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An empirical analysis of structural breaks in world dry bulk shipping market
Dai, Lei; Jing, Danyue; Hu, Hao; Shi, Yifan; Lee, Seungwon - In: International journal of shipping and transport … 16 (2023) 1/2, pp. 141-153
Persistent link: https://www.econbiz.de/10013550365
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Volatility transmission between gold and oil futures under structural breaks
Ewing, Bradley T.; Malik, Farooq - In: International review of economics & finance : IREF 25 (2013), pp. 113-121
Persistent link: https://www.econbiz.de/10009693332
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Predicting crude oil prices during a pandemic : a comparison of Arima and Garch models
Haque, Mohammad Imdadul; Shaik, Abdul Rahman - In: Montenegrin journal of economics 17 (2021) 1, pp. 197-207
Persistent link: https://www.econbiz.de/10012436043
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Event-study volatility and bootstrapping : an international study
Essaddam, Naceur; Mnasri, Ayman - In: Applied economics letters 22 (2015) 1/3, pp. 209-213
Persistent link: https://www.econbiz.de/10010481975
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Digital currency : role of cryptocurrency in the new financial era
Narula, Isha; Dhingra, Kriti - In: International journal of electronic finance : IJEF 12 (2023) 4, pp. 364-373
Persistent link: https://www.econbiz.de/10014440745
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Pattern, source, destination of volatilities in financial market and policy lessons
Rath, Prabhas Kumar - In: Review of Pacific Basin financial markets and policies … 26 (2023) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10014490409
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Volatility modeling and dependence structure of ESG and conventional investments
Górka, Joanna; Kuziak, Katarzyna - In: Risks : open access journal 10 (2022) 1, pp. 1-25
, it is important to model and quantify it. The conditional volatility models from the GARCH family and tail … financial investments has been debated in the literature. In this study, we compare the volatility of rates of return of …
Persistent link: https://www.econbiz.de/10012805838
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Volatility in international stock markets : an empirical study during COVID-19
Chaudhary, Rashmi; Bakhshi, Priti; Gupta, Hemendra - In: Journal of risk and financial management : JRFM 13 (2020) 9/208, pp. 1-17
Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 … countries based on GDP using a widely applied econometric model-generalized autoregressive conditional heteroscedasticity (GARCH …
Persistent link: https://www.econbiz.de/10012384430
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Volatility spillovers in the dry bulk shipping markets
Raju, Totakura Bangar; Gupta, Rishabh; Singh, Abhijit - In: International journal of logistics economics and … 9 (2021) 1, pp. 58-79
Persistent link: https://www.econbiz.de/10012599132
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Ex-ante determinants of volatility in the crude oil market
Le, Duong T. - In: International journal of financial research 6 (2015) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10011407263