Dynamic Correlation Research on Grain Markets Based on DCC-GARCH Model [PDF]
Proceedings of the 2017 3rd International Conference on Economics, Social Science, Arts, Education and Management Engineering (ESSAEME 2017), 2017 Haixia Wu, Yan Ge
openaire +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 OneHasan MB +5 more
europepmc +1 more source
On the relationship between oil market and European stock returns. [PDF]
Environ Sci Pollut Res Int, 2023 Magazzino C, Shahbaz M, Adamo M.
europepmc +1 more source
Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach. [PDF]
PLoS OneSiddiqui N, Mohamad Hasim H.
europepmc +1 more source
AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]
iScienceZhang M, Pan Y, Su B, Zhou D.
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 +4 more
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
Recurrent Neural Network GO-GARCH Model for Portfolio Selection. [PDF]
J Time Ser EconomBurda M, Schroeder AK.
europepmc +1 more source
, 2013 Työssäni sovellan ehdollisen volatiliteetin GARCH-malleja ja ehdollisen korrelaation DCC-malleja osakeportfolioiden valuuttariskinhallintaan. Muodostan ehdolliset volatiliteetti- ja korrelaatioestimaatit käyttämilleni osakeindekseille ja vastaaville valuuttafutuureille ja niiden perusteella lasken dynaamiset suojausasteet osakeportfolioille ...
openaire +1 more source