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Article
Publication date: 22 March 2024

Amira Said and Chokri Ouerfelli

This paper aims to examine the dynamic conditional correlation (DCC) and hedging ratios between Dow Jones markets and oil, gold and bitcoin. Using daily data, including the…

Abstract

Purpose

This paper aims to examine the dynamic conditional correlation (DCC) and hedging ratios between Dow Jones markets and oil, gold and bitcoin. Using daily data, including the COVID-19 pandemic and the Russia–Ukraine war. We employ the DCC-generalized autoregressive conditional heteroskedasticity (GARCH) and asymmetric DCC (ADCC)-GARCH models.

Design/methodology/approach

DCC-GARCH and ADCC-GARCH models.

Findings

The most of DCCs among market pairs are positive during COVID-19 period, implying the existence of volatility spillovers (Contagion-effects). This implies the lack of additional economic gains of diversification. So, COVID-19 represents a systematic risk that resists diversification. However, during the Russia–Ukraine war the DCCs are negative for most pairs that include Oil and Gold, implying investors may benefit from portfolio-diversification. Our hedging analysis carries significant implications for investors seeking higher returns while hedging their Dow Jones portfolios: keeping their portfolios unhedged is better than hedging them. This is because Islamic stocks have the ability to mitigate risks.

Originality/value

Our paper may make a valuable contribution to the existing literature by examining the hedging of financial assets, including both conventional and Islamic assets, during periods of stability and crisis, such as the COVID-19 pandemic and the Russia–Ukraine war.

Details

The Journal of Risk Finance, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1526-5943

Keywords

Book part
Publication date: 18 February 2022

Yunus Doğaç Arık and Melik Ertuğrul

Beginning from the onset of the Covid-19 pandemic, crypto assets have intensely been in the spotlight and have attracted significant investor attention. By being the first…

Abstract

Beginning from the onset of the Covid-19 pandemic, crypto assets have intensely been in the spotlight and have attracted significant investor attention. By being the first blockchain product, Bitcoin is the first crypto asset and still dominates the entire crypto market capitalization. In this study, we shed light on whether this energy-hungry crypto asset is an effective tool for portfolio volatility reduction from the perspective of the Modern Portfolio Theory. Based on a two-year period from April 2019 to April 2021, which includes the extreme impacts (crash and rally) of the pandemic on markets, we conclude that Bitcoin is not a beneficial instrument for volatility reduction if short-selling is not allowed. After removing this restriction, Bitcoin has very small negative investment weights in minimum variance portfolios. In other words, short-selling Bitcoin slightly reduces portfolio volatility.

Details

Multidimensional Strategic Outlook on Global Competitive Energy Economics and Finance
Type: Book
ISBN: 978-1-80117-899-0

Keywords

Article
Publication date: 8 May 2007

Mengsteab Tesfayohannes

Properly nurtured and financially supported independent industrial R&D institutions (IRDIs) can play a pivotal role in converting knowledge into commercially exploitable…

Abstract

Purpose

Properly nurtured and financially supported independent industrial R&D institutions (IRDIs) can play a pivotal role in converting knowledge into commercially exploitable applications in manufacturing industries particularly in the small and medium ones. The purpose of this paper is to present various evidence to enhance government awareness that Canadian R&D funding agenda should be streamlined as the way to strengthen the outreach capacity of Canadian IRDIs.

Design/methodology/approach

Using a variety of evidence, the position and role of IRDIs in Germany, Japan, the USA and Canada are highlighted. This is done to reveal the current position and outreach of IRDIs in each country and through that to recommend helpful strategies to strengthen the Canadian IRDIs and foster their contribution to the manufacturing technology development.

Findings

The study revealed the weak position of Canadian IRDIs in comparison with their counterparts in the USA, Japan and Germany. The paper proposed strategies and approaches on how IRDIs should be financially and technically supported to expand their outreach in the Canadian manufacturing sector.

Research limitations/implications

This paper provides secondary data‐based evidence intended to serve as a background for more focused case supported future research.

Practical implications

Stakeholders at both government and industrial sectors may find the recommendations given in the paper as helpful inputs for formulating suitable policies and strategies in this area.

Originality/value

The paper presents vital background information on the important but neglected role of IRDIs in the application and commercialization of knowledge in manufacturing technology and the need to strengthen their position by granting the necessary financial assistance.

