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Sadeq A. A. Alkhadher, Hussein E. Al-Hazmi, Suhaimi Suratman, Mohamad P. Zakaria, Najat Masood, Bartosz Szelag, Sami M. Magam, Ebrahim H. H. Al-Qadami, Joanna Majtacz, Przemyslaw Kowal, Tonni A. Kurniawan, Sameer A. M. Abdulrahman and Saeed S. Albaseer
In this study, the use of linear alkylbenzenes (LABs) was employed to pinpoint the sources of human activity that cause detrimental impacts on the coastal environment and river ecosystems. LABs were detected using GC?MS in sediment samples assembled from...
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Lihong Zhao, Tao Zhang, Zilong Ling, Mujie Li, Pengyao Zhi, Renwei Ding and Chaoyang Li
To understand the tectonic?magmatic history, crustal structure and crustal accretion mode of the Eurasian Basin in the Arctic, we calculated the crustal thickness, residual bathymetry (RB) and non-isostatic topography of the Eurasian Basin by using the l...
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Arne Vogler and Florian Ziel
The present paper considers the problem of choosing among a collection of competing electricity price forecasting models to address a stochastic decision-making problem. We propose an event-based evaluation framework applicable to any optimization proble...
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Tin H. Ho, Dat T. Nguyen, Thanh Ngo and Tu D. Q. Le
This study explains the differences and variances in the efficiency scores of the Vietnamese banking sector retrieved from 27 studies published in refereed academic journals under the framework of meta-regression analysis. These scores are mainly based o...
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Hira Aftab and A. B. M. Rabiul Alam Beg
The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model. The model al...
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Rim Ammar Lamouchi
Pág. 29 - 34
This paper examines the market efficiency of Saudi Arabia stock exchange market namely Tadawul All Share Index, TASI, for the period from 1998 to 2020. To test the efficiency of stock market, we analyze the dependence structure of stock market index retu...
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Mohamed Habachi and Saâd Benbachir
Operational risk management remains a major concern for financial institutions. Indeed, institutions are bound to manage their own funds to hedge this risk. In this paper, we propose an approach to allocate one?s own funds based on a combination of histo...
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Zul - Amry
Pág. 96 - 102
This paper presents a Bayesian approach to find the Bayesian model for the point forecast of ARMA model under normal-gamma prior assumption with quadratic loss function in the form of mathematical expression. The conditional posterior predictive density ...
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Zouheir Ahmed Mighri,Majid Ibrahim Al Saggaf
Pág. 210 - 219
We investigate the dynamic relationship between the gold and silver prices using the Enders-Siklos threshold cointegration approach. Our data are the weekly prices of the gold and silver from January 1968 to May 2016. We find a, asymmetric threshold coin...
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Ebru Caglayan Akay,Ömer Faruk Bolukbasi,Engin Bekar
Pág. 39 - 47
In this study, the ?hedonic price model? has been used in order to determine car characteristics that affect second hand car prices. The hedonic price model is estimated with 1032 observations involving Istanbul second hand car market data. In such a het...
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