Results 281 to 290 of about 607,096 (294)

Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China

Energy Economics, 2021
exaly  

Geopolitical risk and oil volatility: A new insight

Energy Economics, 2019
Yaojie Zhang
exaly  

Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

Journal of Finance, 2015
Robert F Stambaugh, Jianfeng Yu, Yu Yuan
exaly  

Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models

Expert Systems With Applications, 2018
Ha Young Kim
exaly  

Volatility-Managed Volatility Trading

SSRN Electronic Journal
openaire   +1 more source

High idiosyncratic volatility and low returns: International and further U.S. evidence

Journal of Financial Economics, 2009
Robert J Hodrick, Yuhang Xing, Xiaoyan Zhang   +2 more
exaly  

Volatility spillover between oil and agricultural commodity markets

Energy Economics, 2013
Saban Nazlioglu, Ugur Soytas
exaly  

News implied volatility and disaster concerns

Journal of Financial Economics, 2017
Asaf Manela, Alan Moreira
exaly  

Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index

Energy Economics, 2018
Fenghua Wen
exaly  

Tools for Volatility Engineering, Volatility Swaps, and Volatility Trading

2015
Robert L. Kosowski, Salih N. Neftci
openaire   +1 more source