Temporal Analysis of Mexico Stock Market Index Volatility using GJR-GARCH model

S Kumar, A Anand, R Birau, BK Meher… - Revista de Stiinte …, 2023 - ceeol.com
Stocks play a crucial role in the stock market, which is at the very core of every nation's
economic growth. Investors, analysts, and others in related fields have turned their attention …

An analysis on the time-varying correlation among selected agricultural commodities: a DCC-GARCH model-based approach

E Mishra, R Murugesan - International Journal of Enterprise …, 2024 - inderscienceonline.com
As per the literature survey, very few studies analyse the dynamics of conditional correlation
and spillover effects between agricultural commodity prices. This research aims at finding …

An Empirical Investigation of Comparative Performance of GARCH Family Models and EWMA Model in Predicting Volatility of TSEC Weighted Index of Taiwan

K Santosh, BK Meher, R Birau, A Anand… - … , R., ANAND, A., & ION, F …, 2023 - papers.ssrn.com
The act of modeling and forecasting stock market volatility has become essential to risk
management practice; it has emerged as one of the most popular themes in financial …

[PDF][PDF] Investigating Volatility Dynamics of the Portugal Stock Market using FIGARCH Models

S Kumar, BK Meher, R Birau, A Anand… - Economics and …, 2023 - researchgate.net
Financial markets play a crucial role in modern economies, serving as hubs for capital
allocation, risk management, and price discovery (Galati & Tsatsaronis, 2003)(Deng & Oren …

The indirect impacts of carbon futures on shipping: a case study from steel industry

R Zhou - 2022 - theses.lib.polyu.edu.hk
Emissions Trading Scheme (ETS) is a market-based approach under Kyoto Protocol for
efficient reduction of greenhouse gas emissions. Many regional ETSs have been …

[PDF][PDF] An Empirical Investigation of Comparative Performance of GARCH Family Models and EWMA Model in Predicting Volatility of TSEC Weighted Index of Taiwan

S KUMAR, BK MEHER, R BIRAU… - Annals of the …, 2023 - cis01.central.ucv.ro
The act of modeling and forecasting stock market volatility has become essential to risk
management practice; it has emerged as one of the most popular themes in financial …

Linkage Models: Economic Key Drivers and Agricultural Production

C Vuppalapati - Artificial Intelligence and Heuristics for Enhanced Food …, 2022 - Springer
This chapter introduces the linkage models that explain the relationship among agricultural
production, macroeconomic variables, co-movement variables, and farm inputs such as …

[PDF][PDF] Universidad de Zamorano Maestría en Ciencias en Agricultura Tropical Sostenible

MKA Bolívar, Y Martínez, J Orozco - bdigital.zamorano.edu
A nivel mundial, los principales ingredientes en la dieta de las aves de corral son el maíz y
la harina de soya. El aumento de los costos de estos ha generado inflación en los precios …