Search Results - subject:"Volatility"

Examining impact of inflation and inflation volatility on economic growth : evidence from European Union economies

Pappas, Anastasios; Boukas, Nikolaos - In: Economies : open access journal 13 (2025) 2, pp. 1-18

Examining the economies of the European Union from 2000 to 2023, we have found no strong evidence that the inflation rate has a negative impact on economic growth. In contrast, in line with conventional economic theory, higher interest rates are associated with lower economic growth. The results...

Persistent link: https://www.econbiz.de/10015210370

Dynamic linkages between economic policy uncertainty and external variables in Latin America : wavelet analysis

Marín-Rodríguez, Nini Johana; González-Ruiz, Juan David - In: Economies : open access journal 13 (2025) 2, pp. 1-28

Options Exchange (CBOE) Market Volatility Index (RVIX), Merrill Lynch Option Volatility Estimate Index (RMOVE), and Global EPU … Index (RGEPU), emphasizing the sustained influence of financial volatility on domestic policy environments, particularly … America’s interconnected economies while addressing vulnerabilities to global market volatility and sustainability transitions. …

Persistent link: https://www.econbiz.de/10015210453

Modeling gasoline price volatility

Kamocsai, László; Ormos, Mihály - In: Finance research letters 73 (2025), pp. 1-9

Persistent link: https://www.econbiz.de/10015210877

Hybrid ML models for volatility prediction in financial risk management

Kumar, Satish; Rao, Amar; Dhochak, Monika - In: International review of economics & finance : IREF 98 (2025), pp. 1-18

Persistent link: https://www.econbiz.de/10015331616

Spillover effects between China's new energy and carbon markets and international crude oil market : a look at the impact of extreme events

Zhang, Yong; Tang, Guangyuan; Li, Rong - In: International review of economics & finance : IREF 98 (2025), pp. 103939

Persistent link: https://www.econbiz.de/10015331886

Optimal payoffs under smooth ambiguity

Chen, An; Vanduffel, Steven; Wilke, Morten - In: European journal of operational research : EJOR 320 (2025) 3, pp. 754-764

Persistent link: https://www.econbiz.de/10015085373

Revisiting the currency-commodity nexus : new insights into the R² decomposed connectedness and the role of global shocks

Huang, Jionghao; Li, Hongqiao; Chen, Baifan; Liu, Mengai; … - In: International review of economics & finance : IREF 98 (2025), pp. 1-39

Persistent link: https://www.econbiz.de/10015330663

Renaissance of climate policy uncertainty : the effects of U.S. presidential election on energy markets volatility

Ding, Shusheng; Wang, Anqi; Cui, Tianxiang; Min Du, Anna - In: International review of economics & finance : IREF 98 (2025), pp. 1-11

Persistent link: https://www.econbiz.de/10015330718

Idiosyncratic volatility and the cross-section of abnormal returns in Pakistan : evidence from a country with religious bans on lotteries and substantive institutional investor par...

Khurram, Muhammad Usman; Ali, Fahad; Ülkü, Numan - In: International review of economics & finance : IREF 98 (2025), pp. 1-22

Persistent link: https://www.econbiz.de/10015330660

Oil price shocks and airlines stock return and volatility : a GFEVD analysis

Cai, Yifei; Zhang, Yahua; Zhang, Anming - In: Economics of Transportation : the official journal of … 41 (2025), pp. 1-12

Persistent link: https://www.econbiz.de/10015329608