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The purpose of this paper is to develop a model of the inductive link for implantable systems. The model is suitable for a cochlear implant in which a lateral misalignment and distance coil can be up to 16 mm.

The description of the generation of implantable systems' high‐power, such as a cochlear implant, are powered by transcutaneous inductive power links formed by two coils: the first is a printed spiral coil used in the receiver device and the second is a solenoid coil used in the emitter device. Optimizing the power efficiency of the wireless link is imperative to minimize the size of the external energy source, heating dissipation in the tissue, and interference with other devices. The authors have outlined the theoretical foundation of optimal power transmission efficiency in an inductive link, and combined it with semi‐empirical models to predict parasitic components. The power amplifier itself is a class‐E amplifier optimized in both output voltage and efficiency, and bears an excellent tolerance to misalignments.

Two Spice‐based electrical models of the coils are achieved. The technique employed during the work is based on polynomial interpolation of the mutual inductance in which coil misalignments are considered as variables. On the other hand, a voltage regulator is studied and simulated by Cadence Analog Artist in the AMS 0.35 μm CMOS technology.

This paper provides a novel and useful method for transmitting power for an implantable system via an inductive link. The procedure of the authors' design is achieved at 10 MHz and the power transmission efficiency is 35 percent, whatever the longitudinal misalignment (up to 16 mm) between both coils.

The purpose of this paper is to investigate the global influence of crude and refined oil futures prices on Dow Jones Islamic equity indices (DJIMI) during the recent global financial crisis under structural breaks in the conditional volatility of oil futures prices.

It aims at exploring the long-run and the short-run elasticity and causal relationships using an ARDL bound testing approach and a vector error correction model.

The main findings confirm the presence of long-run relationship for DJIM emerging markets index compared to other global and sub-regional developed indexes. Speed of adjustment to the long-run equilibrium is moderate and the effect of structural breaks, produced from nonlinear volatility model with long memory (LM), is overall not pronounced for that relationship. Short-run causality is bi-directional but long-run Granger causality does not run from refined oil to the DJIMI and crude oil.

The paper demonstrates the implicit extent of international financial integration of Islamic stock markets in light of the global influence of oil prices.

The findings offer some highlights to researchers, portfolio managers and policymakers.

The paper gives an answer to an identified need to test the position of Islamic equity markets as booming Islamic investment and socially responsible investment areas to the global influence of the new soaring path of oil markets. It uses as well bounds testing approach and tests weak and strong causalities under structural breaks. It considers as well LM behavior in oil prices along with the asymmetry property in oil prices.

This paper aims to analyze and give directions for advancing research in stock market volatility highlighting its features, structural breaks and emerging developments. This study offers a platform to research the benchmark studies to know the research gap and give directions for extending future research.

The author has performed the literature review, and, reference checking as per the snowballing approach. Firstly, the author has started with outlining and simplifying the significance of the subject area, the review illustrating the various elements along with the research gaps and emphasizing the finding.

This work summarizes the studies covering the volatility, its properties and structural breaks on various aspects such as techniques applied, subareas and the markets. From the review’s analysis, no study has clarified the supremacy of any model because of the different market conditions, nature of data and methodological aspects. The outcome of this research work has delivered further magnitude to research the benchmark studies for the upcoming work on stock market volatility. This paper has also proposed the hybrid volatility models combining artificial intelligence with econometric techniques to detect noise, sudden changes and chaotic information easily.

The author has taken the research papers from the scholarly journal published in the English language only and the author may also consider other nonscholarly or other language journals.

To the best of the author’s knowledge, this research work highlights an updated and more comprehensive framework examining the properties and demonstrating the contemporary developments in the field of stock market volatility.