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Wyświetlanie 1-15 z 167
Tytuł:
Combined systems of energy generation – a characterisation and classification
Autorzy:
Gilewski, J
Montusiewicz, J.
Powiązania:
https://bibliotekanauki.pl/articles/102889.pdf
Data publikacji:
2014
Wydawca:
Stowarzyszenie Inżynierów i Techników Mechaników Polskich
Tematy:
combined heat and power (CHP)
combined energy generation
cogeneration systems
Opis:
The study presents issues concerning technical solutions of combined systems of energy generation which can be used primarily in low-level power plants, installed in various types of public utility sites. A detailed description is given of selected ways of powering combined energy generation systems, presenting conceptual outlines of their operation and information on their advantages, disadvantages and applications. The following systems are introduced: gas-steam, back-pressure steam turbine, extraction-condensing steam turbine, gas turbine, gas microturbine, Stirling engine, fuel cells and internal combustion piston engine. Moreover, the study addresses economic aspects of energy generation in combined systems, discussing different methodologies of cost calculation, including the one used by the European Union. The article also gives a detailed review of piston engine combined-system aggregates available in the Polish market. Type series of associated systems designed for low-power appliances are shown, produced by Polish and foreign companies such as Viessmann, Centrum Elektroniki Stosowanej CES, H. Cegielski – Poznań, KWE Technika Energetyczna, TEDOM Poland or the EPS System.
Źródło:
Advances in Science and Technology. Research Journal; 2014, 8, 23; 53-61
2299-8624
Pojawia się w:
Advances in Science and Technology. Research Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Combined freight transport terminals in Germany - current state and development prospects
Autorzy:
Janiak, Tomasz
Powiązania:
https://bibliotekanauki.pl/articles/32101895.pdf
Data publikacji:
2023-11-30
Wydawca:
Sieć Badawcza Łukasiewicz - Poznański Instytut Technologiczny
Tematy:
combined transport
combined freight transport terminal
rail infrastructure
digital innovations
Opis:
The article presents current issues regarding combined freight transport terminals (CFT terminals) in Germany, with particular attention to road/rail transport and the implementation of the latest technologies of rail/road handling of rolling stock in terminals. The brief description of the state of current knowledge about combined freight transport terminals in both organizational and technological aspects are introduced. Considerations are focused on the description of the development of selected facilities and trends in the field of terminal operations. Examples of currently implemented projects and best practices, especially the implementation of digital solutions, are presented.
Źródło:
Rail Vehicles/Pojazdy Szynowe; 2023, 1-2; 14-19
0138-0370
2719-9630
Pojawia się w:
Rail Vehicles/Pojazdy Szynowe
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Gene action and combing ability of some agronomic traits in corn using diallel analysis
Autorzy:
Haddadi, Mohammad Hossein
Esmaeilov, Maqsadollah
Choukan, Rajab
Rameeh, Valiollah
Powiązania:
https://bibliotekanauki.pl/articles/2199579.pdf
Data publikacji:
2014-06-19
Wydawca:
Instytut Hodowli i Aklimatyzacji Roślin
Tematy:
combined analysis
correlation
dominance
heritability
maize
Opis:
Combining ability estimates are important genetic attributes to maize breeders in anticipating improvement via hybridization and selection. To determine the combining ability for yield and yield associated traits, 8 diverse corn inbred lines were used in a half diallel mating design. Twenty eight F1 progenies along with their parents were planted in randomized complete block design with four replications in two locations during two years. Combined analysis of variance showed significant mean squares of general combining ability (GCA) and specific combing ability (SCA) for Days to silking emergence (DS), plant height (PH), 1000-kernel weight (KW), number of kernels in ear row (KR), number of rows in ear( NR ) , ear diameter (ED), cob diameter (CD), kernel yield (KY) indicating that the importance of both additive and non additive genetic effects for these traits. However, high narrow-sense heritability estimates, low degree of dominance and the ratio of estimates of GCA to SCA effects for DS , NR and CD indicated that additive genetic effect was more important for these traits. Most of the crosses with significant SCA effects for KY had at least one parent with significant GCA effects for the same traits. Significant positive correlations were detected between KY and other yield components including KW, KR, NR and ED, therefore these traits can be used as indirect selection criteria for KY improvement. The crosses MO17 × Line8, MO17 × Line 10 and MO17 × Line 12, Line 8 × Line 10 and Line 8 × Line 21 with high values of KY were considered as good cross combinations for improving the trait.
