... that are based on reduced or renewable energy. The selected four energy-conserving cryptocurrency markets responding to these problems are presented as follows: C02 C13 E71 F18 High energy consumption is one of the main undesirable consequences of blockchain technology, particularly when...

... conditions return generating process time-series standardized coefficients C01 C13 C32 C58 G12 G15 The South African stock market, the Johannesburg Stock Exchange (JSE), is a highly developed and globally integrated market. In terms of market capitalization, it exceeds the Madrid Stock...

... theory Exceedances Generalized pareto distribution Quantile estimation Tail models C13 C16 C46 C51 In many disciplines, there is often a need to adapt a statistical model to existing data to be able to make statements regarding uncertain future outcomes. In particular, when assessing...

... Limited 2017 Emerald Publishing Limited Licensed re-use rights only Interest rates Inflation Exchange rates Exports and imports Foreign reserves Sovereign credit default swap F31 G13 C13 E44 G12 Credit default swap (CDS) introduced by JP Morgan (an American financier...

...-use rights only Central moments Information arrival Noise Return jumps G12 C13 C51 Diffusion-based asset pricing for financial assets faces a major challenge; calibrating diffusions to real price data and in particular derivatives’ prices, even if we allow for stochastic...