Search Results - subject:"Uncertainty measures"

Which uncertainty measure better predicts gold prices? : new evidence from a CNN-LSTM approach

You, Wan-hai; Chen, Jianyong; Xie, Haoqi; Ren, Ying-hua - In: The North American journal of economics and finance : a … 76 (2025), pp. 1-15

predict gold prices. Specifically, we demonstrate various uncertainty measures containing market volatility information, such … empirical findings reveal that incorporating additional features, such as uncertainty measures, contributes to improving the …

Persistent link: https://www.econbiz.de/10015372600

Policy uncertainty and idiosyncratic volatility on Nikkei 225 stocks

Shin, Seungho; Naka, Atsuyuki; Wang, Lei - In: Applied economics letters 32 (2025) 12, pp. 1673-1680

Persistent link: https://www.econbiz.de/10015444812

Twitter-based uncertainty and stock market returns : evidence from G7 countries

Coskun, Merve; Taspinar, Nigar - In: International journal of finance & economics : IJFE 29 (2024) 4, pp. 3840-3860

Persistent link: https://www.econbiz.de/10015337670

Uncertainty in Central and Eastern European markets : evidence from Twitter-based uncertainty measures

Kropiński, Paweł - In: Post-communist economies 36 (2024) 3, pp. 382-403

Persistent link: https://www.econbiz.de/10014557771

Cryptocurrencies in an uncertain world : comprehensive insights from a wide range of uncertainty indices

Ngo Thai Hung; Toan Luu Duc Huynh; Nasir, Muhammad Ali - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3811-3825

Persistent link: https://www.econbiz.de/10014635446

Economic uncertainty before and during the COVID-19 pandemic

Altig, Dave; Baker, Scott Brent; Barrero, Jose Maria; … - 2020

uncertainty peaked later and then plateaued, as job losses mounted, highlighting the difference in uncertainty measures between …

Persistent link: https://www.econbiz.de/10012389586

Economic uncertainty before and during the COVID-19 pandemic

Altig, Dave; Baker, Scott Brent; Barrero, Jose Maria; … - 2020

uncertainty peaked later and then plateaued, as job losses mounted, highlighting the difference in uncertainty measures between …

Persistent link: https://www.econbiz.de/10012251406

COVID-induced economic uncertainty

Baker, Scott; Bloom, Nicholas; Davis, Steven J.; Terry, … - 2020

Persistent link: https://www.econbiz.de/10012204869

The role of uncertainty in forecasting volatility comovements across stock markets

Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo - In: Economic modelling 125 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014463541

Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era : the role of global uncertainties

Elsayed, Ahmed H.; Gozgor, Giray; Lau, Chi Keung - In: International review of financial analysis 81 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013375275