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Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory

Chkili, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong - In: Energy economics 41 (2014), pp. 1-18

Persistent link: https://www.econbiz.de/10010374635

Long memory and asymmetric time varying spillover effects in dry bulk freight markets

Chung, Sang-kuck; Weon, Jong-ha - In: Maritime economics & logistics : a quarterly scientific … 15 (2013) 4, pp. 494-522

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The asymmetric effect of crude oil prices on stock prices in major international financial markets

Jiang, Wei; Liu, Yan - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-15

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On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe

Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183

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Portfolio balance approach to asymmetries, structural breaks and financial crisis : testing a model for Nigeria

Adekoya, Oluwasegun B. - In: CBN journal of applied statistics 11 (2020) 1, pp. 87-110

asymmetries and structural breaks. It further examines the impact of the 2008 global financial crisis on the PBT to determine its … stability after the crisis. The full sample results show that the PBT holds for Nigeria and asymmetries and structural breaks …. The role of asymmetries shouldnot also be jettisoned in predicting exchange rate with stock prices to obtain accurate …

Persistent link: https://www.econbiz.de/10012297508

Realized correlation analysis of contagion

Vortelinos, Dimitrios I. - In: The quarterly review of economics and finance : journal … 60 (2016), pp. 138-148

Persistent link: https://www.econbiz.de/10011627396

Asymmetric business cycle fluctuations in Caribbean economies

Kiani, Khurshid M. - In: International journal of economic perspectives : IJEP 5 (2011) 2, pp. 121-140

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On wealth volatility, asymmetries and the average propensity to consume in the United States

Holmes, Mark J.; Shen, Xin - In: Applied econometrics and international development 15 (2015) 1, pp. 69-78

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Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets

Vortelinos, Dimitrios I.; Koulakiotis, Athanasios; … - In: Research in international business and finance 39 (2017), pp. 150-168

Persistent link: https://www.econbiz.de/10011876457

Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets

Alanya, Willy; Rodriguez, Gabriel - In: Review of Pacific Basin financial markets and policies 22 (2019) 1, pp. 1950003-1-1950003-18

Persistent link: https://www.econbiz.de/10012156142