We examine a simple duration-rotation strategy applied to six U.S. Treasury ETFs spanning the full maturity spectrum, using data from 2007 to 2025. At each semi-annual rebalancing date, ETFs are ranked by prior-period return and divided into three eq...
This paper examines whether quantile-based connectedness measures contain useful information for portfolio risk management. Using U.S. sector equity data, we estimate connectedness measures within a quantile vector autoregression framework and constr...
We investigate the risk–return trade-off on the US and European stock markets. We investigate the non-linear risk–return trade-off with a special eye to the tails of the stock returns using quantile regressions. We first consider the US stock market...
Concentrated solar photovoltaic (PV) sourcing poses challenges for supply security during energy transition. This study examines supplier-country policy conditions, bounded portfolio reallocation, and observed sourcing adjustment within importer-spec...
We examine the quantile-time-frequency connectedness of stock returns among BRICS and G7 markets over the period January 2000 to January 2024, employing the Quantile Vector Autoregression (QVAR) model. Our findings reveal that spillover effects inten...
In both financial theory and practice, Value-at-risk (VaR) has become the predominant risk measure in the last two decades. Nevertheless, there is a lively and controverse on-going discussion about possible alternatives. Against this background, our...
The semi-nonparametric (SNP) modeling of the return distribution has been proved to be a flexible and accurate methodology for portfolio risk management that allows two-step estimation of the dynamic conditional correlation (DCC) matrix. For this SNP...
This study examines whether candidate-level gain–loss information improves search for cost-aware portfolio rebalancing. We propose Risk-Sensitive Foraging Artificial Bee Colony (RSF-ABC) for long-only portfolios with exact cardinality and activ...
This paper considers a hypothetical case in which a bank wants to build a routine climate stress test exercise on residential mortgage loans. The bank has regularly updated the probability of default (PD) and loss given default (LGD) on each resident...
Green technology supply chains combine rapid demand growth with concentrated production, uneven environmental performance, and exposure to trade disruption. This article links trade network analysis, next-year bilateral trade link prediction, multi-o...
This study presents an integrated ex-post evaluation of a municipal window-retrofit program in Goyang, Republic of Korea (heating-dominated, Dwa). Using field surveys and pre- and post-utility bills for 36 dwellings, mainly pre-2000 low-rise reinforc...
This paper examines the quantile-dependent and time-varying connectedness between Brent crude oil and 12 developed and emerging equity markets from January 2008 to January 2024. Using a quantile vector autoregression–generalised forecast error...
There are indications that value investing strategies have been able to outperform the overall market in several countries across the globe. In this article, the specific case of South Korea is analyzed. It would appear that from a rigorous statistic...
To ensure a comfortable post-retirement life and the ability to cover living expenses, it is of utmost importance for individuals to have a clear understanding of how long their pre-retirement savings will last. In this research, we employ a ruin-the...
Governments increasingly use processing-time indicators to evaluate development assessment, although comparability across councils is uncertain. This study examines how application composition, determination pathways, recorded workflows and informati...
This paper analyses the short-run dynamic relationship between monetary policy and banking market structure in Colombia during a period of post-pandemic inflation and aggressive policy tightening. Using monthly credit portfolio data for 2017–20...
In this paper we propose an optimization scheme for a selling strategy of an electricity producer who in advance decides on the share of electricity sold on the day-ahead market. The remaining part is sold on the complementary (intraday/balancing) ma...
Glioblastoma (GBM) is a difficult disease to treat for different reasons, with the blood–brain barrier (BBB) preventing therapeutic drugs from reaching the tumor being one major hurdle. The median overall survival is only 14.6 months after the...
Geopolitical conflict and the energy transition can alter the dependence between conventional energy, new energy, ESG assets, and gold. This study examines ten Chinese-market exposures using quantile time–frequency connectedness and network ana...
Financial risk along the China–Pakistan Economic Corridor may combine fast firm-level scaling changes with slower joint-tail exposure. This study evaluates a leakage-controlled two-speed architecture for seven Pakistani equities during July 202...
Urban public buildings offer large rooftop PV potential, yet cross-building comparison is often hindered by heterogeneous sizes, operating conditions, and incomplete monitoring. This study develops and applies a standardized indicator framework to be...
This research article explores whether the climate transition risk (CTR) and climate physical risk (CPR) transmit greater shocks towards the sustainable, gold-backed, energy-related and Sharia-compliant cryptocurrencies during bullish market conditio...
In this paper, we demonstrate how a well-established machine learning-based statistical arbitrage strategy can be successfully transferred from equity to futures markets. First, we preprocess futures time series comprised of front months to render th...
