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Uncertainty and energy-sector equity returns in Iran : a Bayesian and quasi-monte Carlo time-varying analysis

Fazelabdolabadi, Babak - In: Financial innovation : FIN 5 (2019) 12, pp. 1-20

This study investigates whether the implied crude oil volatility and the historical OPEC price volatility can impact the return to and volatility of the energy-sector equity indices in Iran. The analysis specifically considers the refining, drilling, and petrochemical equity sectors of the...

Persistent link: https://www.econbiz.de/10012266585

The impact of oil price volatility on stock markets : evidences from oil-importing countries

Joo, Young C.; Park, Sung Y. - In: Energy economics 101 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013161508

Does OVX affect WTI and Brent oil spot variance? : evidence from an entropy analysis

Benedetto, Francesco; Mastroeni, Loretta; Quaresima, Greta - In: Energy economics 89 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012517069

Global oil shocks and China's commodity markets : the role of OVX

Jin, Xuejun; Zhu, Fangfei - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 3, pp. 914-929

Persistent link: https://www.econbiz.de/10012483269

Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions : evidence from oil volatility index

Xiao, Jihong; Zhou, Min; Wen, Fengming; Wen, Fenghua - In: Energy economics 74 (2018), pp. 777-786

Persistent link: https://www.econbiz.de/10011972968

Does solar activity affect the price of crude oil? : a causality and volatility analysis

Daglis, Theodoros; Yfanti, Stavroula; Xidonas, Panos; … - In: Finance research letters 55 (2023) 1, pp. 1-5

Persistent link: https://www.econbiz.de/10014472998

Synthetic dataset generation of driver telematics

So, Banghee; Boucher, Jean-Philippe; Valdez, Emiliano - In: Risks 9 (2021) 4, pp. 1-19

This article describes the techniques employed in the production of a synthetic dataset of driver telematics emulated from a similar real insurance dataset. The synthetic dataset generated has 100,000 policies that included observations regarding driver's claims experience, together with...

Persistent link: https://www.econbiz.de/10013200727

Quantifying uncertainty with ensembles of surrogates for blackbox optimization

Audet, Charles; Le Digabel, Sébastien; Saltet, Renaud - 2021

Persistent link: https://www.econbiz.de/10012587910

Novel deep learning approach for forecasting daily hotel demand with agglomeration effect

Huang, Liyao; Zheng, Weimin - In: International journal of hospitality management 98 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013198481

Application of the XGBoost algorithm and Bayesian optimization for the Bitcoin price prediction during the COVID-19 period

Drahokoupil, Jakub - 2022

Persistent link: https://www.econbiz.de/10013262618

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