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Articles 1 - 4 of 4
Full-Text Articles in Physical Sciences and Mathematics
Evaluating The Volatility Forecasting Performance Of Best Fitting Garch Models In Emerging Asian Stock Markets, Chaiwat Kosapattarapim, Yan-Xia Lin, Michael Mccrae
Evaluating The Volatility Forecasting Performance Of Best Fitting Garch Models In Emerging Asian Stock Markets, Chaiwat Kosapattarapim, Yan-Xia Lin, Michael Mccrae
Faculty of Informatics - Papers (Archive)
While modeling the volatility of returns is essential for many areas of finance, it is well known that financial return series exhibit many non-normal characteristics that cannot be captured by the standard GARCH model with a normal error distribution. But which GARCH model and which error distribution to use is still open to question, especially where the model that best fits the in-sample data may not give the most effective out-of-sample volatility forecasting ability. Approach: In this study, six simulated studies in GARCH(p,q) with six different error distributions are carried out. In each case, we determine the best fitting GARCH …
Improved Photovoltaic Performance Of Dye-Sensitized Solar Cells With Modified Self-Assembling Highly Ordered Mesoporous Tio2 Photoanodes, Ziqi Sun, Jung Ho Kim, Yue Zhao, Fargol Bijarbooneh, Victor Malgras, S X. Dou
Improved Photovoltaic Performance Of Dye-Sensitized Solar Cells With Modified Self-Assembling Highly Ordered Mesoporous Tio2 Photoanodes, Ziqi Sun, Jung Ho Kim, Yue Zhao, Fargol Bijarbooneh, Victor Malgras, S X. Dou
Australian Institute for Innovative Materials - Papers
Strategies for improving the photovoltaic performance of dye-sensitized solar cells (DSSCs) are proposed by modifying highly transparent and highly ordered multilayer mesoporous TiO2 photoanodes through nitrogen-doping and top-coating with a light-scattering layer. The mesoporous TiO2 photoanodes were fabricated by an evaporation-induced self-assembly method. In regard to the modification methods, the light-scattering layer as a top-coating was proved to be superior to nitrogen-doping in enhancing not only the power conversion efficiency but also the fill factor of DSSCs. The optimized bifunctional photoanode consisted of a 30-layer mesoporous TiO2 thin film (4.15 mm) and a Degussa P25 light-scattering top-layer (4 mm), which …
Effects Of Atomic Layer Deposited Thin Films On Dye Sensitized Solar Cell Performance, Jonathan A. Campbell, Mervyn Deborniol, Attila J. Mozer, Peter J. Evans, Robert P. Burford, Gerry Triani
Effects Of Atomic Layer Deposited Thin Films On Dye Sensitized Solar Cell Performance, Jonathan A. Campbell, Mervyn Deborniol, Attila J. Mozer, Peter J. Evans, Robert P. Burford, Gerry Triani
Australian Institute for Innovative Materials - Papers
"The application of thin titania films by atomic layer deposition on top of a low temperature nanoparticulate TiO2 electrode was found to enhance the performance of dye sensitized solar cells. Dynamic measurements of photoinduced charge extraction showed that the atomic layer deposited top coat increased the electron lifetime at the same electron density. This was attributed to an increased electron trap concentration, which resulted in slower charge transport and increased charge carrier lifetimes.
Methane Retrievals From Greenhouse Gases Observing Satellite (Gosat) Shortwave Infrared Measurements: Performance Comparison Of Proxy And Physics Retrieval Algorithms, D Schepers, S Guerlet, A Butz, J Landgraf, C Frankenberg, O Hasekamp, J-F Blavier, N M. Deutscher, D W. T Griffith, F Hase, E Kyro, I Morino, V Sherlock, R Sussmann, I Aben
Methane Retrievals From Greenhouse Gases Observing Satellite (Gosat) Shortwave Infrared Measurements: Performance Comparison Of Proxy And Physics Retrieval Algorithms, D Schepers, S Guerlet, A Butz, J Landgraf, C Frankenberg, O Hasekamp, J-F Blavier, N M. Deutscher, D W. T Griffith, F Hase, E Kyro, I Morino, V Sherlock, R Sussmann, I Aben
Faculty of Science - Papers (Archive)
We compare two conceptually different methods for determining methane column-averaged mixing ratios (XCH4) from Greenhouse Gases Observing Satellite (GOSAT) shortwave infrared (SWIR) measurements. These methods account differently for light scattering by aerosol and cirrus. The proxy method retrieves a CO2 column which, in conjunction with prior knowledge on CO2 acts as a proxy for scattering effects. The physics-based method accounts for scattering by retrieving three effective parameters of a scattering layer. Both retrievals are validated on a 19-month data set using ground-based XCH4 measurements at 12 stations of the Total Carbon Column Observing Network (TCCON), …