volatility-modeling

Abstract Bibliometric reviews have proliferated across academic disciplines in recent years. This unprecedented publication trajectory has prompted concerns about quality and the contributions of these reviews to knowledge. This systematic review used descriptive statistics and content analysis to review 1,873 bibliometric reviews of educational research published in Scopus-indexed journals throu…

This Perspective is dedicated to the memory of Professor Joseph Mark (Joe) Gani (1924–2016) and Professor Christopher Charles (Chris) Heyde (1939–2008), two scholars whose intellectual leadership profoundly shaped applied probability, mathematical statistics, and their interface with finance, insurance, and risk management. Their contributions extend beyond specific technical results to the devel…

This record contains a preprint manuscript presenting a calibrated Bourdieu-inspired agent-based model of scientific fields and co-authorship networks. The model investigates how symbolic capital, legitimacy, bounded collaboration, and institutional inertia can generate discipline-like collaboration regimes resembling the canonical co-authorship profiles reported by Newman.

Abstract The paper re-examines the principle of the bird-in-hand under the dynamic situation in the emerging spots market in Pakistan. Our sample consisted of 100 KSE—100 companies dating 2009–2024. The abnormal returns are separated out using an event study model and a rolling window version of the CAPM, and we have constructed a new Dividend Announcement Factor (DAF) to capture systematic varia…

I am trying to understand the intuitive reasoning for why volatility is more for deep OTM/ITM put/call then ATM..(why Simles for equity) Why ATM will not have more volatility as deep OTM/ITM option will be less likely to be exercised.. Thanks for the help!!

Meta-analysts frequently encounter missing covariate values, which can complicate valid estimation of meta-regression models. In practice, missing data are managed often through ad hoc deletion approaches, which can reduce the validity of statistical inferences. More advanced missing data handling approaches such as multiple imputation (MI) remain underutilized, particularly in meta-analyses with…

This study examines and analyzes the effect of the capital adequacy ratio and loan-to-deposit ratio on return on assets in the context of green banking, specifically for banking companies listed on the Indonesia Stock Exchange (IDX) during the 2022-2024 period. This study aims to provide empirical evidence on how financial performance indicators, particularly the capital adequacy ratio and liquid…

Abstract This paper outlines how bp Oman successfully enhanced process safety performance and strengthened frontline safety behaviours through the structured application of the IOGP Process Safety Fundamentals (PSF). In response to persistent global process safety incidents across the oil and gas industry, bp Oman recognized the need for a more effective and sustainable approach to embedding proc…

Abstract This project addresses a fundamental systemic weakness in Operational Risk Management (ORM) within hydrocarbon operations: the disconnect between defined mitigation controls derived from formal Hazard Identification (HAZID) and their verifiable, timely execution by frontline field personnel. Historically, risk management has suffered from a "control execution gap" where theoretical safet…

According to Energy Institute (2020) Process industries (including key energy sectors such as oil and gas exploration and production, petroleum refining, bulk storage, and conventional thermal power generation) cannot achieve absolute safety. Organizations operating within these fields implement risk management strategies, which involve the establishment of comprehensive safety management systems…

SummaryThis technical note examines the predictive power of SIRRIPA (Stock Internal Rate of Return Including Price Appreciation) using 27 comparable Japanese technology and electronics stocks ranked as of December 23, 2025. Comparing initial SIRRIPA levels with subsequent stock performance over approximately 4.5 months, the analysis finds a positive and economically meaningful relationship. Cross…