Results 91 to 100 of about 178,821,162 (156)

Geopolitical risks and the spillover of food market risks: case analysis of the Chinese grain market. [PDF]

Front Nutr
Li J, Yang Y.
europepmc   +1 more source

Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden. [PDF]

Using daily data for the Swedish stock market for almost the last two decades no distinct and firm deterministic seasonal pattern for the conditional volatility for the Swedish stock market has been found.
Berg, Lennart
core  

Pretrained Financial Language Model-Guided Multimodal Sensing with Hardware Provenance and Cross-Frequency Temporal Alignment for Event Prediction. [PDF]

Sensors (Basel)
Chen S, Tian Z, Zhu C, Liu R, Pan X, Han J, Zhan Y.   +6 more
europepmc   +1 more source

Evidence of unspanned stochastic volatility in crude-oil market [PDF]

The purpose of this paper is to conduct a comprehensive analysis of unspanned stochastic volatility in commodity markets with focus and empirical evidence on crude-oil market.
Razvan Tudor
core  

Perpetual Futures for Stocks: The SpaceX Pre-IPO Market. [PDF]

Entropy (Basel)
Gupta A, Polson NG.
europepmc   +1 more source

The Day-of-the-Week Effect on Stock-Market Volatility and Return: Evidence from Emerging Markets (in English) [PDF]

This study investigates day-of-the-week (DOW) anomalies in the stock markets of twenty emerging economies. The authors use a modified exponential generalized autoregressive conditional heteroskedasticity in-mean (EGARCH-M) modeling strategy that allows ...
Yeliz Yalcin, Eray M. Yycel
core  

Iterative spectral methods for Hamilton-Jacobi-Bellman quasi-variational inequality in finance. [PDF]

PLoS One
Lei M, Lu Z.
europepmc   +1 more source

Nature-inspired multi-objective artificial intelligence for short-horizon volatility-regime early warning and defensive asset allocation. [PDF]

Front Artif Intell
Boukeffa H, Djeffal S, Ghoul A.
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

Predicting token prices in the blockchain market using neural networks. [PDF]

Sci Rep
Lu Y, Cheng Z, Zhang Z, Mostafa AM.
europepmc   +1 more source