Drivetrain influence on the lead–lag modes of hingeless helicopter rotors
Sign Up to like & getrecommendations! Published in 2019 at "CEAS Aeronautical Journal"
DOI: 10.1007/s13272-019-00395-0
Abstract: Structural couplings between the flexible main rotor and the flexible drivetrain of the Bo105 helicopter are investigated by numerical simulation. For this purpose, the rotor hub constraint $$\varOmega ={\text {const.}}$$ Ω = const. is dropped… read more here.
Keywords: rotor; drivetrain; lag modes; helicopter ... See more keywords
Wavelet analysis of the co-movement and lead–lag effect among multi-markets
Sign Up to like & getrecommendations! Published in 2018 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2018.08.102
Abstract: Recent literature draws attention to the relationship of some financial markets, in particular, both the co-movement and the lead–lag effect. This paper examines the weekly frequency market indices of Japan, Singapore, Hong Kong and China… read more here.
Keywords: lag effect; lead lag; movement; movement lead ... See more keywords
Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data
Sign Up to like & getrecommendations! Published in 2019 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2019.06.012
Abstract: This paper investigates lead-lag relationship between heavyweight cryptocurrencies Bitcoin and Ethereum. Traditional studies of information flow between markets preponderate on cash vs. futures, whereby researchers are interested in the stabilizing impact of futures on spot… read more here.
Keywords: lag relationship; hourly daily; lead lag; bitcoin ethereum ... See more keywords
The impact of COVID-19 on the portfolio optimization
Sign Up to like & getrecommendations! Published in 2022 at "EuroMed Journal of Business"
DOI: 10.1108/emjb-11-2021-0179
Abstract: PurposeThis article unveils first the lead–lag structure between the confirmed cases of COVID-19 and financial markets, including the stock (DJI), cryptocurrency (Bitcoin) and commodities (crude oil, gold, copper and brent oil) compared to the financial… read more here.
Keywords: bitcoin; portfolio optimization; portfolio; covid ... See more keywords
Lead-lag relationship between futures and spot FX market in India
Sign Up to like & getrecommendations! Published in 2017 at "International Journal of Managerial Finance"
DOI: 10.1108/ijmf-01-2017-0001
Abstract: The purpose of this paper is to study the lead-lag relationship between the futures and spot foreign exchange (FX) market in India to understand the price discovery mechanism and the relationship between these two markets.,The… read more here.
Keywords: relationship futures; market; lead lag; relationship ... See more keywords
Identification of a Cascade of Changes in Activities of Daily Living Preceding Short-Term Clinical Deterioration in Mild Alzheimer’s Disease Dementia via Lead-Lag Analysis
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Alzheimer's Disease"
DOI: 10.3233/jad-200230
Abstract: Background: Cognitive functions and activities of daily living (ADL) become increasingly impaired with progressing Alzheimer’s disease. However, the temporal dynamics of this decline are inconsistent. Objective: To gain insight into the classical temporal cascade of… read more here.
Keywords: lag analysis; alzheimer disease; disease; clinical deterioration ... See more keywords
Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis
Sign Up to like & getrecommendations! Published in 2022 at "Entropy"
DOI: 10.3390/e24030378
Abstract: The Granger causality test is essential for detecting lead–lag relationships between time series. Traditionally, one uses a linear version of the test, essentially based on a linear time series regression, itself being based on autocorrelations… read more here.
Keywords: granger causality; causality; lead lag; lag relationships ... See more keywords
Multiscale Price Lead-Lag Relationship between Steel Materials and Industry Chain Products Based on Network Analysis
Sign Up to like & getrecommendations! Published in 2022 at "Entropy"
DOI: 10.3390/e24070865
Abstract: As two main steelmaking materials, iron ore and scrap steel have different price lead-lag relationships (PLRs) on midstream and downstream steel products in China. The relationships also differ as the time scale varies. In this… read more here.
Keywords: steel; lead lag; steel materials; price ... See more keywords