Results 241 to 250 of about 21,387 (259)

Efficient predictability of stock return volatility: The role of stock market implied volatility

North American Journal of Economics and Finance, 2020
Zhifeng Dai, Fenghua Wen
exaly  

News-based equity market uncertainty and crude oil volatility

Energy, 2021
Tareq Saeed, Elie Bouri, Anupam Dutta
exaly  

COVID-19 and stock market volatility: An industry level analysis

Finance Research Letters, 2020
Mina Glambosky, Seungho Baek, Sunil K Mohanty   +2 more
exaly  

Investor attention and oil market volatility: Does economic policy uncertainty matter?

Energy Economics, 2021
Yudong Wang, Jihong Xiao
exaly  

The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas

Resources Policy, 2023
Mohammad Zoynul Abedin, Taimur Sharif, A Bouteska   +2 more
exaly  

Bond Market Volatility Compared to Stock Market Volatility

CFA Digest, 2001
openaire   +1 more source

Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility

Resources Policy, 2022
Yudong Wang, Yaojie Zhang, Mengxi He
exaly  

Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions

Energy Economics, 2020
Jinyu Chen, Kairong Hong
exaly  

Market Volatility and Models for Forecasting Volatility

This chapter delves into market volatility and its forecasting models in the dynamic financial landscape. It examines factors driving volatility, quantification approaches, and diverse models. From traditional to advanced models and deep learning techniques like RNNs, LSTMs, BiLSTMs, and GRUs, it enriches our understanding of market dynamics.
openaire   +1 more source

Emerging equity market volatility

Journal of Financial Economics, 1997
Campbell Harvey
exaly