Results 151 to 160 of about 54,114 (238)

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

Nvidia and Bitcoin Linkage Study—Based on DCC-GARCH Model

Financial Engineering and Risk Management, 2023
openaire   +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 quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization. [PDF]

PLoS One
Aljughaiman AA, Tabash MI, Issa SS, Almulhim AA.   +3 more
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

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

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

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

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