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Publications related to Volatility (10,000)
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Research Proposal
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We are pleased to invite you to contribute to this Special Issue of Merits, entitled “Strategic #HumanResourceManagement: Transforming Organizations for Competitive Advantage”. It focuses on the critical role of strategic human resource management (#SHRM) in shaping #organizational success and resilience in today’s volatile, uncertain, complex an...
Article
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The mismatch between production and consumption and concern for providing the energy needed in the power grid has always been one of the problems of grid operators. Also, large-scale electricity production has always been a costly and polluting industry. Therefore, engineers and power generation companies have always been looking for a cheap and cl...
Cover Page
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The aim of this Special Issue is to identify challenges and solutions related to the risks and uncertainties that arise in financial markets. It will feature papers on complex topics, exploring the following themes: *General equilibrium models in which the distinction between uncertainty and risk is formalized by assuming that there are several ty...
Research
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This paper presents a comprehensive analysis of callable bond pricing using the Hull-White interest rate model. We compare the performance of the Hull-White model with other short-rate models, namely the Vasicek and Cox-Ingersoll-Ross (CIR) models, in pricing callable bonds across various market conditions. Through extensive numerical simulations a...
Book
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This book provides multi-layered and nuanced perspectives on how drivers of change may influence cultural tourism on a global, national and local level. As such, it contributes to a greater understanding of how cultural tourism will be governed, performed and experienced within a volatile, uncertain, complex and ambiguous future environment. The vo...
Article
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This systematic review, carried out under the PRISMA methodology, aims to identify how reinforcement learning has been used in demand forecasting, distinguishing the problems they are trying to overcome, recognizing the algorithms used, detailing the performance metrics used, recognizing the performance achieved by these models and identifying the...
Article
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This data set provides a controlled and precise analysis of chemically synthesized biomass mixtures, focusing on the key structural components - lignin, cellulose, and hemicellulose - in specific ratios. The biochars were produced at 200°C to 600°C, yielding 204 biochar samples and 12 crude blends. Detailed data include parameters such as mass yiel...
Article
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The kinetics of Chemical Looping Combustion (CLC) using Co3O4 as an oxygen carrier for low-volatile semi-anthracite coal were studied with the aim of integrating CO2 capture into the combustion process. The effectiveness of varying temperature regimes (800–950 °C) and oxygen carrier ratios (ϕ = 0.5–2.0) on the CLC process was evaluated. The finding...
Preprint
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Urban air pollution, particularly from volatile organic compounds (VOCs) such as benzene and ethylbenzene, represents a considerable health hazard. This study evaluated the concentration of BTEX compounds in Mashhad, Iran, with a specific focus on cancer risk. Twelve sampling sites were selected across five zones, and air samples were collected thr...
Article
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BACKGROUND Anaesthetic gases are an important source of greenhouse gas emissions from operating theatres and can attribute significantly to the carbon footprint of a nation's healthcare system. OBJECTIVE To estimate the magnitude of the climate impact of inhaled anaesthetics in the Netherlands. Furthermore, the goal was to assess the preferences o...
Research Proposal
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Abstract: The research aims to study and analyze production processes and determine the negative effects of the environment caused by those processes and the costs that are incurred to address those effects, by using cleaner production as an integrated preventive tool, to raise the level of environmental and financial performance of the Kufa Cement...
Article
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The stability–robustness–resilience–adaptiveness continuum in neuronal processing follows a hierarchical structure that explains interactions and information processing among the different time scales. Interestingly, using “canonical” neuronal computational circuits, such as Homeostatic Activity Regulation, Winner-Take-All, and Hebbian Temporal Cor...
Article
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The northern East African Rift, including the Main Ethiopian Rift (MER) and Afar, have been the focus of decades of seismological investigations and dense broadband coverage. Sometimes invoked as an archetype for a narrow continental rift, the confined surficial extension here stands in contrast to geophysical indicators of an asymmetric, broad swa...
Article
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Li-ion pouch cells that have experienced long-term accelerated testing at extreme temperatures have exhibited electrolyte permeation through the seals of the pouch bag, leading to eventual cell failure due to electrolyte unwetting and impedance growth. Degradation of the pouch bag material is also noticed. The permeation rate follows an Arrhenius-t...
Article
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We develop a new policy gradient and actor-critic algorithm for solving mean-field control problems within a continuous time reinforcement learning setting. Our approach leverages a gradient-based representation of the value function, employing parametrized randomized policies. The learning for both the actor (policy) and critic (value function) is...
Article
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The amount of waste Li-Ion Batteries (LIBs) is significantly growing. Therefore, scholars and industries are exploring efficient ways to recover their valuable elements. Meanwhile, steel production generates Fe-rich slag, which is often sold for construction purposes without fully utilizing its potential metal content. Reusing this slag in LIB recy...
