Fintech advancements for financial resilience: Analysing exchange rates and digital currencies during oil and financial risk

S Afshan, KY Leong, A Najmi, U Razi, B Lelchumanan… - Resources Policy, 2024 - Elsevier
Given the rising technological revolution, the necessity to analyse the intricate interplay
among Fintech, digital currencies, and exchange rates gains prominence, driven by the …

Asymmetric volatility spillovers between crude oil and China's financial markets

H Wang, S Li - Energy, 2021 - Elsevier
In this paper, we combine the DCC-MIDAS model with asymmetry effects with the DY
spillover index model and study the asymmetric volatility spillover relationship between the …

The asymmetric effect of temperature, exchange rate, metals, and investor sentiments on solar stock price performance in China: evidence from QARDL approach

CC Lee, F Yahya, A Razzaq - Environmental Science and Pollution …, 2022 - Springer
The study investigates the asymmetric effect of temperature, exchange rate, metals (rare
metals and electrical conductors), and investor sentiments on solar stock price performance …

Predictability of risk appetite in Turkey: Local versus global factors

E Gemici, R Gök, E Bouri - Emerging Markets Review, 2023 - Elsevier
We examine the impacts of four local and five global factors on the risk appetite in Turkey
using weekly data for the period 2008–2022. There are significant causal effects of both …

Testing bubbles formation at real‐time commodity prices

H Yildirim - Journal of Public Affairs, 2021 - Wiley Online Library
Price bubbles, which play an important role in financial crises, can be observed in various
assets. Regardless of the type of asset or assets, the resulting price bubble can distort the …

RİSK İŞTAH ENDEKSİ İLE BİST100 ENDEKSİ ARASINDAKİ İLİŞKİ: COVİD-19 ÖNCESİ VE SONRASI DÖNEME YÖNELİK BİR ARAŞTIRMA

E Köycü - Finans Ekonomi ve Sosyal Araştırmalar Dergisi, 2022 - dergipark.org.tr
Bu çalışmada, COVID-19 öncesi ve sonrası döneme yönelik yatırımcı risk iştahını ifade eden
RISE endeksi ile BİST100 endeksi arasında nedensellik ilişkisinin varlığının araştırılması …

[HTML][HTML] Volatility transmission in the property market during two inflationary periods: the 2008-2009 global financial crisis and the COVID-19 crisis

BM Aljohani, A Fadul, MS Asiri, AD Alkhathami… - … in International Business …, 2024 - Elsevier
This research paper investigates the changes in correlation patterns of volatility between the
UK and US property markets and other global markets during periods of inflation. We use …

Analysis of Risk Spillover and Asymmetry Between Three Crude Oil Markets and Chinese Financial Markets

M Ling, G Cao - Fluctuation and Noise Letters, 2023 - World Scientific
Providing a scientific basis and method to ensure the smooth functioning of the Chinese
crude oil market would be hugely significant to China's future economic development and …

Yatırımcı risk iştahının pay piyasasına etkisi: BİST Mali endeksi üzerine bir araştırma

T Nur - Fiscaoeconomia, 2022 - ceeol.com
In the study, it was aimed to investigate the relationship between the Risk Appetite index
(RISE) and BIST Financial Index between 06.06. 2008-07.11. 2021 with linear ARDL …

Fear in commodity return prediction

Z Cao, L Han, X Wei, Q Zhang - Finance Research Letters, 2022 - Elsevier
Stock variance, which is the sum of squared daily returns on the S&P 500, implies the level
of investor fear in stock market and performs well at predicting the return of index commodity …