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Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach

Qabhobho, Thobekile; Asafo-Adjei, Emmanuel; Owusu … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 5, pp. 472-481

Persistent link: https://www.econbiz.de/10013450599

Multi-Scale information flow between gold and exchange rates among metal exporting countries in SSA : a frequency-transfer entropy approach

Opoku, Richard Takyi; Adam, Anokye M.; Isshaq, Zangina … - In: African journal of business and economic research : AJBER 18 (2023) 4, pp. 9-33

Persistent link: https://www.econbiz.de/10014574187

Susceptibility of stock market returns to international economic policy : evidence from effective transfer entropy of Africa with the implication for open innovation

Adam, Anokye M. - In: Journal of open innovation : technology, market, and … 6 (2020) 3/71, pp. 1-13

This study contributes to the scant finance literature on information flow from international economic policy uncertainty to emerging stock markets in Africa, using daily US economic policy uncertainty as a proxy and the daily stock market index for Botswana, Egypt, Ghana, Kenya, Morocco,...

Persistent link: https://www.econbiz.de/10012265507

Asymmetric information flow to G7 and Nordic equities markets during COVID-19 pandemic

Owusu Junior, Peterson; Ngo Thai Hung - In: The journal of risk finance : JRF 24 (2023) 4, pp. 393-423

Persistent link: https://www.econbiz.de/10014338625

A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty

Bossman, Ahmed; Umar, Zaghum; Agyei, Samuel Kwaku; … - In: Research in economics : an international review of economics 76 (2022) 3, pp. 189-205

Persistent link: https://www.econbiz.de/10014230132

Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets

Boateng, Ebenezer; Asafo-Adjei, Emmanuel; Gatsi, John … - In: Oeconomia Copernicana 13 (2022) 3, pp. 699-743

Persistent link: https://www.econbiz.de/10013449327