Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data. [PDF]
J Appl Stat, 2020 Hassani H +3 more
europepmc +1 more source
Valuing a natural gas pipeline expansion project: A copula-TGARCH application in Mexico
, 2019 With the liberalization of energy prices and the opening of the energy sector to competitors in Mexico, an opportunity for new investment projects is now open.
Massa Roldán, Ricardo +1 more
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Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]
PLoS OneZeng J, Wu J.
europepmc +1 more source
Forecasting Carbon Dioxide Price Using a Time-Varying High-Order Moment Hybrid Model of NAGARCHSK and Gated Recurrent Unit Network. [PDF]
Int J Environ Res Public Health, 2022 Yun P, Zhang C, Wu Y, Yang Y.
europepmc +1 more source
Impact of the COVID-19 pandemic on return and risk transmission between oil and precious metals: Evidence from DCC-GARCH model. [PDF]
Resour Policy, 2022 Yıldırım DÇ, Esen Ö, Ertuğrul HM.
europepmc +1 more source
Structural breaks and financial volatility: Lessons from BRIC countries [PDF]
Despite the fact that there is a substantial literature on the analysis of volatility spillovers between stock returns and domestic exchange rates, surprisingly, little empirical research has examined volatility spillovers between oil prices and emerging
Gassie, Esmeralda, Morales, Lucía
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Study on the Pakistan stock market using a new stock crisis prediction method. [PDF]
PLoS One, 2022 Javid I +4 more
europepmc +1 more source
Stock Market Volatility and Return Analysis: A Systematic Literature Review. [PDF]
Entropy (Basel), 2020 Bhowmik R, Wang S.
europepmc +1 more source
Symmetric and asymmetric GARCH estimations of the impact of oil price uncertainty on output growth: evidence from the G7. [PDF]
Lett Spat Resour Sci, 2023 Alao RO +5 more
europepmc +1 more source
Hybrid CUSUM Change Point Test for Time Series with Time-Varying Volatilities Based on Support Vector Regression. [PDF]
Entropy (Basel), 2020 Lee S, Kim CK, Lee S.
europepmc +1 more source