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Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader; Tiwari, Aviral Kumar; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
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A quantile-boosting approach to forecasting gold returns
Pierdzioch, Christian; Risse, Marian - In: The North American journal of economics and finance : a … 35 (2016), pp. 38-55
Persistent link: https://www.econbiz.de/10011672283
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VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang; Guo, Shuxin; Qiao, Gaoxiu - In: The North American journal of economics and finance : a … 34 (2015), pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
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Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan; Pierdzioch, Christian; Selmi, Refk; … - In: The North American journal of economics and finance : a … 43 (2018), pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
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Are low-frequency data really uninformative? : a forecasting combination perspective
Ma, Feng; Li, Yu; Liu, Li; Zhang, Yaojie - In: The North American journal of economics and finance : a … 44 (2018), pp. 92-108
Persistent link: https://www.econbiz.de/10012036299
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Mutual excitation between OECD stock and oil markets : a conditional intensity extreme value approach
Herrera, Rodrigo; González, Sergio; Clements, Adam - In: The North American journal of economics and finance : a … 46 (2018), pp. 70-88
Persistent link: https://www.econbiz.de/10012036606
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Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data
Tan, Shay Kee; Kok Haur Ng; Chan, Jennifer So Kuen; … - In: The North American journal of economics and finance : a … 47 (2019), pp. 537-551
Persistent link: https://www.econbiz.de/10012120126
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Asymmetric volatility in equity markets around the world
Horpestad, Jone B.; Lyócsa, Štefan; Molnár, Peter; … - In: The North American journal of economics and finance : a … 48 (2019), pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
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Non-linear volatility dynamics and risk management of precious metals
Demiralay, Sercan; Ulusoy, Veysel - In: The North American journal of economics and finance : a … 30 (2014), pp. 183-202
Persistent link: https://www.econbiz.de/10010463518
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Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates
Su, Jung-bin - In: The North American journal of economics and finance : a … 30 (2014), pp. 1-39
Persistent link: https://www.econbiz.de/10010463599