Źródło:
Plant Breeding and Seed Science; 2014, 69; 35-46
1429-3862
2083-599X
Pojawia się w:
Plant Breeding and Seed Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Reactive power based fair calculation approach for multiobjective load dispatch problem
Autorzy:
Pal Singh, Harinder
Singh Brar, Yadwinder
Kothari, D.P.
Powiązania:
https://bibliotekanauki.pl/articles/140954.pdf
Data publikacji:
2019
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
combined active reactive economic dispatch
combined active reactive emission dispatch
economic load dispatch
multiobjective load dispatch
Opis:
This paper proposes a fair calculation approach for the cost and emission of generators. Generators also have reactive power requirements along with the active power demand to meet up the total power demand. In this paper, firstly the reactive power is calculated considering the random active power operating points on the capability curve of a generator then the cost for reactive power generation as well as emission are calculated. In order to develop the mathematical function for the reactive power cost and reactive power emission, a curve-fitting technique is applied, which gives the generalised reactive power cost and reactive power emission functions. At the end, the problem is formulated as a multiobjective problem, considering conflicting objectives such as combined activereactive economic dispatch and combined active-reactive emission dispatch. The problem is converted from the multiobjective load dispatch problem (MOLDP) into a scalar problem, using the weighting method and the best compromised solution has been calculated using the particle swarm optimization (PSO) technique. A fuzzy cardinal method has been applied to choose the best solution. In order to demonstrate the efficiency of developed functions the proposed method is applied on a 3 generator unit system and a 10 generator unit system, the results obtained show its validity and effectiveness.
Źródło:
Archives of Electrical Engineering; 2019, 68, 4; 719-735
1427-4221
2300-2506
Pojawia się w:
Archives of Electrical Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Selected combined power systems consisted of selfignition engine and steam turbine
Autorzy:
Olszewski, W.
Dzida, M.
Powiązania:
https://bibliotekanauki.pl/articles/260028.pdf
Data publikacji:
2018
Wydawca:
Politechnika Gdańska. Wydział Inżynierii Mechanicznej i Okrętownictwa
Tematy:
self-ignition engine
combined systems
steam turbine
Opis:
This paper presents optimization of selected combined diesel engine-steam turbine systems. Two systems: the system combined with waste heat one-pressure boiler only and its version containing additionally low-pressure boiler proper feeding degasifier and the system of two-pressure cycle, were taken into considerations. Their surplus values of power output and efficiency associated with utilization of waste heat contained in piston engine exhaust gas were compared to each other. For the considerations two high-power low-speed engines were taken into account. The main engines of comparable power of about 54 MW produced by Wartsila and MAN Diesel & Turbo firms, were selected.
Źródło:
Polish Maritime Research; 2018, S 1; 198-203
1233-2585
Pojawia się w:
Polish Maritime Research
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Therapeutic options in the treatment of open angle glaucoma and their use in accordance with the latest guidelines
Autorzy:
Misiuk-Hojło, Marta
Tomczyk-Socha, Martyna
Powiązania:
https://bibliotekanauki.pl/articles/51789554.pdf
Data publikacji:
2024-03-31
Wydawca:
Medical Education
Tematy:
glaucoma
pharmacological therapy
glaucoma drugs
combined drugs
Opis:
Glaucoma is an optic neuropathy characterized by typical damage of the optic nerve with gradual atrophy of retinal ganglion cells and visual field defects. The goal of glaucoma therapy is to reduce intraocular pressure and reduce daily pressure fluctuations. Currently, in the treatment of primary open-angle glaucoma in Poland, we use four groups of drugs: β-adrenergic receptor antagonists, prostaglandin analogues, α-adrenergic receptor agonists and carbonic anhydrase inhibitors. First-line drugs, according to the guidelines of the Polish Ophthalmological Society, are prostaglandin analogues/prostamide. When considering the addition of a second drug to prostaglandins, brimonidine lowers intraocular pressure more strongly than dorzolamide or brinzolamide, similarly as timolol does. Drug containing two active substances are as effective as substances administered in two separate drops, therefore it is advantageous to use combined drug instead of using two different drugs.
