The role of uncertainty measures on the returns of gold
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DOI: 10.1016/j.econlet.2019.108680
Abstract: Abstract By utilizing Bayesian Graphical Structural Vector Autoregression model, we show that changes in geopolitical risks and the U.S. real effective exchange rate significantly affect Gold returns. These results are consistent across different frequency bands… read more here.
Keywords: role uncertainty; measures returns; returns gold; uncertainty measures ... See more keywords
On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework
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DOI: 10.1016/j.irfa.2020.101505
Abstract: This study investigates the effects of uncertainty measures on the dynamics of sustainability indices across different regions of the globe in the post-crisis period. The analysis is conducted under a multivariate Nonlinear Autoregressive-Distributed Lag (NARDL)… read more here.
Keywords: sustainability indices; uncertainty; framework; effects uncertainty ... See more keywords
Drawbacks of Uncertainty Measures Based on the Pignistic Transformation
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DOI: 10.1109/tsmc.2016.2597267
Abstract: Recently, a measure of “total uncertainty” (TU) in Dempster–Shafer theory, based on the pignistic distribution called ambiguity measure (AM), have been modified. The resulting new measure has been simply referred as modified AM (MAM). In… read more here.
Keywords: monotonicity; uncertainty; measure; based pignistic ... See more keywords
Critique of Recent Uncertainty Measures Developed Under the Evidence Theory and Belief Intervals
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DOI: 10.1109/tsmc.2017.2770128
Abstract: The theory of evidence (TE) has been largely used for many applications. This theory is a generalization of probability distribution and offers a mathematical representation for two types of uncertainty-based information: 1) discord and 2)… read more here.
Keywords: uncertainty measures; theory; uncertainty; belief intervals ... See more keywords