Browsing Workspace (UPSpace) by Type "Preprint Article"

Browsing Workspace (UPSpace) by Type "Preprint Article"

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  • Amplitude quantization method for autonomous threshold estimation in self-reconfigurable cognitive radio systems 
    Onumanyi, A.J. (Adeiza); Abu-Mahfouz, Adnan Mohammed; Hancke, Gerhard P. (Elsevier, 2021-02)
    Self-adaptive threshold adjustment algorithms (SATAs) are required to reconfigure their parameters autonomously (i.e. to achieve self-parameter adjustment) at runtime and during online use for effective signal detection ...
  • Anomalous gas in ESO 149-G003 : a MeerKAT-16 view 
    Jozsa, G.I.G.; Thorat, K.; Kamphuis, P.; Sebokolodi, Lerato; Maina, Eric K.; Wang, Jing; Pieterse, Danielle L.A.; Groot, Paul; Ramaila, Athanaseus J.T.; Serra, P.; Andati, Lexy A.L.; De Blok, W. J.G.; Hugo, B.; Kleiner, D.; Maccagni, F.M.; Makhathini, Sphesihle; Molnar, D.Cs.; Ramatsoku, M.; Smirnov, O.M.; Bloemen, Steven; Paterson, Kerry; Vreeswijk, Paul; McBride, Vanessa; Klein-Wolt, Marc; Woudt, Patrick; Kording, Elmar; Le Poole, Rudolf; Goedhart, Sharmila; Passmoor, Sean S.; Serylak, Maciej; Dettmar, Ralf-Jurgen (Oxford University Press, 2021-02)
    ESO 149-G003 is a close-by, isolated dwarf irregular galaxy. Previous observations with the ATCA indicated the presence of anomalous neutral hydrogen (⁠HI⁠) deviating from the kinematics of a regularly rotating disc. We ...
  • Are real interest rates a monetary phenomenon? Evidence from 700 years of data 
    Plakandaras, Vasilios; Gupta, Rangan; Karmakar, Sayar; Wohar, Mark (Elsevier, 2023-10)
    In this paper we examine the effect of permanent inflation shocks on real interest rates, based on a structural Time-Varying Parameter Vector Autoregression (TVP-VAR) model that accounts for parameter instability, using ...
  • Avian–human influenza epidemic model with diffusion, nonlocal delay and spatial homogeneous environment 
    Tadmon, Calvin; Tsanou, Berge; Feukouo, Arnaud Fossi (Elsevier, 2022-10)
    In this paper, an avian–human influenza epidemic model with diffusion, nonlocal delay and spatial homogeneous environment is investigated. This model describes the transmission of avian influenza among poultry, humans and ...
  • The behavior of real interest rates: new evidence from a “suprasecular” perspective 
    Canarella, Giorgio; Gil-Alana, Luis A.; Gupta, Rangan; Miller, Stephen M. (Wiley, 2022)
    We examine the temporal dynamics of the historical series of real interest rates for France, Germany, Italy, Japan, the Netherlands, Spain pre-1730 and post-1800, the United Kingdom, and the United States stretching back ...
  • Can monetary policy lean against housing bubbles? 
    Andre, Christophe; Caraiani, Petre; Calin, Adrian Cantemir; Gupta, Rangan (Elsevier, 2022-05)
    Gali and Gambetti (2015) found protracted episodes in which stock prices rise in response to monetary policy tightening. This counter-intuitive result suggests that raising the policy rate in response to a perceived asset ...
  • Category measures, the dual of C(K)δ and hyper-stonean spaces 
    Van der Walt, Jan Harm (American Mathematical Society, 2021-11)
    Please read abstract in the article.
  • Causal model of an industrial platinum flotation circuit 
    Steyn, Chris; Sandrock, Carl (Elsevier, 2021-04)
    Models of flotation found in literature are generally complex and reliant on manual surveys and laboratory data. Furthermore, these models do not usually indicate the causal relationships from true process independent ...
  • Climate risks and forecastability of the realized volatility of gold and other metal prices 
    Gupta, Rangan; Pierdzioch, Christian (Elsevier, 2022-08)
    We use variants of the Heterogeneous Autoregressive Realized Volatility (HAR-RV) model to examine the out-of-sample predictive value of climate-risk factors for the realized volatility of gold price returns as well as the ...
  • Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model 
    Karmakar, Sayar; Gupta, Rangan; Cepni, Oguzhan; Rognone, Lavinia (Elsevier, 2023-05)
    We investigate whether text-based physical or transition climate risks forecast the daily volume of gold trade contracts. Given the count-valued nature of gold volume data, we employ a log-linear Poisson integer-valued ...
  • Climate risks and realized volatility of major commodity currency exchange rates 
    Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian (Elsevier, 2023-01)
    We find that climate-related risks forecast the intraday data-based realized volatility of exchange rate returns of eight major fossil fuel exporters (Australia, Brazil, Canada, Malaysia, Mexico, Norway, Russia, and South ...
  • Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach 
    Caporin, Massimiliano; Gupta, Rangan; Ravazzolo, Francesco (Elsevier, 2021-01)
    We study contagion between Real Estate Investment Trusts (REITs) and the equity market in the U.S. over four sub-samples covering January, 2003 to December, 2017, by using Bayesian nonparametric quantile-on-quantile (QQ) ...
  • Control and estimation techniques applied to smart microgrids : a review 
    Mbungu, Nsilulu Tresor; Ismail, Ali A.; AlShabi, Mohammad; Bansal, Ramesh C.; Elnady, A.; Hamid, Abdul Kadir (Elsevier, 2023-06)
    The performance of microgrid operation requires hierarchical control and estimation schemes that coordinate and monitor the system dynamics within the expected manipulated and control variables. Smart grid technologies ...
  • Does inequality help in forecasting equity premium in a panel of G7 countries? 
    Christou, Christina; Gupta, Rangan; Jawadi, Fredj (Elsevier, 2021-07)
    This paper investigates whether the post-tax and transfer growth rate in the Gini index can help in forecasting the equity premium in the G7 countries (Canada, France, Germany, Italy, Japan, United Kingdom (UK), and United ...
  • Downstream development during South African cut-off low pressure systems 
    Ndarana, Thando; Rammopo, Tsholanang S.; Bopape, Mary-Jane Morongwa; Reason, Chris J.C.; Chikoore, Hector (Elsevier, 2021-02)
    Using 39 years of ECMWF renalysis data, an established energetics framework and simple composite analysis this study has shown that South African cut-off low (COL) pressure systems are preceded by downstream development ...
  • Effects of conventional and unconventional monetary policy shocks on housing prices in the United States : the role of sentiment 
    Caraiani, Petre; Gupta, Rangan; Lau, Chi Keung Marco; Marfatia, Hardik A. (Routledge, 2022)
    In this paper, we use a Quantile Structural Vector Autoregressive (QSVAR) model, estimated over the quarterly period of 1975:Q3 to 2017:Q3, to analyze whether the impact of monetary policy shocks on growth rate of real ...
  • Embedding information onto a dynamical system 
    Manjunath, Gandhi (IOP Publishing, 2022-01)
    The celebrated Takens' embedding theorem concerns embedding an attractor of a dynamical system in a Euclidean space of appropriate dimension through a generic delay-observation map. The embedding also establishes a topological ...
  • Evolution of price effects after one-day abnormal returns in the US stock market 
    Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, Mark E. (Elsevier, 2021-07)
    This paper provides a comprehensive analysis of price effects after one-day abnormal returns and their evolution in the US stock market, using Dow Jones Index over the period 1890–2018. We utilise several statistical tests ...
  • Evolving United States stock market volatility : the role of conventional and unconventional monetary policies 
    Plakandaras, Vasilios; Gupta, Rangan; Balcilar, Mehmet; Ji, Qiang (Elsevier, 2022-04)
    Despite the econometric advances of the last 30 years, the effects of monetary policy stance during the boom and busts of the stock market are not clearly defined. In this paper, we use a structural heterogeneous vector ...
  • Exchange rate predictability with nine alternative models for BRICS countries 
    Salisu, Afees A.; Gupta, Rangan; Kim, Won Joong (Elsevier, 2022-03)
    This paper seeks to add to the literature on short-run exchange rate predictability by focusing on BRICS exchange rates. We utilize both time-varying and constant parameter models, and account for a variety of macro ...