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Do oil price shocks differently matter for oil exporter and importer developing countries?

Değirmen, Süleyman; Tunç, Cengiz; Saltık, Ömür; … - In: Journal of economic studies 50 (2023) 8, pp. 1775-1788

Persistent link: https://www.econbiz.de/10014428635

Impact of exchange rate fluctuations on US stock market returns

Bhargava, Vivek; Konku, Daniel - In: Managerial finance 49 (2023) 10, pp. 1535-1557

Persistent link: https://www.econbiz.de/10014428700

Idiosyncratic volatility in commodity futures markets : measurement and puzzle

Hong, Liu; Zhou, Tianpeng - In: Managerial finance 49 (2023) 10, pp. 1641-1672

Persistent link: https://www.econbiz.de/10014428715

Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis

Li, Zepei; Huang, Haizhen - In: International review of economics & finance : IREF 86 (2023), pp. 31-45

Persistent link: https://www.econbiz.de/10014428753

Impact of ICT diffusion on the interaction of growth and its volatility : evidence from cross-country analysis

Thanh Phuc Nguyen; Dinh Thi Thu Hong; Ngoc Tho Tran; … - In: Cogent business & management 9 (2022) 1, pp. 1-27

There is a large body of research investigating the impact of information and communication technologies (ICT) on economic growth; however, the empirical evidence on growth and its volatility simultaneously driven by ICT diffusion has still remained scarce so far. To fill this void, system...

Persistent link: https://www.econbiz.de/10014429028

Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models

Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014429053

Economic policy uncertainty and stock markets' co-movements

Albrecht, Peter; Kapounek, Svatopluk; Kučerová, Zuzana - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3471-3487

Persistent link: https://www.econbiz.de/10014429134

Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?

Liang, Chao; Xu, Yongan; Chen, Zhonglu; Li, Xiafei - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3689-3699

Persistent link: https://www.econbiz.de/10014429165

Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening

Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019

Persistent link: https://www.econbiz.de/10014429264

High frequency volatility forecasting : a new approach using a hybrid ANN-MC-GARCH model

Jumoorty, Aneessa Firdaus; Thoplan, Ruben; Narsoo, Jason - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4156-4175

Persistent link: https://www.econbiz.de/10014429300