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Indexed executive stock options with a ratchet mechanism and average prices

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Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach

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Effect of an open-air, mixed-use shopping center on the price of nearby residential properties

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Portfolio procurement in supply chain management

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Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?

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Forecasting the realized range-based volatility using dynamic model averaging approach

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Forecasting realized volatility in a changing world : a dynamic model averaging approach

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Cryptocurrency Uncertainty and Volatility Forecasting of Precious Metal Futures Markets

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Several common properties shared by cryptocurrencies and precious metals, such as safe haven, hedge and diversification for risk assets, have been wildly discussed since the day Bitcoin was created in 2008. However, no studies have explored whether cryptocurrency market uncertainties can help to...

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Improving forecasting performance of realized covariance with extensions of HAR-RCOV model : statistical significance and economic value

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Forecasting oil price volatility : forecast combination versus shrinkage method

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