Article
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The food chain in an ecosystem is a complex, interconnected system of organisms that depend on each other and their environment. Chemostat model can be used to evaluate the stability and resilience of the food chain, as well as the response capacity of the system in the face of different disturbances and environmental changes. In this paper, we con...
Article
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Biochar is a long-lived carbon sequestration technology that can be used to face climate change. However, the carbon sequestration potential is strongly related to the stability of carbon in its structure, which directly depends on the pyrolysis conditions. Several indicators are currently used to evaluate the carbon stability of biochar, which can...
Article
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Objectives: This study aims to investigate and compare the prediction of COVID-19 prevalence and mortality trends in Iran and Afghanistan using the Long Short-Term Memory (LSTM) neural network model. Methods: Daily epidemiological data from Iran and Afghanistan, spanning 2021 to 2023, were sourced from the Daily World database. The dataset was spli...
Article
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Skin cancer, including melanoma, squamous cell carcinoma, and basal cell carcinoma, ranks as the fifth most common cancer globally. It exhibits a high incidence rate, with men being more susceptible, particularly as they age, making middle-aged and older men a high-risk group. This study analyzed data from the National Health and Nutrition Examinat...
Article
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Integrated dynamic scheduling (IDS) and economic nonlinear model predictive control (eNMPC) enable economic operation of chemical plants subject to volatile energy prices. Herein, we combine the two concepts into an integrated two‐layer scheme. Therein, IDS performs “long‐horizon” scheduling on a day‐ahead (DA) market and eNMPC “short‐horizon” impr...
Preprint
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We use our experiences to form and update beliefs about the hidden states of the world. When possible, we also gather evidence by observing others. However, how the brain integrates experiential and observational evidence is not understood. We studied the dynamics of evidence integration in a two-player game with volatile hidden states. Both humans...
Article
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This study analyzes the daily volatility of the US dollar against the Japanese yen (JPY), euro (EUR), British pound (GBP), Canadian dollar (CAD), Swiss franc (CHF), and Swedish krona (SEK) over the period from 2004 to 2023. Using a VAR model, we enhance the literature by integrating the US election cycle, partisan dynamics, and macroeconomic factor...
Preprint
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Mercury is a volatile heavy element with no known biological function. It is present in trace amounts (on average, ~80 ppb) but is not geochemically well-blended in the Earth's crust. As a result, it sometimes occurs in extremely high concentrations (up to a few %) in certain locations. It is found along tectonic plate faults in deposits of sulfide...
Article
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An efficient 11‐step synthesis of (±)‐dechlorotrichotoxin A, a dechlorinated analog of the cytotoxic marine natural product trichotoxin A, has been developed. The synthesis, featuring key steps such as cross‐metathesis, Grignard reaction, and Tebbe olefination, encountered significant challenges. These arose from the volatility and instability of i...
Article
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We investigate how higher temperatures resulting from climate change impact the energy system. Specifically, we examine the cumulative effects of fluctuating solar photovoltaic (PV) generation performance, heating and cooling demand, and heat pump efficiency on such days. To achieve this, we used the climate analogue space, which maps a given city’...
Article
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The Fast-Moving Consumer Goods (FMCG) sector is characterized by high demand volatility, complex supplier networks, and the necessity for quick replenishment cycles. In such an environment, efficient supply chain management is crucial for competitiveness. Big Data Analytics (BDA) has emerged as a transformative tool that enhances the decision-makin...
Article
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Negative differential resistance (NDR) behavior observed in several transition metal oxides is crucial for developing next‐generation memory devices and neuromorphic computing systems. NbO2‐based memristors exhibit two regions of NDR at room temperature, making them promising candidates for such applications. Despite this potential, the physical me...
Article
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Countries around the world are actively promoting the low-carbon transformation of the energy system, and renewable energy represented by solar photovoltaic (PV) power generation will occupy a greater proportion of the power system. The power of PV power generation is characterized by randomness and volatility, so an energy storage system (ESS) is...
Preprint
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Economics Working Paper 25101 HOOVER INSTITUTION 434 GALVEZ MALL STANFORD UNIVERSITY STANFORD, CA 94305-6010 February 1, 2025 This study examines how experiencing a pandemic affects household investment behaviors. By leveraging cross-state variations in the H1N1 mortality rate in 2009, our difference-indifferences analysis reveals interesting findi...
Preprint
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The task of price forecasting in financial markets is challenging due to the complexity and volatility of market dynamics. Traditional methods often struggle to incorporate the myriad of factors influencing prices. In response to these challenges, we present a novel framework that employs multi-indicator approaches to enhance the robustness of AI-b...
Article
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This study examines how firm-specific financial policies and external factors influence the volatility of implied volatility (VOV), a measure of uncertainty about future risks. Using a sample of 6023 firms from January 2000 to December 2022, we derive VOV measures from IvyDB OptionMetrics and employ high-dynamic fixed-effect (HDFE) regressions to a...
