Stock market volatility from the Covid-19 pandemic: New evidence from the Asia-Pacific region. [PDF]
Vo DH, Ho CM, Dang TH.
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]
Zeng J, Wu J.
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Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. [PDF]
Harb E, Bassil C, Kassamany T, Baz R.
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Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach. [PDF]
Siddiqui N, Mohamad Hasim H.
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ECG Signal Modeling Using Volatility Properties: Its Application in Sleep Apnea Syndrome. [PDF]
Faal M, Almasganj F.
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Using smart transportation assets to hedge fossil energy markets: Evidence from quantile-based VAR approach. [PDF]
Hasan MB +5 more
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Flexible Target Prediction for Quantitative Trading in the American Stock Market: A Hybrid Framework Integrating Ensemble Models, Fusion Models and Transfer Learning. [PDF]
Yan K +6 more
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AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]
Zhang M, Pan Y, Su B, Zhou D.
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The dynamic causality in sporadic bursts between CO2 emission allowance prices and clean energy index. [PDF]
Lu X, Liu K, Liang XS, Lai KK, Cui H.
europepmc +1 more source

