Assessing the risk spillover effects between the Chinese carbon market and the US-China energy market by Jiale Yan, Cem Işık

“…This paper uses the optimal ARMA-GARCH to fit the marginal distribution of each market and selects the optimal Copula function for the calculation of CoVaR to obtain more accurate risk measurement results. …”
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Complete positivity order and relative entropy decay by Li Gao, Marius Junge, Nicholas LaRacuente, Haojian Li

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Heterogeneous population dynamics and scaling laws near epidemic outbreaks by Andreas Widder, Christian Kuehn

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Clustering of X-Ray-Selected AGN by N. Cappelluti, V. Allevato, A. Finoguenov

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Ionospheric Gradient Threat Mitigation in Future Dual Frequency GBAS by Michael Felux, Mihaela-Simona Circiu, Jiyun Lee, Florian Holzapfel

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Unlocking the diversification benefits of DeFi for ASEAN stock market portfolios: a quantile study by Shoaib Ali, Youssef Manel

“…The optimal weight and hedge ratio estimated using the DCC-GARCH model indicate that DeFi is beneficial for portfolio construction and risk management. …”
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Technical note: Towards atmospheric compound identification in chemical ionization mass spectrometry with pesticide standards and machine learning by F. Bortolussi, H. Sandström, F. Partovi, F. Partovi, J. Mikkilä, P. Rinke, P. Rinke, P. Rinke, P. Rinke, M. Rissanen, M. Rissanen

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JWST Discovery of a Very Fast Biconical Outflow of Warm Molecular Gas in the Nearby Ultraluminous Infrared Galaxy F08572+3915 NW by Kylie Yui Dan, Jerome Seebeck, Sylvain Veilleux, David Rupke, Eduardo Gonzalez-Alfonso, Ismael Garcia-Bernete, Weizhe Liu, Dieter Lutz, Marcio Melendez, Miguel Pereira Santaella, Eckhard Sturm, Francesco Tombesi

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MINDS. JWST-MIRI Observations of a Spatially Resolved Atomic Jet and Polychromatic Molecular Wind toward SY Cha by Kamber R. Schwarz, Matthias Samland, Göran Olofsson, Thomas Henning, Andrew Sellek, Manuel Güdel, Benoît Tabone, Inga Kamp, Pierre-Olivier Lagage, Ewine F. van Dishoeck, Alessio Caratti o Garatti, Adrian M. Glauser, Tom P. Ray, Aditya M. Arabhavi, Valentin Christiaens, R. Franceschi, Danny Gasman, Sierra L. Grant, Jayatee Kanwar, Till Kaeufer, Nicolas T. Kurtovic, Giulia Perotti, Milou Temmink, Marissa Vlasblom

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Re-evaluation of the impact of wall retention on Tritium-self-sufficiency in fusion reactors by K. Schmid

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TÜRKİYE’DE DÖVİZ KURU OYNAKLIĞI VE HANEHALKI HARCAMALARI ARASINDAKİ İLİŞKİ by Doç. Dr. Hakan Demirgil, Dr. Öğr. Üyesi Süha Çelikkaya

“…Çalışma verileri1998-2017 yılları arasında üçer aylık periyotlar kullanılarak oluşturulmuştur.Döviz kuru belirsizliğine ait değerlerin elde edilmesinde GARCH modelinden faydalanılmıştır.Reel tüketim harcamaları ve döviz kuru belirsizliği arasındaki nedensellikilişkisini incelemek amacıyla Hacker ve Hatemi-J (2006) simetrik ve Hatemi-J(2012) asimetrik nedensellik testleri uygulanmıştır. …”
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Luminosity Distance and Extinction by Submicrometer-sized Grains by R. Siebenmorgen, Frank Heymann, R. Chini

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Machine learning-assisted development of polypyrrole-grafted yarns for e-textiles by Matteo Iannacchero, Joakim Löfgren, Mithila Mohan, Patrick Rinke, Jaana Vapaavuori

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Are Nuclear Star Clusters the Precursors of Massive Black Holes? by Nadine Neumayer, C. Jakob Walcher

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First Results from the JWST Early Release Science Program Q3D: The Fast Outflow in a Red Quasar at z = 0.44 by Weizhe Liu, Sylvain Veilleux, Swetha Sankar, David S. N. Rupke, Nadia L. Zakamska, Dominika Wylezalek, Andrey Vayner, Caroline Bertemes, Yuzo Ishikawa, Yu-Ching Chen, Jenny E. Greene, Timothy Heckman, Guilin Liu, Hsiao-Wen Chen, Dieter Lutz, Sean D. Johnson, Nicole P. H. Nesvadba, Patrick Ogle, Nadiia Diachenko, Andy D. Goulding, Kevin N. Hainline, Fred Hamann, Hui Xian Grace Lim, Nora Lützgendorf, Vincenzo Mainieri, Ryan McCrory, Grey Murphree, Lu Shen, Eckhard Sturm, Lillian Whitesell

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Rare Occasions: Tidal Disruption Events Rarely Power the AGNs Observed in Dwarf Galaxies by Joanne Tan, Guang Yang, Jonelle L. Walsh, W. N. Brandt, Bin Luo, Franz E. Bauer, Chien-Ting Chen, Mouyuan Sun, Yongquan Xue

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Scale Invariance in the Lowest Landau Level by Hofmann, Johannes, Zwerger, Wilhelm

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Pay Senedi Endeksleri ile Endeks Vadeli İşlemler Arasındaki Volatilite İlişkisi: Türkiye ve Dünya Örnekleri Arasında Karşılaştırmalı Analiz by Selahattin Koç, Mehmet Eraslan

“…Getiri ve işlem hacimlerine ilişkin oynaklık tahminleri için Otoregresif Koşullu Değişen Varyans (ARCH) Modelleri kullanıldığından, spot endeksler ile endeks vadeli işlemler arasındaki volatilite ilişkisi GARCH, TARCH, EGARCH ve PARCH modelleri ile analiz edilmiştir. …”
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Investigating Impact of US, Europe, Frontier and BRIC Stock Markets on Indian Financial Stress Index by Amanjot Singh, Manjit Singh

“…., stock market returns and conditional volatility on overall Indian fi nancial stress and its various sub-components by employing different econometric models comprising Johanson Cointegration, Vector Autoregression and its various counterparts, Component GARCH (1,1) model and multivariate OLS regression models ranging from October 2003 to October 2014. …”
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Evaluation of Spatial Spillover Effect of Multidimensional Hybrid Financial Risk Contagion Based on the DAI Spatial Econometric Model by Shanshen Li, Zhonghui Dong

“…This paper proposed to transfer entropy information weight information and introduce the GARCH (generalized auto-regressive conditional heteroskedasticity) model to improve the traditional econometric model. …”
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