Results 251 to 260 of about 30,423 (304)

Baltic dry index forecast using financial market data: Machine learning methods and SHAP explanations. [PDF]

PLoS One
Kim HS, Kim DH, Choi SY.
europepmc   +1 more source

Electricity and cryptocurrency mining: An empirical contribution. [PDF]

Heliyon
Okorie DI, Gnatchiglo JM, Wesseh PK.
europepmc   +1 more source

Spatiotemporal patterns and drivers of coupling coordination between digital technological innovation and economic resilience in the Yangtze river economic belt. [PDF]

Sci Rep
Guo L, Liu K.
europepmc   +1 more source

Optimizing microgrid operations with consideration of energy conservation and emission reduction benefits in spatial econometrics. [PDF]

Sci Rep
Zhao B, Guan X, Tao X, Bai Z, Gao S.
europepmc   +1 more source

Testing for the footprints of stabilization economic policy in forecast errors. [PDF]

PLoS One
Charemza W, Francq C, Lupu R, Makarova S, Zakoïan JM.   +4 more
europepmc   +1 more source

Empirical analysis of the correlation between China's Macroeconomic Market and Crude Oil Market based on mixed-frequency group factor model. [PDF]

PLoS One
Zhao J, Yin J.
europepmc   +1 more source

Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance

Salvagnin C, Tatto Vd, De Giuli ME, Mira A, Glielmo A.   +4 more
europepmc   +1 more source

Simultaneous Volatility Transmission and Spillover Effects [PDF]

Review of Pacific Basin Financial Markets and Policies, 2010
Simultaneous volatility models are developed and shown to be separate from multivariate GARCH estimators. An example is provided that allows for simultaneous and unidirectional volatility and volume of trade effects. These effects are tested using intraday data from the Australian cash index and index futures markets.
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Volatility spillovers and the effect of news announcements

Journal of Banking & Finance, 2012
We examine the effect of US and European news announcements on the spillover of volatility across US and European stock markets. Using synchronously observed international implied volatility indices at a daily frequency, we find significant spillovers of implied volatility between US and European markets as well as within European markets. We observe a
George J. Jiang, Eirini Konstantinidi, George S. Skiadopoulos   +2 more
openaire   +1 more source

Volatility spillover effects in interbank money markets

Review of World Economics, 2016
Using daily data from 2006 to 2015, this paper applies alternative multivariate GARCH models and a modified version of the spillover index methodology proposed by Diebold and Yilmaz (Int J Forecast 28(1):57–66, 2012) to test the existence of shock and volatility contagion effects across interbank money markets.
Pedro Pires Ribeiro, José Dias Curto
openaire   +1 more source