Źródło:
OphthaTherapy; 2024, 11, 1; 7-13
2353-7175
2543-9987
Pojawia się w:
OphthaTherapy
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Regulation of p53 by siRNA in radiation treated cells: Simulation studies
Autorzy:
Puszyński, K.
Jaksik, R.
Świerniak, A.
Powiązania:
https://bibliotekanauki.pl/articles/331259.pdf
Data publikacji:
2012
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
siRNA
p53
terapia skojarzona
combined therapy
Opis:
Ionizing radiation activates a large variety of intracellular mechanisms responsible for maintaining appropriate cell functionality or activation of apoptosis which eliminates damaged cells from the population. The mechanism of such induced cellular death is widely used in radiotherapy in order to eliminate cancer cells, although in some cases it is highly limited by increased cellular radio-resistance due to aberrations in molecular regulation mechanisms of malignant cells. Despite the positive correlation between the radiation dose and the number of apoptotic cancer cells, radiation has to be limited because of extensive side effects. Therefore, additional control signals whose role will be to maximize the cancer cells death-ratio while minimizing the radiation dose and by that the potential side effects are worth considering. In this work we present the results of simulation studies showing possibilities of single gene regulation by small interfering RNA (siRNA) that can increase radio-sensitivity of malignant cells showing aberrations in the p53 signaling pathway, responsible for DNA damage-dependant apoptosis. By blocking the production of the p53 inhibitor Mdm2, radiation treated cancer cells are pushed into the apoptotic state on a level normally achievable only with high radiation doses. The presented approach, based on a simulation study originating from experimentally validated regulatory events, concerns one of the basic problems of radiotherapy dosage limitations, which, as will be shown, can be partially avoided by using the appropriate siRNA based control mechanism.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2012, 22, 4; 1011-1018
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Combination of combretastatin A4 phosphate and doxorubicin-containing liposomes affects growth of B16-F10 tumors
Autorzy:
Mitrus, Iwona
Sochanik, Aleksander
Cichoń, Tomasz
Szala, Stanisław
Powiązania:
https://bibliotekanauki.pl/articles/1040651.pdf
Data publikacji:
2009
Wydawca:
Polskie Towarzystwo Biochemiczne
Tematy:
CA4P
doxorubicin
liposomes
combined therapy
Opis:
The study aimed to check the effectiveness of anticancer therapy combining a vascular-disruptive drug (combretastatin phosphate, CA4P) and a liposomal formulation of a chemotherapeutic (doxorubicin). CA4P was synthesized in our laboratory according to a previously described procedure. The antivascular drug and long-circulating doxorubicin-loaded liposomes were used to treat B16-F10 murine melanoma experimental tumors. Seventy-four hours after drug administration, a decrease in the number of tumor blood vessels was apparent and necrotic areas within tumors were visible. Combination therapy consisting of alternate administrations of CA4P and liposomal doxorubicin yielded greater inhibition of tumor growth than monotherapies alone. The best therapeutic results were obtained with the antivascular drug administered intratumorally every second day at 50 mg/kg body mass. In the case of combined therapy, the best results were obtained when the vascular-disruptive agent (CA4P) and the antineoplastic agent (liposomal doxorubicin) were administered in alternation.
Źródło:
Acta Biochimica Polonica; 2009, 56, 1; 161-165
0001-527X
Pojawia się w:
Acta Biochimica Polonica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Combination of IL-12 gene therapy and CTX chemotherapy inhibits growth of primary B16(F10) melanoma tumors in mice
Autorzy:
Mitrus, Iwona
Delić, Klaudia
Wróbel, Natalia
Missol-Kolka, Ewa
Szala, Stanisław
Powiązania:
https://bibliotekanauki.pl/articles/1041249.pdf
Data publikacji:
2006
Wydawca:
Polskie Towarzystwo Biochemiczne
Tematy:
antiangiogenic therapy
interleukin-12 gene
combined therapy
Opis:
We investigated suppression of murine B16(F10) melanoma tumor growth following a therapy which involved concomitant administration of cyclophosphamide and plasmid DNA bearing interleukin-12 gene. Since both therapeutic factors display antiangiogenic capabilities, we assumed that their use in blocking the formation of new blood vessels would result in augmented inhibition of tumor growth. This combined therapy regimen indeed resulted in a considerable suppression of tumor growth. We observed a statistically significant extension of treated animals' lifespan. Interestingly, the therapeutic effect was also obtained using a plasmid without an interleukin gene insert. This observation suggests that plasmid DNA, which has been widely applied for treating neoplastic tumors, contains element(s) that elicit immune response in mice.
