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Crude oil price movements between fundamental and uncertainty : evidence from frequency causality tests
Mounir, Amine - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 3, pp. 428-433
Persistent link: https://www.econbiz.de/10014445050
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Stock market volatility and economic policy uncertainty : new insight into a dynamic threshold mixed-frequency model
Zeng, Qing; Tang, Yusui; Yang, Hua; Zhang, Xi - In: Finance research letters 59 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014445136
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State-dependent volatility feedback effect in the ICAPM
Kilic, Osman; Nam, Kiseok; O'Connor, Matthew L. - In: Finance research letters 59 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014445185
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Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Liu, Jiatong; Zhu, You; Wang, Gang-Jin; Chi, Xie; Wang, … - In: Finance research letters 59 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014445243
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Constructing efficient simulated moments using temporal convolutional networks
Chassot, Jonathan; Creel, Michael D. - 2023
Persistent link: https://www.econbiz.de/10014445299
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The impact of geopolitical risks on foreign exchange markets : evidence from the Russia-Ukraine war
Hossain, Ashrafee Tanvir; Al Masum, Abdullah; Saadi, Samir - In: Finance research letters 59 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014445401
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Forecasting US stock market volatility : evidence from ESG and CPU indices
Ghani, Usman; Zhu, Bo; Qin, Quande; Ghani, Maria - In: Finance research letters 59 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014445411
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Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.; Floros, Christos; Gillas, … - In: The North American journal of economics and finance : a … 69 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
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Fractional Brownian motion in option pricing and dynamic delta hedging : experimental simulations
Dufera, Tamirat Temesgen - In: The North American journal of economics and finance : a … 69 (2024) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10014445631
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Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin; Fiszeder, Piotr; Molnár, Peter - In: The North American journal of economics and finance : a … 69 (2024) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10014445632