This paper examines several portfolio rules for comparing performance against the Shanghai Composite Index. The investor can use mutual funds or sector-based Exchange-Traded funds (ETFs). Five different approaches are applied for analysis. Two core a...
We use a quantile machine learning (random forests) approach to analyse the predictive ability of newspapers-based macroeconomic attention indexes (MAIs) on eight major fundamentals of the United States on the realized volatility of a major commodity...
Background: Irreversible electroporation (IRE) is a non-thermal form of ablation based on the delivery of pulsed electrical fields. It has been used to treat liver lesions, particularly those in proximity to major hepatic vasculature. The role of thi...
A fault detection and diagnostics (FDD) tool is a type of energy management and information system that continuously identifies the presence of faults and efficiency improvement opportunities through a one-way interface to the building automation sys...
Average IPO returns hide what most investors earn. This study examines 197 Indian main-board IPOs listed between 2016 and 2022, with daily prices to 2026, giving every issue a complete 780-trading-day record. Buy-and-hold abnormal returns are measure...
The global energy transition is reshaping the relationship between traditional fossil-fuel and renewable energy sectors, making the transmission of financial shocks across brown and green energy equity markets increasingly important. This paper exami...
In response to escalating energy demands and global warming concerns, the Passive House Standard has emerged as a solution in residential construction, aiming to drastically reduce energy consumption and operational costs primarily through high-perfo...
The INterpolated FLOod Surface (INFLOS) tool was developed to meet the operational needs of the Copernicus Emergency Management Service (CEMS) Rapid Mapping (RM) component, which delivers critical crisis information within hours during and after disa...
This study examines the state- and frequency-dependent connectedness among crude oil, gold, the U.S. dollar, and the Thai equity market. Using daily data from 1 February 2008 to 31 December 2025, we combine quantile connectedness with frequency-domai...
National disaster-response networks must balance aggregate travel efficiency, worst-case accessibility, and the spatial concentration of operational need. This study evaluates Türkiye’s professional search-and-rescue network using geograph...
The global energy transition has created a new financial ecosystem linking clean energy equities, transition metals, electric mobility firms, carbon allowances, and fossil energy assets. This study examines how shocks propagate within this ecosystem...
Cassava thermoplastic starch (TPS) is a renewable candidate for short-life biodegradable packaging, but high water affinity, moisture-dependent mechanical behavior, and limited barrier performance constrain its use. A manual PRISMA-guided systematic...
Wastewater reuse has become an important part of the urban water supply portfolio in water stressed regions. Effective wastewater treatment processes are critical to protect public health during water reuse practices. However, the microbial removal e...
Science is central to the beauty business, but how has the peer-reviewed science published by leading companies changed? This bibliometric analysis examined 2571 peer-reviewed papers authored or coauthored by scientists affiliated with a cross-sectio...
Using a quantile–frequency connectedness framework, this study analyzes the regime-contingent and horizon-specific transmission of shocks among AI assets, FinTech markets, and Blue Economy financial instruments. The empirical results reveal a d...
Background: A cholesterol-lowering diet score was previously developed for epidemiological studies; its association with serum lipid profile was not confirmed yet. Methods: The score was developed as an adaptation of the dietary portfolio for cholest...
Sustainable financial markets link carbon pricing, environmental infrastructure, low-carbon technology, fixed-income financing, and broad environmental, social, and governance investment. Whether these markets transmit shocks differently in the tails...
We study the firm-level equity-market response of 230 Tadawul Main Market firms to the outbreak of the U.S.–Israeli military action against Iran on 28 February 2026, using a market-model event study with the domestic TASI benchmark. Because a s...
With the rapid expansion of renewable energy and the formal operation of provincial electricity spot markets in China, smart aggregators that coordinate flexible loads, storage resources, demand-response portfolios, and distributed energy resources i...
Energy efficiency retrofits are widely promoted for public buildings, yet evidence from large-scale real-world projects remains limited compared with simulation-based assessments. This study leverages measured pre- and post-retrofit operational data...
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Battery swapping stations (BSSs) can help shorten the refueling time for electric vehicles (EVs), but their widespread deployment will need decisions on station placement, battery availability, the number of chargers, photovoltaic (PV) capacity, grid...
The sizing of rooftop solar energy systems is commonly based on the most visible load or on generic end-use allocations, leading to an inadequate distribution of the limited rooftop area between heat and electricity. This study formalizes the energy...
Sea-level rise, population growth, and changing land-use patterns will further constrain Florida’s already scarce groundwater and surface water supplies in the coming decades. Significant investments in water supply and water demand management...
The assessment of Industrialized Building System (IBS) adoption in construction projects—a critical metric for evaluating prefabrication levels and construction modernization—remains largely manual, time-intensive, and prone to inconsiste...