Results 61 to 70 of about 27,670 (236)
ANALYZING COLLATERAL REPO HAIRCUTS IN ASIAN COUNTRIES
Buletin Ekonomi Moneter dan Perbankan, 2023 We study repo haircut determinants and develop the haircut calculation model. Collateral securities are government and corporate fixed-incomes, and we examine the determinants in Indonesia, Malaysia, Thailand, and Hong Kong.
Iman Gunadi +2 more
doaj +1 more source
International Studies of Economics, EarlyView.Abstract This paper examines the link between climate risk, energy consumption, and financial market performance in a sample of emerging countries over the period 2000–2024. The objective is to model the dynamic interactions between these three dimensions, in order to understand the extent to which energy dependence and exposure to climate risks ...
Abdelkader Mohamed Derbali
wiley +1 more source
From Reactive to Proactive Volatility Modeling With Hemisphere Neural Networks
Journal of Applied Econometrics, EarlyView.ABSTRACT We revisit maximum likelihood estimation (MLE) for macroeconomic density forecasting through a novel neural network architecture with dedicated mean and variance hemispheres. Our architecture features several key ingredients making MLE work in this context.
Philippe Goulet Coulombe +2 more
wiley +1 more source
Volatility Modelling Using Hybrid Autoregressive Conditional Heteroskedasticity (ARCH) - Support Vector Regression (SVR) [PDF]
, 2015 High fluctuations in stock returns is one problem that is considered by the investors. Therefore we need a model that is able to predict accurately the volatility of stock returns.
Hoyyi, Abdul, Tarno, Tarno, Yasin, Hasbi
core +3 more sources
Predicting Financial Market Volatility with Modern Model and Traditional Model
Финансы: теория и практикаThe major topic investigates how classical methods (ARCH and GARCH) and well-known machine learning algorithms, support vector regression, and hybrid methods.
R. G. Aldeki
doaj +1 more source
Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach
Business Systems Research, 2016 Background: Investors on financial markets are interested in finding trading strategies which could enable them to beat the market. They always look for best possibilities to achieve above-average returns and manage risks successfully. MGARCH methodology
Škrinjarić Tihana, Šego Boško
doaj +1 more source
Sustainable Development, EarlyView.ABSTRACT This study pursues a dual objective. First, it investigates the unconditional impact of anti‐globalization on structural transformation in Africa. Second, it explores how environmental degradation interacts with anti‐globalization to influence structural transformation. The analysis focuses on 52 African countries over the period 2005–2023. To
Simplice A. Asongu, Ekene ThankGod Emeka
wiley +1 more source
International Journal of Management and EconomicsThis study makes a comparative assessment of the relation between four waves of the COVID-19 pandemic and the stock market in Poland. We utilize the Autoregressive Moving Average-Asymmetric Dynamic Conditional Correlation-Generalized Autoregressive ...
Dzik-Walczak Aneta, Gaweł Anna
doaj +1 more source
VOLATILITY ANALYSIS AND INFLATION PREDICTION IN PANGKALPINANG USING ARCH GARCH MODEL
BarekengOne of the concerns of both developed and developing countries, as well as in a region, is the amount of inflation that occurs. Inflation is a serious problem.
Desy Yuliana Dalimunthe +4 more
doaj +1 more source
Climate Vulnerability and Renewable Energy Consumption: The Moderating Role of Financial Development
Sustainable Development, EarlyView.ABSTRACT This study investigates the nexus between climate vulnerability (CVUL) and renewable energy consumption (RECO) and tests the moderating effect of financial development (FD) on this relationship. The analysis is, particularly, relevant for the 162 panel countries observed between 1995 and 2022, which face diverse climate risks and exhibit ...
Sorin Gabriel Anton
wiley +1 more source