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Does uncertainty matter for US financial market volatility spillovers? : empirical evidence from a nonlinear Granger causality network

Fang, Tong; Su, Zhi - In: Applied economics letters 28 (2021) 21, pp. 1877-1883

Persistent link: https://www.econbiz.de/10012697702

Hunting the quicksilver : using textual news and causality analysis to predict market volatility

Banerjee, Ameet Kumar; Dionísio, Andreia Teixeira Marques - In: International review of financial analysis 77 (2021), pp. 1-12

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Causal relationships between inflation and inflation uncertainty

Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-26

Persistent link: https://www.econbiz.de/10012406029

Causal relationships between inflation and inflation uncertainty

Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - 2020

Persistent link: https://www.econbiz.de/10012312754

Impact of speculation and economic uncertainty on commodity markets

Andreasson, Pierre; Bekiros, Stelios; Nguyen, Duc Khuong; … - In: International review of financial analysis 43 (2016), pp. 115-127

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Information arrival between price change and trading volume in crude palm oil futures market : a non-linear approach

Go, You-How; Lau, Wee-Yeap - In: Journal of Asian finance, economics and business : JAFEB 3 (2016) 3, pp. 79-91

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Background indicators

Raunig, Burkhard - In: Econometrics : open access journal 7 (2019) 2/20, pp. 1-17

It is customary to assume that an indicator of a latent variable is driven by the latent variable and some random noise. In contrast, a background indicator is also systematically influenced by variables outside the structural model of interest. Background indicators deserve attention because in...

Persistent link: https://www.econbiz.de/10012025817

The causal relationships between inflation and inflation uncertainty

Barnett, William A.; Ftiti, Zied; Jawadi, Fredj - 2018

Persistent link: https://www.econbiz.de/10011965745

A co-integration analysis of the interdependencies between crude oil and distillate fuel prices

Aduda, Jane; Weke, Patrick; Ngare, Philip - In: Journal of mathematical finance 8 (2018) 2, pp. 478-496

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The role of news-based uncertainty indices in predicting oil markets : a hybrid nonparametric quantile causality method

Balcilar, Mehmet; Bekiros, Stelios; Gupta, Rangan - In: Empirical economics : a journal of the Institute for … 53 (2017) 3, pp. 879-889

Persistent link: https://www.econbiz.de/10011892898

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