Propionate metabolism in Desulfurella acetivorans by Eugenio Pettinato, Thomas M. Steiner, Eric A. Cassens, Thomas Geisberger, Christian Seitz, Simone König, Wolfgang Eisenreich, Ivan A. Berg

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Sustainability reporting and transitory environmental sustainability risks in manufacturing by Daniel Schneider, Alexander Schüler, Markus Woerle, Dominik Schneider, Niklas Eisold, Gunther Reinhart

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Spin hall magnetoresistance and spin seebeck effect in Pt|CoCr2O4 heterostructures by Aisha Aqeel, Matthias Kronseder, Nynke Vlietstra, Hans Huebl, Jeroen A. Heuver, Beatriz Noheda, Javier Herrero-Martín, Eric Pellegrin, Hari B. Vasili, Maxim Mostovoy, Christian Back

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Study on Announcement Effect of Stock Repurchase from the Perspective of Configuration Analysis by Hong Bing Wang, Ai Hua Jin, Hai Yun Yu

“…Using the qualitative comparative analysis method and PSO-ICA-GARCH model, we analyze the influencing factors of the stock repurchase announcement market reaction. …”
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Delay equations modeling the effects of phase-specific drugs and immunotherapy on proliferating tumor cells by Maria Vittoria Barbarossa, Christina Kuttler, Jonathan Zinsl

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Design of FDM-printable tendon-driven continuum robots using a serial S-shaped backbone structure by Kaidi Zhu, Tim C. Lueth, Yilun Sun

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Laboratory Rotational Spectroscopy Leads to the First Interstellar Detection of Singly Deuterated Methyl Mercaptan (CH2DSH) by Hayley A. Bunn, Silvia Spezzano, Laurent H. Coudert, Jean-Claude Guillemin, Yuxin Lin, Christian P. Endres, Brant Billinghurst, Olivier Pirali, Jes Jørgensen, Valerio Lattanzi, Paola Caselli

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Drag Losses of Wet Brakes and Clutches—A Scoping Review by Lukas Pointner-Gabriel, Katharina Voelkel, Karsten Stahl

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PAY PİYASALARINDA VOLATİLİTE TAHMİNLEMESİ: BORSA İSTANBUL MALİ VE SINAİ ENDEKSLERİ ÜZERİNE BİR UYGULAMA by İlhan Ege, Tuğba Nur Topaloğlu

“…Çalışmanın sonucunda BISTMali endeksi için en uygun tahmin modeli GARCH (1,1), BIST Sınai endeksi içinen uygun tahmin modeli ise APGARCH(1,1) olarak belirlenmiştir. …”
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Pearls on a String: Dark and Bright Galaxies on a Strikingly Straight and Narrow Filament by M. Arabsalmani, S. Roychowdhury, B. Schneider, V. Springel, E. Le Floc’h, F. Bournaud, A. Burkert, J.-C. Cuillandre, P.-A. Duc, E. Emsellem, D. Galárraga-Espinosa, E. Pian, F. Renaud, M. A. Zwaan

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Seeking for the Leading Actor on the Cosmic Stage: Galaxies versus Supermassive Black Holes by Angela Bongiorno, Francesco Shankar, Francesca Civano, Isabelle Gavignaud, Antonis Georgakakis

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The Impacts of the Infectious Disease Epidemic on the Permanent Volatility of Precious Metal and Crude Oil Futures Markets: A Long-Term Perspective by Yue Shang, Xiaodan Chen, Yifeng Zhang, Yu Wei

“…The aim of this paper is to identify the quantitative impacts of the infectious disease pandemic on the permanent volatility of precious metal and crude oil futures from a long-term perspective by using a recently constructed Infectious Disease Equity Market Volatility Tracker (ID-EMV) to capture the epidemic severity and with a novel mixed data sampling GARCH (GARCH-MIDAS) method. Different from the extant literature only focusing on the short-term influences of the COVID-19 epidemic on commodity futures market, this paper shows that the infectious disease pandemic does have significant and positive impacts on the permanent (long-term) volatilities of precious metal and crude oil futures markets lasting for at least up to 12 months. …”
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The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry by Masoud Alizadeh Chamazkoti, Mehdi Fathabadi, Mahmod Mahmodzadeh, Saleh Ghavidel Doostkouei

