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Tag: Kalman Filter

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The French flag waves against a cloudy sky, mounted on a Parisian building.
Analyse de marchéAnalyse de marché MarketsMarkets

French Sovereign Fragility Index. Critical breach of the 30-year OAT yield to ~4.73% on July 22, 2026

https://www.steelldy-indices.com The yield on the French 30-year OAT bond reached ~4.73% on July 22, 2026, the highest level since the 2008 Global Financial Crisis and Eurozone Debt Crisis. This level is identified as a critical systemic threshold, crossing the 4.50-4.69% zone identified by GARCH-X Markov-switching and DSGE models calibrated on 2000-2026 data. The yield…
07/22/20260Comments

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Smoke billows from factory chimneys in Konin, Poland, highlighting pollution and environmental impact.
Cryptos

Navigating the Nuances: Synthetic Carbon Credits and Their Hidden Dangers

Synthetic carbon credit tokens provide derivative exposure to carbon markets (e.g., ICE EUA, voluntary indices) via futures, total return swaps, or oracle-replicated performance, without physical custody or retirement of underlying credits. This delivers operational efficiency (fractionalization, 24/7 liquidity, reduced verification costs) but introduces material counterparty risk (issuer solvency/fulfillment), basis/tracking error risk (deviation from reference index…
06/18/20260Comments

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Cryptos

BoJ Rate Hike Weakens Yen transmission, Damping Bitcoin Volatility

The transmission mechanism Yen strength → USD/JPY depreciation → yen carry trade deleveraging → global liquidity contraction → BTC risk-asset beta spike (~2–3x) remains empirically robust. However, it is significantly attenuated following the BoJ’s fully delivered and well-telegraphed 25 bps hike to 1.0% (highest since 1995) on 16 June 2026. Speculative net-short JPY positions elevated…
06/17/20260Comments

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Aerial view of illuminated night-time city highways with dynamic light trails and bustling traffic.
Carbon Credit MarketCarbon Credit Market

Transition Risks and Fuel Demand Reduction: Attribution to 15-Minute Smart Cities, Localized Smart Digitalized & Decarbonized Economies

https://www.steelldy-indices.com Executive Summary Reduction in refined fuel demand (gasoline/diesel) is primarily driven by electrification (EV penetration ~25% global new sales 2025, displacing ~1.2 mb/d oil equivalent), efficiency gains (MPG improvements offsetting VMT growth), and behavioral shifts, not dominantly by 15-minute city models. The 15-minute city (proximity-based urbanism) and smart digitalized local economies contribute secondarily…
06/12/20260Comments

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Analyse de marchéAnalyse de marché

Cartel collapse and depressive supply shock. The withdrawal of Saudi Arabia and the UAE of OPEC/OPEC+

The simultaneous withdrawal declaration of Saudi Arabia and the United Arab Emirates from OPEC and OPEC+ (April 28-29, 2026) constitutes the most severe institutional rupture in the oil market since 1985-1986. This study demonstrates that this exit is not a purely bearish signal but rather the prelude to a two-speed structural dislocation: …
04/30/20260Comments

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