We examine the hedging properties of different asset classes as impacted by the Russian
invasion of Ukraine in 2022. We employ wavelet coherence analysis to study the impact of …

Accurate and reliable multi-step-ahead forecasting of stock price indexes over long-term
future trends is challenging for capital investors and decision-makers. This study developed …

The article aims to verify whether cryptocurrencies can hedge extreme price movements in
Brent crude oil. The COVID-19 pandemic revealed that oil prices are heavily influenced by …

This study examines the safe-haven property of gold during two deep financial crashes: the
global financial crisis (GFC) and the coronavirus disease 2019 (COVID-19) pandemic …

This article aims to find the best safe-haven for stock investors in the American market since
the COVID-19 pandemic outbreak. The research period covers March 2020–May 2022 …

The research undertakes the subject of machine learning based algorithmic investment
strategies. Several technical analysis indicators were employed as inputs to machine …

With the popularity of new energy vehicles, a large number of cities began to focus on the
installation of electric vehicle charging piles. However, the existing intelligent charging piles …

This article investigates five safe-haven asset responses from 2014 to 2022, including the
unprecedented COVID-19 crisis, Russian invasion of Ukraine, and sharp US interest rate …

This paper aims at analyzing nonlinear dependence between fractionally integrated, chaotic
precious metal and oil prices and volatilities. With this respect, the Markov regime-switching …

Volatility persistence represents a notable feature of financial markets and is a widely
studied phenomenon that explores the clustering and leverage effects of stock market …