Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models
Z Niu, C Wang, H Zhang - International Review of Financial Analysis, 2023 - Elsevier
This paper investigates how geopolitical risks influence the prediction performance on the
US stock market volatility with machine learning models. Further, it compares the predictive …
US stock market volatility with machine learning models. Further, it compares the predictive …
Using machine learning to forecast clean energy, commodities, green bonds and ESG index prices: How important is financial stress?
H Soltani, J Taleb, F Ben Hamadou… - EuroMed Journal of …, 2024 - emerald.com
Purpose This study investigates clean energy, commodities, green bonds and
environmental, social and governance (ESG) index prices forecasting and assesses the …
environmental, social and governance (ESG) index prices forecasting and assesses the …
The role of higher moments in predicting China's oil futures volatility: Evidence from machine learning models
This paper expands the emerging literature on volatility forecasting for China's oil market by
exploring the predictive ability of higher-order moments (skewness, kurtosis …
exploring the predictive ability of higher-order moments (skewness, kurtosis …