Źródło:
Acta Biochimica Polonica; 2006, 53, 2; 357-360
0001-527X
Pojawia się w:
Acta Biochimica Polonica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Parametric analysis of the efficiency of the combined gas-steam turbine unit of a hybrid cycle for the FPSO vessel
Autorzy:
Serbin, Serhiy
Washchilenko, Nikolay
Dzida, Marek
Kowalski, Jerzy
Powiązania:
https://bibliotekanauki.pl/articles/2033277.pdf
Data publikacji:
2021
Wydawca:
Politechnika Gdańska. Wydział Inżynierii Mechanicznej i Okrętownictwa
Tematy:
combined-cycle
gas turbine
steam turbine
power plant
Opis:
A thermal diagram of the combined gas‒steam turbine unit of a hybrid cycle, which is an energy complex consisting of a base gas turbine engine with a steam turbine heat recovery circuit and a steam-injected gas turbine operating with overexpansion, is proposed. A mathematical model of a power plant has been developed, taking into consideration the features of thermodynamic processes of simple, binary, and steam-injected gas‒steam cycles. Thermodynamic investigations and optimization of the parameters of a combined installation of a hybrid cycle for the generation of electrical energy have been carried out. Three-dimensional calculations of the combustion chamber of a steam-injected gas turbine were carried out, which confirmed the low emissions of the main toxic components.
Źródło:
Polish Maritime Research; 2021, 4; 122-132
1233-2585
Pojawia się w:
Polish Maritime Research
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Domestic combined micro heat and power plant
Domowe mikrosiłownie kogeneracyjne
Autorzy:
Mikielewicz, J.
Powiązania:
https://bibliotekanauki.pl/articles/1819829.pdf
Data publikacji:
2009
Wydawca:
Politechnika Koszalińska. Wydawnictwo Uczelniane
Tematy:
mikrosiłownie
kogeneracja
energetyka
micro heat
combined
energy sector
Opis:
Nowadays the main direction of developments in energy sector is production of electricity in big power plants. The bigger capacity of the plant the lower is cost of the unit of electricity. This direction of development reaches many barriers. So, in energy conversion field a new direction is established called dispersed cogeneration of heat and power in small power plants. In paper the micro combined heat and power unit (CHP) is presented. Produced heat by CHP can be used for preparation of hot water for domestic use, swimming pools, heating purposes or production of ice water. The source of prime energy in the micro CHP can be gas from combustion of natural resources or biomass, geothermal resource or the solar collectors. Also the waste heat from technological processes can be used for that purpose. Electricity is produced by the generator driven by the micro turbine operating on vapor of low-boiling point liquid. The power of such turbine ranges from several to tens of kilowatts. The advantage of the micro CHP is its compactness and small dimensions as well possibility for full automation of the operation of such plant. Small dimensions of the CHP are obtained through implementation of modern materials and up to date micro- or even nanotechnologies. Small dimensions of turbine and heat exchangers, simple materials and simple fabrications of parts of the plants, working in low temperatures range, lead to low costs of electricity production.
