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M. Otero, L. Freire, S. Gómez-Cuervo and C. Ávila
Elevated ammonium (NH4+) concentrations in untreated waterways contribute to eutrophication and dissolved oxygen depletion. Geopolymer (GP) materials are introduced as sustainable, straightforward operation and low-cost option for pollutant adsorption th...
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Marwan Mahmoud and Sami Ben Slama
The Internet of Energy (IoE) is a topic that industry and academics find intriguing and promising, since it can aid in developing technology for smart cities. This study suggests an innovative energy system with peer-to-peer trading and more sophisticate...
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Flavius Darie
Pág. 103 - 117
This study investigates whether different specifications of univariate GARCH models can usefully forecast volatility on the foreign exchange market. The study uses only forecasts from an asymmetric GARCH model, namely Exponential GARCH (EGARCH) for CHF/R...
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Silvia Dal Bianco and Nguyen Cong To Loan
This paper investigates the impact of price and real exchange rate volatility on Foreign Direct Investment (FDI) inflows in a panel of 10 Latin American and Caribbean countries, observed between 1990 and 2012. Both price and exchange rate volatility seri...
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Mehmet Sabri Topak,Nimet Hülya Talu
Pág. 574 - 584
In this study, we attempt to determine the bank-specific and macroeconomic determinants of commercial banks in Turkey over the period 2005 -2015. A balanced panel data set has been formed covering 43 periods between the dates of January 2005 and Septembe...
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Cristiano Aguiar de Oliveira
Pág. 553 - 577
This paper examines the impact of the exchange rate uncertainty on investment under different exchange rate regimes. The paper presents a theoretical model where exchange rate is a stochastic process and investment behaves as an American option with divi...
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Ronny Kim Woo,José Valentim Machado Vicente,Claudio Henrique Barbedo
Pág. p. 485 - 501
The implied volatility is certainly an interesting indicator to help get a sense of the market, because it represents the amount of expected volatility the market is pricing. In over-the-counter exchange rate option, whose trading is volatility oriented,...
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Rafael Machado Santana,Rodrigo De Losso da Silveira Bueno
Pág. 235 - 265
This paper evaluates empirically the volatility prediction and the informational content of the exchange rate variation. The comparison is built on two different models. The ?rst is a markov switching model on the conditional variance ? SWARCH (Hamilton,...
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Marcos Massaki Abe,Eui Jung Chang,Benjamin Miranda Tabak
Pág. pp. 29 - 39
This paper employs a recently developed parametric technique to obtain density forecasts for the Brazilian exchange rate, using the exchange rate options market. Empirical results suggest that the option market contains useful information about future ex...
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Alan De Genaro Dario
Pág. pp. 203 - 228
Volatility swaps are contingent claims on future realized volatility. Variance swaps are similar instruments on future realized variance, the square of future realized volatility. Unlike a plain vanilla option, whose volatility exposure is contaminated b...
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