Article
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Accurate forecasting of carbon prices is essential for both policymakers and market participants. However, the inherent volatility of carbon prices, driven by numerous external factors, poses significant predictive challenges. This study proposes a carbon price forecasting framework based on graph neural network, which effectively harnesses online...
Article
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In the cutthroat world of competitive food manufacturing, SMEs like home-based noodle factories find it tough to set competitive and profitable selling prices, especially when raw material costs are volatile. This study adopts the cost plus pricing method to determine the selling price of noodles produced by the Aneke Emor home-based noodle factory...
Article
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The application of optimization algorithms is crucial for analyzing oil and gas company portfolio and supporting decision-making. The paper investigates the process of optimizing a portfolio of oil and gas projects under economic uncertainty. The literature review explores the advantages of applying various optimizers to models that consider the me...
Preprint
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Price forecasting remains a critical task for businesses and investors, particularly in volatile markets. This work introduces a hybrid model that marries machine learning techniques with time series analysis to improve prediction accuracy. By analyzing historical price data, the model incorporates various algorithms such as Random Forest, Support...
Article
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This research aims to test the data and explain the influence of stock volatility and trading volume on stock returns in transportation and logistics sector companies for the period 2021-2023. The type of this research is quantitative research. The research sample consists of several companies in the transportation and logistics sector selected thr...
Article
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The global cocoa trade network is highly concentrated. The top 5 producers account for 75 percent of exports. Although recent research shows that agricultural trade was resilient to the 2020 pandemic, cocoa is one of the most affected goods. This paper estimates the effects of international shocks, in general, and COVID-19 on the global cocoa trade...
Article
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Objective This review aimed to assess the environmental and economic impacts of End-tidal Control (ET control) compared to manual clinician administration of inhaled anesthetics. Methods A scoping literature review was conducted to evaluate the consumption of anesthetic agents when using the Et Control software medical device compared to standard...
Article
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This study aims to develop foreign exchange risk management strategies through financial engineering, focusing on Forex Exposure, Transaction Exposure, Economic Exposure, and Translation Exposure. Using a quantitative approach and historical data analysis, it examines the impact of exchange rate fluctuations on corporate financial performance. A ca...
Article
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Ensuring food safety requires continuous innovation, especially in the detection of foodborne pathogens and chemical contaminants. In this study, we present a system that combines Raman spectroscopy with machine learning (ML) algorithms for the precise detection and analysis of VOCs linked to foodborne pathogens in complex liquid mixtures. A remote...
Article
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Assessing the prevalence of atmospheres on rocky planets around M-dwarf stars is a top priority of exoplanet science. High-energy activity from M dwarfs can destroy the atmospheres of these planets, which could explain the lack of atmosphere detections to date. Volcanic outgassing has been proposed as a mechanism to replenish the atmospheres of tid...
Research
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Every element of the economic environment impacts money markets however the power is diverse. Here, the inflation rate is an imperative component that influences securities exchange. Over the past few decades, several researchers have studied the relationship between inflation and stock prices some suggest that the increase in inflation also increa...
Article
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Sichuan pepper plays a vital role in enhancing the flavor of hotpot. However, the specific flavor compounds involved are still unclear. In this study, the key aroma components of Sichuan pepper tallow hotpot were explored. Six aroma attributes were evaluated by quantitative descriptive sensory analysis (QDA). Gas chromatography–mass spectrometry (G...
Article
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Background/Objectives: This study reports the development of a straightforward, efficient, and cost-effective dispersive liquid–liquid microextraction (DLLME) method for the gas chromatography–mass spectrometry (GC-MS) analysis of volatile compounds present in wine. Methods: Four critical parameters were optimised using a D-optimal design to maximi...
Conference Paper
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Conferencia Odora24 sobre Gestión de Olores en el medio ambiente. 5-6 noviembre 2024 (BEC) Barakaldo, España Conferencia Odora24 sobre Gestión de Olores en el medio ambiente 5-6 noviembre 2024, Barakaldo, España EVALUACIÓN Y MITIGACIÓN DEL IMPACTO OLOROSO EN LA GESTIÓN DE RESIDUOS URBANOS: CONTENEDORES INTELIGENTES Palabras clave: Residuos Sólidos...
Article
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Indoor air quality (IAQ) at educational institutions has emerged as an important public health issue, affecting the health and cognitive performance of school-aged children, students, and faculty alike. This scoping review study seeks to investigate and synthesize current literature on the factors influencing the current state of research on IAQ in...
Article
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To commercialize perovskite solar cells and advance beyond lab‐scale comparisons, understanding large‐area film formation using slot‐die coating is essential to improve film homogeneity. Adding high‐boiling‐point solvents like N‐methyl‐2‐Pyrrolidone (NMP) to the perovskite ink extends film′s processing window, but the effects of varying NMP levels...