Details

Journal of Manufacturing Technology Management, vol. 18 no. 4
Type: Research Article
ISSN: 1741-038X

Keywords

Abstract

Details

Therapeutic Communities: The International Journal of Therapeutic Communities, vol. 38 no. 3
Type: Research Article
ISSN: 0964-1866

Article
Publication date: 30 July 2021

Farshad Parhamnia, Majid Farahian and Yusef Rajabi

As demonstrated in the literature, teachers’ knowledge sharing, self-efficacy and creativity display certain levels of cause-and-effect and correlational connections from…

Abstract

Purpose

As demonstrated in the literature, teachers’ knowledge sharing, self-efficacy and creativity display certain levels of cause-and-effect and correlational connections from different perspectives. Nonetheless, few studies, if any, have been reported on the interplay of these three concepts in the context of the language classroom. As such, this study aims to test a structural model of English as a foreign language (EFL) teachers’ knowledge sharing, self-efficacy and creativity and specifically to examine the hypothesis that creativity mediates the relationship between EFL teachers’ knowledge sharing and self-efficacy.

Design/methodology/approach

The participants were 384 EFL teachers from different language institutes across Iran. The EFL teachers were selected based on random stratified sampling method. To verify the research hypotheses, a quantitative correlational design was used in the present study. The quantitative data was collected using three questionnaires, and then descriptive and inferential statistics were used to analyze the data. Therefore, we used the EFL teachers’ creativity questionnaire developed by Khany and Boghayeri (2014), knowledge sharing behavior scale by Ramayah et al. (2014) and teachers’ self-efficacy questionnaire by Tschannen-Moran and Hoy (2001). To analyze the data, Pearson correlation and multiple regression were run.

Findings

The findings revealed the hypothesized model of relationships among the study variables. The results also confirmed the mediator role of creativity. The implications of the findings in relation to creativity, knowledge sharing and self-efficacy are discussed.

Originality/value

The bulk of research on teacher self-efficacy has concentrated fairly adequately on its relationship with factors such as teachers’ reflective practice, critical thinking, emotional intelligence, personality and student achievement. What seems to be rather missing in this line of research has to do with the exploration of the possible links among knowledge sharing, self-efficacy and creativity as interacting variables, especially in the context of Iran where teachers’ knowledge sharing is lower than expected. More importantly, no previous investigation has tapped into the mediating effect of creativity on the connection between English teachers’ knowledge sharing and self-efficacy.

Details

Global Knowledge, Memory and Communication, vol. 71 no. 4/5
Type: Research Article
ISSN: 2514-9342

Keywords

Article
Publication date: 29 October 2019

Ravinder Singh and Kuldeep Singh Nagla

The purpose of this research is to provide the necessarily and resourceful information regarding range sensors to select the best fit sensor for robust autonomous navigation…

Abstract

Purpose

The purpose of this research is to provide the necessarily and resourceful information regarding range sensors to select the best fit sensor for robust autonomous navigation. Autonomous navigation is an emerging segment in the field of mobile robot in which the mobile robot navigates in the environment with high level of autonomy by lacking human interactions. Sensor-based perception is a prevailing aspect in the autonomous navigation of mobile robot along with localization and path planning. Various range sensors are used to get the efficient perception of the environment, but selecting the best-fit sensor to solve the navigation problem is still a vital assignment.

Design/methodology/approach

Autonomous navigation relies on the sensory information of various sensors, and each sensor relies on various operational parameters/characteristic for the reliable functioning. A simple strategy shown in this proposed study to select the best-fit sensor based on various parameters such as environment, 2 D/3D navigation, accuracy, speed, environmental conditions, etc. for the reliable autonomous navigation of a mobile robot.

Findings

This paper provides a comparative analysis for the diverse range sensors used in mobile robotics with respect to various aspects such as accuracy, computational load, 2D/3D navigation, environmental conditions, etc. to opt the best-fit sensors for achieving robust navigation of autonomous mobile robot.

Originality/value

This paper provides a straightforward platform for the researchers to select the best range sensor for the diverse robotics application.

Article
Publication date: 1 September 2005

Matthias Rüther, Mahmood Saleem, Horst Bischof and Gernot Krammer

The goal is to perform an in‐situ measurement of dust layer thickness on bag filters.

Abstract

Purpose

The goal is to perform an in‐situ measurement of dust layer thickness on bag filters.

Design/methodology/approach

Presents a machine vision system in terms of hard‐ and software which is capable of obtaining the relative height difference of a cloth filter surface in different states of operation. The measurement process starts with a stereo reconstruction of filter surface patches. The patches are aligned to form a continuous model using the iterative closest point algorithm. Models acquired at different states of operation are registered using thin plate spline interpolation and afterwards subtracted from each other to obtain the relative height difference.

Findings

Relative thickness measurement is possible with an accuracy ranging from 50 to 300 μm, depending on the operational states.

Research limitations/implications

In‐situ measurement of dust deposition is a new tool for examining the behaviour of commercial bag filters.

Practical implications

Provides the foundation for a system measuring both thickness and density of dust deposition.

Originality/value

Applies findings in the field of machine vision to a problem in process engineering and filter design.

