Results 151 to 160 of about 2,168 (228)

Did weekly economic index and volatility index impact US food sales during the first year of the pandemic? [PDF]

Financ Innov, 2023
Das N, Gangopadhyay P.
europepmc   +1 more source

The jump component of S&P 500 volatility and the VIX index

Much research has investigated the differences between option implied volatilities and econometric model-based forecasts. Implied volatility is a market determined forecast, in contrast to model-based forecasts that employ some degree of smoothing of ...
Becker, Ralf, Clements, Adam E., McClelland, Andrew   +2 more
core  

Multi-model transfer function approach tuned by PSO for predicting stock market implied volatility explained by uncertainty indexes. [PDF]

Sci Rep
Tissaoui K, Boubaker S, Hkiri B, Azibi N.   +3 more
europepmc   +1 more source

The resilience of ethical assets against different uncertainty shocks. [PDF]

Heliyon
Hasan MB, Hassan MK, Rashid M, Akter T, Rafia HT.   +4 more
europepmc   +1 more source

Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. [PDF]

Int Rev Financ Anal, 2023
Ding H, Huang Y, Wang J.
europepmc   +1 more source

Risk formulation mechanism among top global energy companies under large shocks. [PDF]

PLoS One
Qi X, Zhao T.
europepmc   +1 more source

Implied value-at-risk and model-free simulation. [PDF]

Ann Oper Res, 2022
Bernard C, Perchiazzo A, Vanduffel S.
europepmc   +1 more source

The impact of FinTech technology on financial stability of the UAE. [PDF]

Heliyon
Elsayed AH, Guedira I, Alghussein T, Almheiri H, Alomari M, Elmassri M.   +5 more
europepmc   +1 more source

African sovereign risk premia and international market assets: A relook under the COVID-19 outbreak. [PDF]

Heliyon
Amewu G, Akosah NK, Armah M.
europepmc   +1 more source

Graph attention-based heterogeneous multi-agent deep reinforcement learning for adaptive portfolio optimization. [PDF]

Sci Rep
Zhang B.
europepmc   +1 more source