adnan Mohammed; Hancke, Gerhard P. (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 ...
  • Jozsa, G.I.G.; Thorat, K.; Kamphuis, P.; Sebokolodi, Lerato; Maina, Eric K.; Wang, Jing; Pieterse, Danielle L.A.; Groot, Paul; Ramaila, Athanaseus J.T.; Serra, P.; Andati, Lexy A.L.; De Blok, W. J.G.; Hugo, B.; Kleiner, D.; Maccagni, F.M.; Makhathini, Sphesihle; Molnar, D.Cs.; Ramatsoku, M.; Smirnov, O.M.; Bloemen, Steven; Paterson, Kerry; Vreeswijk, Paul; McBride, Vanessa; Klein-Wolt, Marc; Woudt, Patrick; Kording, Elmar; Le Poole, Rudolf; Goedhart, Sharmila; Passmoor, Sean S.; Serylak, Maciej; Dettmar, Ralf-Jurgen (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 ...
  • Plakandaras, Vasilios; Gupta, Rangan; Karmakar, Sayar; Wohar, Mark (Elsevier, 2023-10)
    In this paper we examine the effect of permanent inflation shocks on real interest rates, based on a structural Time-Varying Parameter Vector Autoregression (TVP-VAR) model that accounts for parameter instability, using ...
  • Tadmon, Calvin; Tsanou, Berge; Feukouo, Arnaud Fossi (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 ...
  • Canarella, Giorgio; Gil-Alana, Luis A.; Gupta, Rangan; Miller, Stephen M. (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 ...
  • Andre, Christophe; Caraiani, Petre; Calin, Adrian Cantemir; Gupta, Rangan (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 ...
  • Van der Walt, Jan Harm (American Mathematical Society, 2021-11)
    Please read abstract in the article.
  • Steyn, Chris; Sandrock, Carl (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 ...
  • Gupta, Rangan; Pierdzioch, Christian (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 ...
  • Karmakar, Sayar; Gupta, Rangan; Cepni, Oguzhan; Rognone, Lavinia (Elsevier, 2023-05)
    We investigate whether text-based physical or transition climate risks forecast the daily volume of gold trade contracts. Given the count-valued nature of gold volume data, we employ a log-linear Poisson integer-valued ...
  • Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian (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 ...
  • Caporin, Massimiliano; Gupta, Rangan; Ravazzolo, Francesco (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) ...
  • Mbungu, Nsilulu Tresor; Ismail, Ali A.; AlShabi, Mohammad; Bansal, Ramesh C.; Elnady, A.; Hamid, Abdul Kadir (Elsevier, 2023-06)
    The performance of microgrid operation requires hierarchical control and estimation schemes that coordinate and monitor the system dynamics within the expected manipulated and control variables. Smart grid technologies ...
  • Christou, Christina; Gupta, Rangan; Jawadi, Fredj (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 ...
  • Ndarana, Thando; Rammopo, Tsholanang S.; Bopape, Mary-Jane Morongwa; Reason, Chris J.C.; Chikoore, Hector (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 ...
  • Oosthuizen, D.J.; Le Roux, Johan Derik; Craig, Ian K. (Elsevier, 2021-06)
    A dynamic flotation model incorporating fundamental and phenomenological relationships, information from froth images and steady-state models is described. Model outputs correspond with online measurements commonly available ...
  • Caraiani, Petre; Gupta, Rangan; Lau, Chi Keung Marco; Marfatia, Hardik A. (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 ...
  • Manjunath, Gandhi (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 ...
  • Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, Mark E. (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 ...
  • Plakandaras, Vasilios; Gupta, Rangan; Balcilar, Mehmet; Ji, Qiang (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 ...