This paper adds to the growing literature of cryptocurrency and behavioral finance. Specifically, we investigate relationships between novel investor attention financial characteristics Bitcoin, i.e., return realized volatility, which are two most important one certain asset. Our empirical results show supports in behavior finance area argue that is granger cause changes Bitcoin market both volatility. Moreover, make in-depth investigations by exploring linear non-linear connections on...

This paper firstly puts forward to employ investor attention obtained from Google trends explain and forecast carbon futures return in the European Union-Emission Trading Scheme (EU-ETS). Our empirical results show that is a granger cause changes return. Furthermore, generates both linear non-linear effects on The demonstrate shows excellent explanatory power Moreover, we conduct several out-of-sample forecasts explore predictive of attention. indicate incorporating indeed improve accuracy...

Introduction: The global pandemic since 2019 has caused crushing blow to healthy economic developments, particularly the harmonious development of environment and economy. Given violent contradiction between health economy, this study focuses on controversial relationship inflation important environmental indicators. Methods: Specifically, we collect monthly data carbon returns from three representative pilots in China make a comprehensive investigation within framework Environmental Kuznets...

The novelty of this paper lies in the successful explanation and forecasting carbon market from perspective crude oil attention. In paper, based on data futures investor attention, several models are adopted to explore role attention return realized volatility market. empirical results generalized as follows. First, granger causes changes market, besides, exerts significant negative impacts while positive volatility. Second, attention-based improve forecast accuracy for both short long...

Carbon allowances traded in the EU-Emission Trading Scheme (EU-ETS) were initially designed as an economic motivation for efficiently curbing greenhouse emissions, but now it mimics quite a few characteristics of financial assets, and have been used candidate product building portfolios. In this study, we examine time-varying correlations between carbon allowance prices with other indices, during third phase EU-ETS. The results show that, at beginning period, price was still strongly...

Based on carbon spot prices selected from seven pilots, we assess the financial performances related to volatility in China overall perspective. According results, Chinese market fluctuated severely at beginning of trading, but has stabilised general, despite several dramatic changes 'yearly compliance events'. Long-term memory exists series. Moreover, asymmetry market, and reacts more good news than bad news. Finally, discuss our empirical make certain suggestions regarding firms'...

Based on the prices selected from European Energy Exchange (EEX) 2013 to 2018, we investigate inter-correlation of carbon spot and futures markets. Specifically, adopt widely used DCC-GARCH model VAR-BEKK-GARCH conduct a comprehensive analysis market, i.e., dynamic correlation volatility spillover between futures. Moreover, develop hedge strategy based calculate hedging effectiveness (HE) value evaluate performance. The empirical results show that (i) during our sample period, markets are...

SUMMARY Monitoring and modeling ground surface deformation are crucial for the dynamic assessment of geothermal resources sustainable exploitation in a field. In this study, we extract Yangbajing field by small baseline-synthetic aperture radar interferometry (SBAS-InSAR) method using 141 Sentinel-1A images collected between March 2017 November 2021. The InSAR result indicates both uplift subsidence Subsequently, use dual-source model combining dipping ellipsoid rectangular to shallow...

The uniqueness of this investigation lies in empirically testing and proving the contagion spillover Bitcoin attention to carbon futures. Specifically, several models are adopted investigate explanatory predictive abilities results can be generalized as follows. First, Granger causes variation Second, shows a negative impact on futures an addition, invert U-shaped connection exists. Third, attention-based beat commonly used historical average benchmark during out-of-sample forecasting both...

Grey-markov forecasting model of traffic volume was founded by applying the GM (1,1) and Markov random process theory. The utilizes advantages in order to discover developing varying tendency data sequences volume. analysis an example indicates that grey-markov has good accuracy excellent applicability predicting

The Bitcoin market has become a research hotspot after the outbreak of Covid-19. In this paper, we focus on relationships between spot and futures. Specifically, adopt vector autoregression-dynamic correlation coefficient-generalized autoregressive conditional heteroskedasticity (VAR-DCC-GARCH) model autoregression-Baba, Engle, Kraft, Kroner-generalized (VAR-BEKK-GARCH) models calculate hedging effectiveness (HE) value to investigate dynamic volatility spillover assess risk reduction futures...

This study performed comprehensive investigations of the complex interconnections between investor attention and cotton futures price volatility under different term structures. In this paper, in-sample analysis, out-of-sample forecast, influencing mechanisms, as well nonlinear connections are fully explored using several linear model specifications. The results can be summarized follows: first, is Granger causality shows significant impacts on volatility; second, models incorporated with...

<bold>4i</bold> exhibited significant anti-metastatic activity in MDA-MB-231 cells <italic>via</italic> inhibiting MMP-2/9 and expression.

Abstract Explaining and forecasting inflation are important challenging tasks because is one focus of macroeconomics. This paper introduces novel investor attention to the field for first time. Specifically, Granger causality test, vector autoregression (VAR) model, certain linear models, several statistical indicators adopted illustrate roles in explaining inflation. The empirical results can be summarized as follows. First, cause rate has a negative impact on Second, predictive models that...

Inflation expectations of firms affect their micro-decision-making behaviors and therefore impact the macro-economy. Thus, a deep understanding how form inflation benefits achievement central bank's policy objectives on macro-economic sustainability development. In this paper, we focus from surveys. Specifically, Naïve Expectation, Adaptive Rational VAR, Heterogeneous Static Expectation formation models are adopted to test being used by expectations. Empirically, paper reveals heterogeneity...

With the spread of market sentiment global economic recession, favors hedging varieties such as gold and agricultural products. This paper seeks to investigate explanations corn futures price movements from perspective investor attention. We employ a time series autoregressive model (VAR) analyze relationship between them. Empirical results indicate that attention is Granger cause changes in price, generating both linear nonlinear effects on price. Furthermore, out-of-sample analysis shows...

By means of three-point bending method, the fracture toughness and energy cement stabilized macadam were measured respectively. The test results indicate that, with increase curing period, are increasing gradually. As content, peak vertical load specimen is gradually, however, decreasing