[HTML][HTML] Forecasting: theory and practice
Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …
uncertainty that surrounds the future is both exciting and challenging, with individuals and …
Multifractal analysis of financial markets: A review
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …
Portfolio diversification with virtual currency: Evidence from bitcoin
The paper investigates the proprieties of Bitcoin in the financial markets. Specifically, we
explore the conditional cross effects and volatility spillover between Bitcoin and financial …
explore the conditional cross effects and volatility spillover between Bitcoin and financial …
Forecast methods for time series data: a survey
Z Liu, Z Zhu, J Gao, C Xu - Ieee Access, 2021 - ieeexplore.ieee.org
Research on forecasting methods of time series data has become one of the hot spots. More
and more time series data are produced in various fields. It provides data for the research of …
and more time series data are produced in various fields. It provides data for the research of …
The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas
The major aim of this paper is to analyze the influence of the recent Russia–Ukraine war on
the volatility dynamics of the natural gas market for the 1 June 2011–31 December 2022 …
the volatility dynamics of the natural gas market for the 1 June 2011–31 December 2022 …
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
This study combines the variational mode decomposition (VMD) method and static and time-
varying symmetric and asymmetric copula functions to examine the dependence structure …
varying symmetric and asymmetric copula functions to examine the dependence structure …
The impact of COVID-19 on food prices in China: evidence of four major food products from Beijing, Shandong and Hubei Provinces
Purpose The purpose of this paper is to empirically study the impact of the coronavirus
disease 2019 (COVID-19) on food prices in China and provides policy implications for crisis …
disease 2019 (COVID-19) on food prices in China and provides policy implications for crisis …
A hybrid approach of adaptive wavelet transform, long short-term memory and ARIMA-GARCH family models for the stock index prediction
M Zolfaghari, S Gholami - Expert Systems with Applications, 2021 - Elsevier
Modelling and forecasting the stock price constitute an important area of financial research
for both academics and practitioners. This study seeks to determine whether improvements …
for both academics and practitioners. This study seeks to determine whether improvements …
Dynamic connectedness between oil prices and stock returns of clean energy and technology companies
This study employs wavelet coherency, phase differences and spillover analysis to examine
the dynamic connectedness between oil prices and stock returns of clean energy and …
the dynamic connectedness between oil prices and stock returns of clean energy and …