Climate risks and stock market volatility over a century in an emerging market economy: the case of South Africa

K Wu, S Karmakar, R Gupta, C Pierdzioch - Climate, 2024 - mdpi.com
Because climate change broadcasts a large aggregate risk to the overall macroeconomy
and the global financial system, we investigate how a temperature anomaly and/or its …

Improving realised volatility forecast for emerging markets

M Alfeus, J Harvey, P Maphatsoe - Journal of Economics and Finance, 2024 - Springer
Accurate forecasting of realised volatility is essential for financial risk management and
investment decision-making in emerging markets, taking the South African financial market …

Ito's Calculus for Stock Price Prediction for the Johannesburg Stock Exchange Market

NTC Audrey, JH Claver, BZ Tizi, T Paul… - Data Analytics and AI …, 2025 - igi-global.com
ABSTRACT The Johannesburg Stock Exchange is positioned as the leading African stock
market and listed among the top twenty in the world, considering market capitalization. Price …