We consider fundamental questions of arbitrage pricing arising when the uncertainty model incorporates volatility … such sets when volatility uncertainty is modeled by a stochastic differential equation, driven by Peng's G-Brownian motion. …

account joint effects of uncertainty and oil price returns on forecast changes. The panel smooth transition regression model … uncertainty. Furthermore, returns are found to be more relevant for forecast changes in short time horizons while uncertainty …

, macroeconomic imbalance, economic growth, economic integration, financial risk, volatility and trade effects. The main aims of this … Volatility Spillover In Time Of Crisis: Evidence From A Smooth Transition Regression Application -- 5. Bank Lending … the Literature -- 12. How Accurate Are Risk Models During COVID-19 Pandemic Period? -- 13. What Does Matter The Climate …