“…In addition, the results of GARCH and exponential GARCH models showed that there is a positive relationship between risk and return for all seven companies. …”
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Advancing GIS-based suitability analysis of BtX, PtX, PBtX, and eBtX facilities using the fuzzy analytic hierarchy process by Marcel Dossow, Mengxi Chen, Hartmut Spliethoff, Sebastian Fendt

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Cross-Asset Portfolio Modeling: A Comparative Study of Symmetrical and Asymmetric Dynamic Methods by Dismas Oktavianto, Robiyanto Robiyanto, Andrian Dolfriandra Huruta

“…The stock-gold portfolios formed by utilizing the DCC and ADCC-GARCH methods outperform those composed of only stock. …”
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Observations of Microlensed Images with Dual-field Interferometry: On-sky Demonstration and Prospects by Przemek Mróz, Subo Dong, Antoine Mérand, Jinyi Shangguan, Julien Woillez, Andrew Gould, Andrzej Udalski, Frank Eisenhauer, Yoon-Hyun Ryu, Zexuan Wu, Zhuokai Liu, Hongjing Yang, —, Guillaume Bourdarot, Denis Defrère, Antonia Drescher, Maximilian Fabricius, Paulo Garcia, Reinhard Genzel, Stefan Gillessen, Sebastian F. Hönig, Laura Kreidberg, Jean-Baptiste Le Bouquin, Dieter Lutz, Florentin Millour, Thomas Ott, Thibaut Paumard, Jonas Sauter, T. Taro Shimizu, Christian Straubmeier, Matthias Subroweit, Felix Widmann, (The GRAVITY+ Collaboration), Michał K. Szymański, Igor Soszyński, Paweł Pietrukowicz, Szymon Kozłowski, Radosław Poleski, Jan Skowron, Krzysztof Ulaczyk, Mariusz Gromadzki, Krzysztof Rybicki, Patryk Iwanek, Marcin Wrona, Mateusz J. Mróz, (The OGLE Collaboration), Michael D. Albrow, Sun-Ju Chung, Cheongho Han, Kyu-Ha Hwang, Youn Kil Jung, In-Gu Shin, Yossi Shvartzvald, Jennifer C. Yee, Weicheng Zang, Sang-Mok Cha, Dong-Jin Kim, Seung-Lee Kim, Chung-Uk Lee, Dong-Joo Lee, Yongseok Lee, Byeong-Gon Park, Richard W. Pogge, (KMTNet Collaboration)

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The Distribution, Structure, and Chemical Composition of Alkali-Silica Gels in Calcined Clay Concretes by Miriam E. Krüger, Anne Heisig, Stefanie Lode, Klaartje de Weerdt, Alisa Machner

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Statistical analysis of time series with scaling indices by Harald Atmnaspacher, Werner Ehm, Herbert Scheingraber, Gerda Wiedenmann

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Dynamics Between Foreign Portfolio Investment, Stock Price and Financial Development in South Africa: A SVAR Approach by Kazeem Abimbola Sanusi, Zandri Dickason-Koekemoer

“…This study uses a structural VAR estimation approach and dynamic conditional correlation (DCC GARCH model). The DCC GARCH approach displays time-varying correlations between stock prices, credit given to the private sector as a measure of financial growth, and foreign portfolio investments. …”
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IMPACT OF COVID-19 PANDEMIC ON STOCK PRICE VOLATILITY OF SUB-SECTOR INDICES IN THE NIGERIAN STOCK EXCHANGE by Oyewale Temilola Christiana, Muftau Adeniyi Ijaiya, Kasali Kayode Rafiu

“…The study employed ex-post facto research design to determine the impact of COVID-19 infection rates and COVID-19 death rates on stock price volatility of sub-sector indices in the Nigeria stock exchange market, within the period of 2nd March 2020 to 28th February, 2022. The study employed GARCH and DCC-GARCH and found that COVID-19 pandemic (infection and death rates) had significant effect on the volatility of sub-sector indices in the Nigeria stock market, and that there was significant volatility transmission among the sub-sector indices of the Nigerian stock market during the COVID-19 pandemic period. …”
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