Results 71 to 80 of about 40,912 (303)
Energies, 2020 We compare the forecasting performance of the generalized autoregressive conditional heteroscedasticity (GARCH) -type models with support vector regression (SVR) for futures contracts of selected energy commodities: Crude oil, natural gas, heating oil ...
M. Fałdziński +2 more
semanticscholar +1 more source
Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source
Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, EarlyView.ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli +3 more
wiley +1 more source
Advanced Intelligent Discovery, EarlyView.An AI‐assisted approach is introduced to decode synthesis–performance relationships in metal‐organic framework‐derived supercapacitor materials using Bayesian optimization and predictive modeling, streamlining the search for optimal energy storage properties.
David Gryc +8 more
wiley +1 more source
Exchange rate volatility and tax revenue: Evidence from Ghana
Cogent Economics & Finance, 2018 The need for the Ghanaian government to generate enough revenue for development is becoming increasingly crucial in this era of slow growth, growing unemployment and high debt.
Isaac Kwesi Ofori +2 more
doaj +1 more source
Nonlinear Fluctuations in the Cryptocurrency Market: The Modern Approaches to Analysis and Forecasting [PDF]
Problemi EkonomikiThis article presents a comprehensive study of modern methods for analyzing and forecasting cryptocurrency market dynamics. The author examines the evolution of the cryptocurrency market from a niche technological innovation to a significant segment of ...
Kochorba Valeriia Yu.
doaj +1 more source
Foreign exchange volatility modeling of Southeast Asian major economies
Journal of Economics, Business & Accountancy Ventura, 2019 This study investigates the exchange rate volatility model in Southeast Asian countries. The countries selected were Indonesia, Malaysia, Thailand, The Philippines, Vietnam, and Singapore.
Regi Muzio Ponziani
doaj +1 more source
Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method [PDF]
تحقیقات مالی, 2014 Copula functions are powerful tools that describe dependence structure of multi- dimension random variables and are considered as one of the newest tools for risk management.
Saeed Fallahpour, Ehsan Ahmadi
doaj +1 more source
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis
, 2018 We use the GARCH-MIDAS model to extract the long- and short-term volatility components of cryptocurrencies. As potential drivers of Bitcoin volatility, we consider measures of volatility and risk in the US stock market as well as a measure of global ...
Christian Conrad +2 more
semanticscholar +1 more source
The Impact of Financial Structure on Economic Growth Volatility in Iran [PDF]
پژوهشهای اقتصادی, 2018 The main objective of this research is to investigate the impact of financial structure on the Iranian economic growth volatility by applying GARCH & ARDL methods using quarterly data over the 1991-2015 period.
zana mozaffari +2 more
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