Results 141 to 150 of about 3,934 (204)

Co-movement between Covid-19 and G20 stock market returns: A time and frequency analysis. [PDF]

Heliyon, 2023
Phiri A, Anyikwa I, Moyo C.
europepmc   +1 more source

DCC-GARCH İLE ALTINDA SPOT FİYAT, VADELİ FİYAT VE RİSK İLİŞKİSİ

Bingöl Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 2021
openaire   +2 more sources

Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis. [PDF]

Comput Econ, 2022
Afuecheta E, Okorie IE, Nadarajah S, Nzeribe GE.   +3 more
europepmc   +1 more source

Comparison of Value at Risk (VaR) Multivariate Forecast Models. [PDF]

Comput Econ, 2022
Müller FM, Righi MB, Righi MB.
europepmc   +1 more source

Quantifying the Linguistic Complexity of Pan-Homophonic Events in Stock Market Volatility Dynamics. [PDF]

Entropy (Basel)
Zhang Y, Tian J, Zou Y, Zhang X, Cai X.
europepmc   +1 more source

Multivariate models of commodity futures markets: a dynamic copula approach. [PDF]

Empir Econ, 2023
Chen S, Li Q, Wang Q, Zhang YY.
europepmc   +1 more source

Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]

PLoS One
Zeng J, Wu J.
europepmc   +1 more source

The Protective Nature of Gold During Times of Oil Price Volatility: An Analysis of the COVID-19 Pandemic. [PDF]

Extr Ind Soc, 2023
Li Y, Umair M.
europepmc   +1 more source

Using smart transportation assets to hedge fossil energy markets: Evidence from quantile-based VAR approach. [PDF]

PLoS One
Hasan MB, Hossain MN, Khatun H, Uddin GS, Bilgin MH, Tian S.   +5 more
europepmc   +1 more source

Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach. [PDF]

PLoS One
Siddiqui N, Mohamad Hasim H.
europepmc   +1 more source