Correction: Information flow dynamics between geopolitical risk and major asset returns.

[This corrects the article DOI: 10.1371/journal.pone.

The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine war.

We investigate the topology of sectoral returns in the US stock market using minimum spanning tree (MST) analysis. We examine four distinct time periods: the full period, the Global Financial Crisis (GFC), the COVID-19 pandemic, and the Russia-Ukraine war period. By comparing the static results across these periods, we identify differences in the network structure.

Examining the hedge performance of US dollar, VIX, and gold during the coronavirus pandemic: Is US dollar a better hedge asset?

This study utilizes the hedging potential of the U.S. Dollar Index (USDX) during the COVID-19 period, specifically comparing its positive effects on optimal portfolio weights and hedging ratios with those of traditional hedging assets, such as the VIX and gold.

Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels.

Are green investments decoupled from the dirty investment such as the fossil fuel markets? We address this issue by extending the literature on environmental, social, and governance (ESG) assets by examining the dynamic relationship between fossil fuels and digital ESG assets proxied by green cryptocurrencies using the TVP-VAR(Time-varying parameter vector auto regression) spillover framework. Furthermore, we analyze the hedging attributes of green cryptocurrencies and fossil fuels in a minimum connectedness framework. The main findings are as follows: First, green cryptocurrencies are the main shock transmitters in all asset systems.

Information flow dynamics between geopolitical risk and major asset returns.

We quantify information flows between geopolitical risk (GPR) and global financial assets such as equity, bonds, and commodities, with a focus on the Russian-Ukrainian conflict. We combine transfer entropy and the I-CEEMDAN framework to measure information flows at multi-term scales. Our empirical results indicate that (i) in the short term, crude oil and Russian equity show opposite responses to GPR; (ii) in the medium and long term, GPR information increases the risk in the financial market; and (iii) the efficiency of the financial asset markets can be confirmed on a long-term scale.

Impact of liquidity spillovers among industrial sectors on stock markets during crisis periods: Evidence from the S&P 500 index.

We investigate liquidity spillovers among industry sectors in the S&P 500 index to explain the interconnection dynamics in the US stock market. To do so, we define a sectoral liquidity measure based on the Amihud liquidity measure. Employing the spillover model, we further examine US sectors' liquidity spillovers during the global financial crisis (GFC) and the COVID-19 pandemic.

A Mellin Transform Approach to the Pricing of Options with Default Risk.

The stochastic elasticity of variance model introduced by Kim et al. (Appl Stoch Models Bus Ind 30(6):753-765, 2014) is a useful model for forecasting extraordinary volatility behavior which would take place in a financial crisis and high volatility of a market could be linked to default risk of option contracts. So, it is natural to study the pricing of options with default risk under the stochastic elasticity of variance.

Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis.

This study investigates the impact of economic uncertainty due to the coronavirus (COVID-19) pandemic on the industrial economy in the US in terms of the interdependence and causality relationship. We apply wavelet coherence analysis to economic policy uncertainty (EPU) data and monthly sector volatility of the S&P 500 index from January 2008 to May 2020. The results reveal that EPU in terms of COVID-19 has influenced the sector volatility more than the global financial crisis (GFC) for all sectors.

Relationship between uncertainty in the oil and stock markets before and after the shale gas revolution: Evidence from the OVX, VIX, and VKOSPI volatility indices.

We investigate the relationship between crude oil prices and stock markets. Unlike prior studies, we use implied volatility indices and evaluate the change in the relationship between the volatility indices through a sub-period analysis. Specifically, we examine the causal relationships among the crude oil, S&P 500 index, and KOSPI 200 index volatilities by using the autoregressive distributed lag (ARDL) bounds and the Toda-Yamamoto Granger causality tests.

Purification and Nitrogen Doping of Nanothin Exfoliated Graphite Through RF Thermal Plasma Treatment.

A mixture of nanothin exfoliated (NTE) graphite and urea (CO(NH)) powder was treated with radio frequency (RF) thermal plasma to achieve in situ purification and nitrogen doping of NTE graphite using the high-temperature flame of the RF plasma. Reactive species such as NH, NH, and HCNO generated by the thermolysis of urea play an important role in the purification and nitrogen doping of NTE graphite. The nitrogen content of NTE graphite subjected to plasma treatment increased by 5 times compared with that of raw NTE graphite.

Troponin I and D-Dimer for Discriminating Acute Pulmonary Thromboembolism from Myocardial Infarction.

Background: Acute pulmonary thromboembolism (APTE) is a life-threatening condition, often manifesting with chest pain, dyspnea, and increased cardiac biomarkers including cardiac troponin I (CTI) and D-dimer. Therefore, APTE is often misdiagnosed with classical non-ST elevation myocardial infarction (NSTEMI), resulting in unnecessary coronary interventions and a delay of therapy.

Objectives: Our aim was to distinguish APTE from NSTEMI based on CTI and D-dimer levels.

Radio Frequency-Thermal Plasma Synthesis of Metal Nano-Thin Exfoliated Graphite Hybrid.

Nano-metal with nano-thin exfoliated (NTE) graphite hybrid material has been synthesized by radio frequency (RF) thermal plasma. A micro-sized nickel powder and the NTE graphite powder were fed into the RF plasma and nano sized nickel particles attached to the surface of the NTE graphite were found. In the high temperature of RF thermal plasma that is of higher than 10,000 K, the NTE graphite was not vaporized or damaged, while the metal powder was vaporized.

Role of Cu in Mo₆S₈ and Cu mixture cathodes for magnesium ion batteries.

The reversible capacity of Chevrel Mo6S8 cathode can be increased by the simple addition of the Cu metal to Mo6S8 electrodes. However, the exact reaction mechanism of the additional reversible capacity for the Mo6S8 and Cu mixture cathode has not been clearly understood yet. To clarify this unusual behavior, we synthesize a novel Cu nanoparticle/graphene composite for the preparation of the mixture electrode.