Cryptocurrency volatility: A review, synthesis, and research agenda

MS Ahmed, AA El-Masry, AI Al-Maghyereh… - Research in International …, 2024 - Elsevier
This paper takes part in the ongoing debate on the newly emerging field of financial
technology by systematically reviewing 164 articles on cryptocurrency volatility during the …

The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model

M Izzeldin, YG Muradoğlu, V Pappas… - International Review of …, 2021 - Elsevier
We investigate the impact of Covid-19 on stock markets across G7 countries and their
business sectors. We highlight the synchronicity and severity of this unprecedented crisis …

What do the AI methods tell us about predicting price volatility of key natural resources: evidence from hyperparameter tuning

M Srivastava, A Rao, JS Parihar, S Chavriya, S Singh - Resources Policy, 2023 - Elsevier
Volatility plays a significant role in pricing derivatives, managing portfolio risk, and using
hedging strategies in the financial markets. As a result, it is imperative to precisely estimate …

A CEEMD-ARIMA-SVM model with structural breaks to forecast the crude oil prices linked with extreme events

Y Cheng, J Yi, X Yang, KK Lai, L Seco - Soft Computing, 2022 - Springer
This paper develops an integrated framework to forecast the volatility of crude oil prices by
considering the impacts of extreme events (structural breaks). The impacts of extreme events …

A novel three-stage hybrid learning paradigm based on a multi-decomposition strategy, optimized relevance vector machine, and error correction for multi-step …

J Zhou, Z Xu - Resources Policy, 2023 - Elsevier
Accurate forecasting of precious metal prices will greatly assist investors, account managers,
and mineral enterprises in making sound decisions and market assessments, while further …

Day of the Week Effect on the World Exchange Rates through Fractal Analysis

W Kristjanpoller, B Miranda Tabak - Fractal and Fractional, 2024 - mdpi.com
The foreign exchange rate market is one of the most liquid and efficient. In this study, we
address the efficient analysis of this market by verifying the day-of-the-week effect with …

[PDF][PDF] Applying block bootstrap methods in silver prices forecasting

Ł Sroka - Econometrics, 2022 - sciendo.com
This article focuses on the presentation of the forecasting possibilities of bootstrap methods
used to predict prices based on time series. The aim of the paper was to examine the quality …

[PDF][PDF] The meaning of structural breaks for risk management: new evidence, mechanisms, and innovative views for the post-COVID-19 era

C Tsuji - Quantitative Finance and Economics, 2022 - aimspress.com
This paper quantitatively reveals the meaning of structural breaks for risk management by
analyzing US and major European banking sector stocks. Applying newly extended Glosten …

Latent Dirichlet allocation method-based nowcasting approach for prediction of silver price

S Öndin, T Küçükdeniz - Accounting, 2023 - m.growingscience.com
Silver is a metal that offers significant value to both investors and companies. The purpose of
this study is to make an estimation of the price of silver. While making this estimation, it is …

A business model to analyze the Tesla based on SWOT analysis and POCD

T Jiang - 2022 7th International Conference on Financial …, 2022 - atlantis-press.com
Tesla is a car company that works on producing cars operating on electricity. It is an America
based company that works on electric vehicles and a company that is operating on the clean …