Details

Assembly Automation, vol. 25 no. 3
Type: Research Article
ISSN: 0144-5154

Keywords

Article
Publication date: 7 October 2014

Kate Bak, Elizabeth Murray, Eric Gutierrez, Jillian Ross and Padraig Warde

The purpose of this paper is to describe a jurisdiction-wide implementation and evaluation of intensity-modulated radiation therapy (IMRT) in Ontario, Canada, highlighting…

Abstract

Purpose

The purpose of this paper is to describe a jurisdiction-wide implementation and evaluation of intensity-modulated radiation therapy (IMRT) in Ontario, Canada, highlighting innovative strategies and lessons learned.

Design/methodology/approach

To obtain an accurate provincial representation, six cancer centres were chosen (based on their IMRT utilization, geography, population, academic affiliation and size) for an in-depth evaluation. At each cancer centre semi-structured, key informant interviews were conducted with senior administrators. An electronic survey, consisting of 40 questions, was also developed and distributed to all cancer centres in Ontario.

Findings

In total, 21 respondents participated in the interviews and a total of 266 electronic surveys were returned. Funding allocation, guidelines and utilization targets, expert coaching and educational activities were identified as effective implementation strategies. The implementation allowed for hands-on training, an exchange of knowledge and expertise and the sharing of responsibility. Future implementation initiatives could be improved by creating stronger avenues for clear, continuing and comprehensive communication at all stages to increase awareness, garner support and encourage participation and encouraging expert-based coaching. IMRT utilization for has increased without affecting wait times or safety (from fiscal year 2008/2009 to 2012/2013 absolute increased change: prostate 46, thyroid 36, head and neck 29, sarcoma 30, and CNS 32 per cent).

Originality/value

This multifaceted, jurisdiction-wide approach has been successful in implementing guideline recommended IMRT into standard practice. The expert based coaching initiative, in particular presents a novel training approach for those who are implementing complex techniques. This paper will be of interest to those exploring ways to fund, implement and sustain complex and evolving technologies.

Details

International Journal of Health Care Quality Assurance, vol. 27 no. 8
Type: Research Article
ISSN: 0952-6862

Keywords

Article
Publication date: 3 June 2014

Bram Soenen, Franky D’Oosterlinck and Eric Broekaert

The purpose of this paper is to investigate the prevalence of anxiety in youngsters with emotional and behavioral disorders, and its relation to other problems, using different…

Abstract

Purpose

The purpose of this paper is to investigate the prevalence of anxiety in youngsters with emotional and behavioral disorders, and its relation to other problems, using different informants.

Design/methodology/approach

Data were collected in a Flemish treatment center. Educators completed a Child Behavior Checklist (CBCL) for each child, teachers completed a Teacher Report Form (TRF), and youth themselves completed a Youth Self Report (YSR) and a Screen for Child Anxiety Related Emotional Disorders (SCARED).

Findings

Analyses indicated an explicit presence of anxiety. A clear relation was found between anxiety symptoms and internalizing problem behavior on the YSR, whereas only a slight relationship was found with the CBCL, and practically no relationship was found with the TRF. Only few correlations between anxiety and externalizing problems were found. Finally, youth themselves indicated strong correlations between anxiety and thought problems, whereas educators indicated strong correlations between youths’ anxiety and social problems.

Originality/value

Several studies describe professionals’ difficulties to get a comprehensive perceptions of youths’ problems. This paper provides detailed insights in the nature of the informant discrepancies.

Details

Therapeutic Communities: The International Journal of Therapeutic Communities, vol. 35 no. 2
Type: Research Article
ISSN: 0964-1866

Keywords

Article
Publication date: 9 July 2018

Onur Dogan and Basar Öztaysi

With the emerging technologies, collecting and processing data about the behaviors of customers or employees in a specific location has become possible. The purpose of this paper…

Abstract

Purpose

With the emerging technologies, collecting and processing data about the behaviors of customers or employees in a specific location has become possible. The purpose of this paper is to evaluate existing data collection technologies.

Design/methodology/approach

Technology evaluation problem is handled as a multi-criteria decision-making (MCDM) problem. In this manner, a decision model containing four criteria and eight sub-criteria and four alternatives are formed. The problem is solved using hesitant analytic hierarchy process (AHP) and trapezoidal fuzzy numbers (TrFN).

Findings

The results show that the most important sub-criteria are: accuracy, quantity, ıntrospective and cost. Decision makers’ evaluate for alternatives, namely wireless fidelity (WiFi), camera, radio-frequency identification and Bluetooth. The best alternative is found as Bluetooth which is followed by WiFi and Camera.

Research limitations/implications

Technology evaluation problem, just like many other MCDM problems are solved using expert evaluations. Thus, the generalizability of the findings is low.

Originality/value

In this paper, technology selection problem has been handled using hesitant AHP for the first time. In addition, the original methodology is extended by using TrFN to represent the expert evaluations in a better way.

Details

Journal of Enterprise Information Management, vol. 31 no. 4
Type: Research Article
ISSN: 1741-0398

Keywords

11 – 20 of 57