Jednym z nowych obiecujących kierunków współczesnej energetyki uzupełniającym scentralizowany sektor energetyki jest sektor energetyki rozproszonej, w którym wytwarzana jest energia elektryczna w kogeneracji z ciepłem. Istnieje szereg technologii energetyki rozproszonej o małej mocy wytwarzania energii elektrycznej i ciepła. Najkrótszy horyzont czasowy związany jest z zastosowanie parowych obiegów Rankine'a na czynnik niskowrzący (Organic Rankine Cycle-ORC) w mikrosiłowni. Na tej bazie powstała w Instytucie Maszyn Przepływowych PAN koncepcja Domowej Mikrosiłowni Kogeneracyjnej. Mikrosiłownia ta o obiegu ORC ma ona służyć do produkcji energii elektrycznej i ciepła do użytku domowego. W przyszłości Mikrosiłownia Kogeneracyjna zastąpi konwencjonalne kotły do ogrzewania obiektów takich jak: domki jednorodzinne, domy wielorodzinne, osiedla itp. Gabarytowo kocioł z Mikrosiłownią będzie niewiele różnić się od dotychczasowego kotła grzewczego ale będzie oprócz funkcji ogrzewania wytwarzać dodatkowo energię elektryczną. Mikrosiłownia parowa na czynnik niskowrzący pracująca w zakresie znacznie niższych temperatur niż silnik spalinowy i turbina gazowa wymaga mniej cennych materiałów, łatwiejsza też jest technologia jej wytworzenia. Przy jej pomocy staje się możliwe generowanie energii elektrycznej przy cenach zbliżonych do cen energii wytwarzanej w tradycyjnych siłowniach dużej mocy. Lepsze wykorzystanie energii paliwa w Mikrosiłowniach Kogeneracyjnych prowadzi do obniżenia szkodliwych emisji towarzyszących procesowi spalania paliwa. Mała siłownia kogeneracyjna może być w pełni zautomatyzowana i nie wymagać obsługi Podstawowymi elementami składowymi mikrosiłowni są: kocioł (parownik), turbina parowa, skraplacz (kondensator), generator elektryczny i pompa zasilająca. Nowa koncepcja mikrosiłowni wymaga rozwiązania szeregu nowych problemów. Jednym z nich jest wybór odpowiedniego czynnika roboczego aby zastosować kompaktne wymienniki ciepła o intensywnej wymianie ciepła w mikrokanałach, analiza obiegu uwzględnia spadki ciśnienia w wymiennikach, które z kolei wpływają na różnice temperatur w wymiennikach a tym samym i na wymiary tych wymienników ciepła. Należało więc w obliczeniach koncepcyjnych uwzględnić spadek ciśnienia przy przepływie dwufazowym przez parownik i skraplacz. Wymianę ciepła podczas wrzenia w parowniku wyznaczono z własnego modelu przepływu dwufazowego. Oprócz prac teoretycznych prowadzone są w Instytucie prace eksperymentalne. Zbudowano stanowisko eksperymentalne symulujące pracę mikrosiłowni, na którym przeprowadzono wstępne pomiary parametrów obiegu, współczynników wymiany ciepła w wymiennikach metodą Wilsona oraz sprawności ekspandera spiralnego. Otrzymane wyniki są zachęcające. W dalszych badaniach eksperymentalnych ekspander (odwrócona chłodnicza sprężarka spiralna) będzie zastąpiony mikroturbiną własnej konstrukcji.
Źródło:
Rocznik Ochrona Środowiska; 2009, Tom 11; 25-38
1506-218X
Pojawia się w:
Rocznik Ochrona Środowiska
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Producing Random Bits with Delay-Line-Based Ring Oscillators
Autorzy:
Jessa, M.
Matuszewski, Ł.
Powiązania:
https://bibliotekanauki.pl/articles/227302.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
ring oscillator
jitter
random bit generator
combined generator
Opis:
One of the sources of randomness for a random bit generator (RBG) is jitter present in rectangular signals produced by ring oscillators (ROs). This paper presents a novel approach for the design of delays used in these oscillators. We suggest using delay elements made on carry4 primitives instead of series of inverters or latches considered in the literature. It enables the construction of many high frequency ring oscillators with different nominal frequencies in the same field programmable gate array (FPGA). To assess the unpredictability of bits produced by RO-based RBG, the restarts mechanism, proposed in earlier papers, was used. The output sequences pass all NIST 800-22 statistical tests for smaller number of ring oscillators than the constructions described in the literature. Due to the number of ROs with different nominal frequencies and the method of construction of carry4 primitives, it is expected that the proposed RBG is more robust to cryptographic attacks than RBGs using inverters or latches as delay element.
