Results 151 to 160 of about 5,852 (226)

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

Forecasting with a Bivariate Hysteretic Time Series Model Incorporating Asymmetric Volatility and Dynamic Correlations. [PDF]

Entropy (Basel)
Than HT.
europepmc   +1 more source

Exploring time and frequency linkages of green bond with renewable energy and crypto market. [PDF]

Ann Oper Res, 2022
Yadav MP, Tandon P, Singh AB, Shore A, Gaur P.   +4 more
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

Recurrent Neural Network GO-GARCH Model for Portfolio Selection. [PDF]

J Time Ser Econom
Burda M, Schroeder AK.
europepmc   +1 more source

Systemic risk spillover between the stock market and banking deposits: Evidence from a sustainability perspective in the South Asian countries. [PDF]

PLoS One
Liu L, Rafique A, Abbas N, Umer Quddoos M, Ahmad MM, Siddiqi AA.   +5 more
europepmc   +1 more source

Dynamic Linkage between Bitcoin and Traditional Financial Assets: A Comparative Analysis of Different Time Frequencies. [PDF]

Entropy (Basel), 2022
Wang P, Liu X, Wu S.
europepmc   +1 more source

High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]

PLoS One
Kuang W.
europepmc   +1 more source

Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint. [PDF]

Comput Manag Sci, 2023
Staino A, Russo E, Costabile M, Leccadito A.   +3 more
europepmc   +1 more source

The Connectional Diaschisis and Normalization of Cortical Language Network Dynamics After Basal Ganglia and Thalamus Stroke. [PDF]

Neurobiol Lang (Camb)
Chen Q, Guo X, Zhong T, Yang J, Gao X, Hu Z, Li J, Liu J, Wang Y, Qu Z, Li W, Li Z, Li W, Huang Y, Chen J, Wen H, Zhang Y, Yuan B, Gao H.   +18 more
europepmc   +1 more source