Article
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Gasification is an eco-friendly thermochemical conversion process that can use various raw materials to generate high value-added products. Coal fly ash residue from coal-based thermal power plants must be effectively managed and utilized. Therefore, this study investigates the effects of high temperatures (1100–1300 °C) on the gasification kinetic...
Article
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Past studies of agricultural land prices and rents in Japan focused on the temporal relations characterizing price and rent dynamics. Several authors have shown that farmland prices respond to shocks to rents, but not vice‐versa. We revisit this relationship with a Bayesian time‐varying parameter vector autoregression (TVP‐VAR). The TVP‐VAR provide...
Article
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Financial markets are complex systems influenced by a wide range of macroeconomic, geopolitical, and technical factors. This study explores AI-driven predictive analytics for forecasting movements in the NIFTY and S&P indices, leveraging time series forecasting and causal modeling techniques. By employing machine learning models such as Long Short-...
Article
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Reconfigurable memristors featuring neural and synaptic functions hold great potential for neuromorphic circuits by simplifying system architecture, cutting power consumption, and boosting computational efficiency. Building upon these attributes, their additive manufacturing on sustainable substrates further offers unique advantages for future elec...
Article
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The increasing use of pesticides and fertilizers in agricultural practices poses substantial consumer risks. This study explores the utilization of an E-Nose (electronic nose) system augmented with machine learning (ML) to identify fertilizers and pesticides in plants. E-Nose technology effectively analyzes the volatile organic compounds (VOCs) emi...
Article
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This paper revisits the topic of time-scale parameterizations of the Heston–Nandi GARCH (1,1) model to create a new, theoretically valid setting compatible with real financial data. We first estimate parameters using three US market indices and six frequencies to let data reveal the correct, data-implied, time-scale parameterizations. We compared t...
Article
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Volatile solid additives (VSAs) with single or fused‐ring structures have attracted much attention for enhancing power conversion efficiencies (PCEs) of organic solar cells (OSCs). While the working mechanisms of high‐volatility single‐ring additives have been well studied, the influence of low‐volatility fused‐ring VSAs on molecular aggregations a...
Article
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Climate risk has become a hot topic of global concern. This paper aims to explore the impact of investor climate sentiment (ICS) on China’ s crude oil futures market, covering the period from March 27, 2018, to December 30, 2022. Firstly, this paper employs the Thermal Optimal Path (TOP) method and discovers that the guiding effect of ICS on the vo...
Thesis
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While discussions about price determination and volatility in relation to stocks and currency have been prevalent in the financial markets, the true potential of Bitcoin as a market has not been fully realized. As a relatively new market, the main driving force behind Bitcoin's price volatility requires further study, especially considering the att...
Article
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Risk Management Frameworks for Corporate Boards: Mitigating Legal and Financial Risks Effective risk management is a cornerstone of corporate governance, ensuring that organizations identify, assess, and mitigate potential legal and financial risks. Corporate boards play a crucial role in establishing robust risk management frameworks that protect...
Article
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Temporal compound events (TCEs), such as the consecutive occurrence of two complementary extremes of the hydrological spectrum (floods and droughts), exhibit a volatile hydrological cycle that exacerbate the challenges associated with water resources management. This study makes use of bias-corrected climate models output from three modeling experi...
Article
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Some melted and differentiated planetesimals, such as the parent bodies of angrites and howardite‐eucrite‐diogenite meteorites, are severely depleted in moderately volatile elements (MVEs). The origins of these depletions are critical for understanding early solar system evolution but remain topics of debate. Numerous previous studies have invoked...
Article
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This research investigated the correlation between herd behavior and the fear of missing out (FoMO) in Vietnam’s security market, focusing on their combined impact on investor decisions and market stability. The authors used a survey of 212 individual investors whose data were collected through a questionnaire, with responses measured on a 7-point...
Article
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Human breath contains over 3000 volatile organic compounds, abnormal concentrations of which can indicate the presence of certain diseases. Recently, metal–organic framework (MOF)‐metal oxide composite materials have been explored for chemiresistive sensor applications, however their ability to detect breath compounds associated with specific disea...
Article
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Tuberculosis (TB) remains a leading global cause of mortality, necessitating the development of innovative diagnostic approaches for early and accurate detection. Existing diagnostic methods are invasive, time-intensive, and contribute to delays in diagnosis, thereby exacerbating disease progression in patients and facilitating community transmissi...
Article
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This study investigates how the bought-in is related to the future returns of artworks in the Korean auction market. Employing a repeat-sales model and a dataset from Seoul Auction and K-Auction (1998–2024), the analysis indicates that artworks previously experienced bought-in tend to yield total returns approximately 14.4% lower than those without...