Results 71 to 80 of about 1,876 (209)
Forecasting Carbon Prices: A Literature Review
Journal of Forecasting, Volume 45, Issue 2, Page 496-529, March 2026.ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis +2 more
wiley +1 more source
Journal of Forecasting, Volume 45, Issue 2, Page 806-818, March 2026.ABSTRACT Accurate predictions of carbon prices are essential for efficient administration and stable operation of carbon markets. Previous studies have mostly focused on point or interval predictions based on point‐valued data. These approaches insufficiently capture the full extent of market volatility.
Di Sha +4 more
wiley +1 more source
Scottish Journal of Political Economy, Volume 73, Issue 1, February 2026.ABSTRACT We study the nexus between political geography and stock market volatility by examining the interrelation between political geography and the predictive relation between the state‐ and aggregate‐level stock market volatility via recently constructed measures of political alignment.
Oguzhan Cepni +3 more
wiley +1 more source
Multivariate GARCH models with spherical parameterizations: an oil price application
Financial InnovationIn popular Baba-Engle-Kraft-Kroner (BEKK) and dynamic conditional correlation (DCC) multivariate generalized autoregressive conditional heteroskedasticity models, the large number of parameters and the requirement of positive definiteness of the ...
Luca Vincenzo Ballestra +2 more
doaj +1 more source
EconometricsWe analyze the predictive effect of monthly global, regional, and country-level financial uncertainties on daily gold market volatility using univariate and multivariate GARCH-MIDAS models, with the latter characterized by variable selection.
O-Chia Chuang +3 more
doaj +1 more source
Cogent Economics & Finance, 2016 Our aim is to investigate the sensitivity of financial sector stock returns to market, interest rate, and exchange rate risk in three financial sectors (financial services, banking, and insurance) in eight countries, including various European, the US ...
Aloui Mouna, Jarboui Anis
doaj +1 more source
The Effects of Uncertainty on Economic Conditions Across US States: The Role of Climate Risks
Scottish Journal of Political Economy, Volume 73, Issue 1, February 2026.ABSTRACT We analyze the impact of uncertainty on the Economic Conditions Index (ECI) of the 50 US states in a panel data set‐up, over the weekly period of the 3rd week of April 1987 to the 4th week of March 2023. Using impulse response functions (IRFs) from a linear local projections (LP) model, we show that uncertainty, as captured by the stochastic ...
Xin Sheng +3 more
wiley +1 more source
Portfolio Optimization Using Multivariate GARCH Models: Evidence from Tehran Stock Exchange [PDF]
تحقیقات مالی, 2011 In this paper, In order to optimize the portfolio consisting of selected industrial stocks of Petroleum products, automobiles and parts, electrical industry and extraction of minerals from Tehran Stock Exchange member, First, time – varying conditional ...
Hassan Heidari, Ahmad Molabahrami
doaj
Forecasting the Covolatility of Coffee Arabica and Crude Oil Prices: A Multivariate GARCH Approach with High-Frequency Data [PDF]
, 2020 Dawit Yeshiwas, Yebelay Berelie
openalex +1 more source
International Journal of Financial Studies, 2013 Terrorist incidents exert a negative, albeit usually short-lived, impact on markets and equity returns. Given the integration of global financial markets, mega-terrorist events also have a high contagion potential with their shock waves being transmitted
Christos Kollias +2 more
doaj +1 more source