Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility
Our research examines connectedness landscape and the dynamic spillovers of volatility
and returns in the network comprising eleven agricultural commodities and US shadow short …
and returns in the network comprising eleven agricultural commodities and US shadow short …
The term structure of yield curve and connectedness among ESG investments
We examine the connectedness of different components of the US treasury's term structure
with ESG (Environment, Social, and Governance) leader indices regarding return and …
with ESG (Environment, Social, and Governance) leader indices regarding return and …
[HTML][HTML] The network of commodity risk
B Foroni, G Morelli, L Petrella - Energy Systems, 2024 - Springer
In this paper, we investigate the interconnections among and within the Energy, Agricultural,
and Metal commodities, operating in a risk management framework with a twofold goal. First …
and Metal commodities, operating in a risk management framework with a twofold goal. First …
New insights on hidden Markov models for time series data analysis
B Foroni - 2023 - iris.uniroma1.it
The goal of this thesis is to develop novel methods for the analysis of financial data by using
hidden Markov models based approaches. The analysis focuses on univariate and …
hidden Markov models based approaches. The analysis focuses on univariate and …
[PDF][PDF] The relation between systemic inflammation and cognition in healthy elderly participants.
MT Fard - researchbank.swinburne.edu.au
Age is associated with increased risk for several chronic disorders including cognitive
decline. Cognition refers to an array of mental processes and is comprised of several …
decline. Cognition refers to an array of mental processes and is comprised of several …