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What drives volatility of the US oil and gas firms?

Lyócsa, Štefan; Todorova, Neda - In: Energy economics 100 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012990237

Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?

Lyócsa, Štefan; Todorova, Neda - In: International journal of forecasting 36 (2020) 2, pp. 628-645

Persistent link: https://www.econbiz.de/10012415313

Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?

Lyócsa, Štefan; Molnár, Peter; Todorova, Neda - In: Journal of international financial markets, … 51 (2017), pp. 228-247

Persistent link: https://www.econbiz.de/10011896310

Volatility estimators based on daily price ranges versus the realized range

Todorova, Neda - In: Applied financial economics 22 (2012) 1/3, pp. 215-229

Persistent link: https://www.econbiz.de/10009419556

The intraday directional predictability of large Australian stocks : a cross-quantilogram analysis

Todorova, Neda - In: Economic modelling 64 (2017), pp. 221-230

Persistent link: https://www.econbiz.de/10011760907

The asymmetric volatility in the gold market revisited

Todorova, Neda - In: Economics letters 150 (2017), pp. 138-141

Persistent link: https://www.econbiz.de/10011765084

Growth-returns nexus : evidence from three Central and Eastern European countries

Lyócsa, Štefan - In: Economic modelling 42 (2014), pp. 343-355

Persistent link: https://www.econbiz.de/10010478099

Night Trading with Futures in China: The Case of Aluminum and Copper

Klein, Tony; Todorova, Neda - 2019

We use high-frequency data to examine the effects of introducing an additional night trading session of four hours at the Shanghai Futures Exchange for Copper and Aluminum futures in December 2013. This additional trading session is shown to cause a structural break in the intraday behavior of...

Persistent link: https://www.econbiz.de/10014284456

The quantile dependence of commodity futures markets on news sentiment

Omura, Akihiro; Todorova, Neda - In: Journal of Futures Markets 39 (2019) 7, pp. 818-837

Persistent link: https://www.econbiz.de/10012082201

CAPM option pricing

Husmann, Sven; Todorova, Neda - In: Finance research letters 8 (2011) 4, pp. 213-219

Persistent link: https://www.econbiz.de/10009425849

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