Źródło:
International Journal of Electronics and Telecommunications; 2013, 59, 1; 41-50
2300-1933
Pojawia się w:
International Journal of Electronics and Telecommunications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Effect of combined therapy with infusion changing rates of endogenous intoxication in rats in severe combined trauma of the abdominal cavity (experimental study)
Autorzy:
Krylyuk, V.O.
Gudyma, A.A.
Powiązania:
https://bibliotekanauki.pl/articles/1032354.pdf
Data publikacji:
2014
Wydawca:
Uniwersytet Kazimierza Wielkiego w Bydgoszczy
Tematy:
severe combined trauma
endogenous intoxication
infusion therapy
experiment
Opis:
This paper studied feature of endogenous intoxication in experimental animals combined trauma of the abdomen, after which the simulation injury after 10 minutes was administered intravenously hyperosmolar solution "Refortan " and colloidal hyperosmolar solution «HAES-LX5%» 50% in the volume of lost blood. We found that in the group of animals where the replacement of blood loss was conducted colloidal solution hyperosmolar endogenous intoxication level was lower.
Źródło:
Journal of Health Sciences; 2014, 4, 1; 375-382
1429-9623
Pojawia się w:
Journal of Health Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Investigating the Efficiency of Combined Cycle Power Plants with the Data Envelopment Analysis Process (with an Emphasis on Air Pollution)
Autorzy:
Sanjaranipour, Noushin
Atabi, Farideh
Momeni, Mansour
Ghodousi, Jamal
Lahijanian, Akramolmolok
Powiązania:
https://bibliotekanauki.pl/articles/2055783.pdf
Data publikacji:
2022
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
efficiency
Combined Cycle Power Plants
DEA
air pollution
Opis:
Performance management is one of the most significant strategies in promoting the efficiency of organizations and is highly sensitive. It is important to check the efficiency of combined cycle power plants because of their major contribution to power generation and air pollution. This study was conducted to evaluate the economic and environmental efficiency of Combined Cycle Power Plants (CCPPs). The inputs and outputs required to evaluate the performance of the power plants were determined according to expert opinions. Then, the 7-year statistics and information of the Qom, Neishabour, Shahid Rajaee, Yazd and Kerman power plants were collected as the desired CCPPs in Iran. The Window Data Envelopment Analysis (WDEA) method was used for evaluating the efficiency of the power plants. The 3-year window length showed that most of the power plants were efficient. Only the Rajaee, Neishabour and Yazd power plants were ineffective in some years. The mean efficiency of the power plants in the 4-year window length showed that the plants were efficient from 2008 to 2010.
Źródło:
Geomatics and Environmental Engineering; 2022, 16, 2; 111--125
1898-1135
Pojawia się w:
Geomatics and Environmental Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Combining forecasts? Keep it simple
Autorzy:
Lis, Szymon
Chlebus, Marcin
Powiązania:
https://bibliotekanauki.pl/articles/22443122.pdf
Data publikacji:
2023-10-31
Wydawca:
Uniwersytet Warszawski. Wydział Nauk Ekonomicznych
Tematy:
Machine learning
GARCH model
combined forecasts
commodities
VaR
Opis:
This study contrasts GARCH models with diverse combined forecast techniques for Commodities Value at Risk (VaR)modeling, aiming to enhance accuracy and provide novel insights. Employing daily returns data from 2000 to 2020 forgold, silver, oil, gas, and copper, various combination methods are evaluated using the Model Confidence Set (MCS) procedure. Results show individual models excel in forecasting VaR at a 0.975 confidence level, while combined methods outperform at 0.99 confidence. Especially during high uncertainty, as during COVID-19, combined forecasts prove more effective. Surprisingly, simple methods such as mean or lowest VaR yield optimal results, highlighting their efficacy. This study contributes by offering a broad comparison of forecasting methods, covering a substantial period, and dissecting crisis and prosperity phases. This advances understanding in financial forecasting, benefiting both academia and practitioners.
Źródło:
Central European Economic Journal; 2023, 10, 57; 343-370
2543-6821
Pojawia się w:
Central European Economic Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
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