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The asymmetric relationship between returns and implied volatility : evidence from global stock markets

Bekiros, Stelios; Jlassi, Mouna; Naoui, Kamel; Uddin, … - In: Journal of financial stability 30 (2017), pp. 156-174

Persistent link: https://www.econbiz.de/10011825602

Enhancing the predictability of crude oil markets with hybrid wavelet approaches

Uddin, Mohammed Gazi Salah; Gençay, Ramazan; Bekiros, … - In: Economics letters 182 (2019), pp. 50-54

Persistent link: https://www.econbiz.de/10012122427

The relation between fees and return predictability in the mutual fund industry

Vidal, Marta; Vidal-García, Javier; Hooi Hooi Lean; … - In: Economic modelling 47 (2015), pp. 260-270

Persistent link: https://www.econbiz.de/10011439117

Forecasting mid-price movement of bitcoin futures using machine learning

Akyildirim, Erdinc; Cepni, Oguzhan; Corbet, Shaen; … - 2020

Persistent link: https://www.econbiz.de/10013041345

Analysis of forecasting models in an electricity market under volatility

Uddin, Mohammed Gazi Salah; Tang, Ou; Sahamkhadam, Maziar; … - 2021

Short-term electricity price forecasting has received considerable attention in recent years. Despite this increased interest, the literature lacks a concrete consensus on the most suitable forecasting approach. This study reports an extensive empirical analysis that we conducted to evaluate the...

Persistent link: https://www.econbiz.de/10012417069

Analysis of forecasting models in electricity market under volatility : what we learn from Sweden

Uddin, Mohammed Gazi Salah; Tang, Ou; Sahamkhadam, Maziar; … - In: Revisiting Electricity Market Reforms : Lessons for …, (pp. 117-142). 2022

Persistent link: https://www.econbiz.de/10013447647

The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference

Sheng, Lin Wen; Uddin, Mohammed Gazi Salah; Sen, Ding; … - In: International review of financial analysis 91 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014446963

Predictive power of dividend yields and interest rates for stock returns in South Asia : evidence from a bias-corrected estimator

Rahman, Md Lutfur; Shamsuddin, Abul; Lee, Doowon - In: International review of economics & finance : IREF 62 (2019), pp. 267-286

Persistent link: https://www.econbiz.de/10012205550

Can energy prices predict stock returns? : an extreme bounds analysis

Kim, Jae H.; Rahman, Md Lutfur; Shamsuddin, Abul - In: Energy economics 81 (2019), pp. 822-834

Persistent link: https://www.econbiz.de/10012172994

Forecasting with a state space time-varying parameter VAR model : evidence from the Euro area

Bekiros, Stelios - In: Economic modelling 38 (2014), pp. 619-626

Persistent link: https://www.econbiz.de/10010418962