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The relationship between financial indicators and financial intermediaries’ stock price volatility listed on the BM&FBOVESPA index in the crisis period of 2008 and 2020 (Covid-19)...

Nottar, Daiane Inacio da Silva; Cezar, Gislaine Siebre; … - In: Revista globalización, competitividad y gobernabilidad … 17 (2023) 2, pp. 67-82

Persistent link: https://www.econbiz.de/10014533693

Stock prices of renewable energy firms : are there asymmetric responses to oil price changes?

Baek, Jungho - In: Economies : open access journal 6 (2018) 4/59, pp. 1-8

This article revisits the question of whether crude oil prices have a positive effect on stock the prices of renewable energy firms. To examine this question carefully, we allow for the asymmetric effects of oil price changes in our modeling process, using the nonlinear autoregressive...

Persistent link: https://www.econbiz.de/10011956457

Pattern recognition in microtrading behaviors preceding stock price jumps : a study based on mutual information for multivariate time series

Kong, Ao; Azencott, Robert; Zhu, Hongliang; Li, Xindan - In: Computational economics 63 (2024) 4, pp. 1401-1429

Persistent link: https://www.econbiz.de/10014549027

Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers

Hanif, Waqas; Hadhri, Sinda; El Khoury, Rim - In: Journal of commodity markets : JCM 34 (2024), pp. 1-33

Persistent link: https://www.econbiz.de/10014549096

LSTM-GARCH hybrid model for the prediction of volatility in cryptocurrency portfolios

García‑Medina, Andrés; Aguayo-Moreno, Ester - In: Computational economics 63 (2024) 4, pp. 1511-1542

Persistent link: https://www.econbiz.de/10014549117

Tobin tax, carry trade, and the exchange rate dynamics

Li, Xiaoping; Zhou, Chunyang - In: Computational economics 63 (2024) 4, pp. 1627-1647

Persistent link: https://www.econbiz.de/10014549140

Heterogeneity effect of positive and negative jumps on the realized volatility : evidence from China

Song, Yuping; Huang, Jiefei; Zhang, Qichao; Xu, Yang - In: Economic modelling 136 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014549152

The day-of-the-week effect on global stock market volatility after a market shock

Kang, Taehyeon; Cho, Eunyoung - In: Applied economics letters 31 (2024) 8, pp. 696-701

Persistent link: https://www.econbiz.de/10014557841

Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?

Wu, Xinyu; Mei, Xueting; Liu, Li - In: Applied economics letters 31 (2024) 8, pp. 757-767

Persistent link: https://www.econbiz.de/10014557859

The volatility of survey measures of culture and its consequences

Zanella, Giulio; Bellani, Marina M. - In: Economic inquiry 62 (2024) 2, pp. 675-697

Persistent link: https://www.econbiz.de/10014541509