.../licences/by/4.0/legalcode The index is calculated as in Equation 1 , Cryprocurrencies Environmental impact Energy consumption Climate change C43 C52 C54 D80 F18 F64 Mining cryptocurrency takes more energy than mining gold [3] . It sounds like hyperbole, but it is in fact...

... 22 08 2020 © Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Realized volatility Model bias Volatility forecasting Equity markets C22 C52 C55 where r t − 1 − = min ( r t − 1 ,   0 ) ,   r t...

... simulation Stochastic differential equations C22 C52 The notion of a deterministic differential equation perturbed by random disturbances that are not necessarily small has been used profitably in a variety of disciplines including inter alia engineering, environmetrics, physics...

..., then the pairs trading profits decreases. Therefore, the returns do not necessarily imply market inefficiency when the higher maximum drawdown associated with the holding period of the spread position is taken into account. C12 G13 G14 C52 Commodity futures markets are increasingly in the focus...