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The relationships between sentiment, returns and volatility
Wang, Yaw-Huei; Keswani, Aneel; Taylor, Stephen - In: International journal of forecasting 22 (2006) 1, pp. 109-123
Persistent link: https://www.econbiz.de/10003283957
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A core-periphery framework in stock markets of the euro zone
Dias, José G.; Ramos, Sofia B. - In: Economic modelling 35 (2013), pp. 320-329
Persistent link: https://www.econbiz.de/10010259434
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Oil price asymmetric effects : answering the puzzle in international stock markets
Ramos, Sofia B.; Veiga, Helena - In: Energy economics 38 (2013), pp. 136-145
Persistent link: https://www.econbiz.de/10009764598
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An overview of electricity price regimes in the U.S. wholesale markets
Dias, José G.; Ramos, Sofia B. - In: The interrelationship between financial and energy markets, (pp. 215-232). 2014
Persistent link: https://www.econbiz.de/10010411141
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Risk factors in the oil industry : an upstream and downstream analysis
Ramos, Sofia B.; Veiga, Helena; Wang, Chih-Wei - In: The interrelationship between financial and energy markets, (pp. 3-32). 2014
Persistent link: https://www.econbiz.de/10010411181
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Clustering financial time series : new insights from an extended hidden Markov model
Dias, José G.; Vermunt, Jeroen K.; Ramos, Sofia B. - In: European journal of operational research : EJOR 243 (2015) 3, pp. 852-864
Persistent link: https://www.econbiz.de/10010513848
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Heterogeneous price dynamics in US regional electricity markets
Dias, José G.; Ramos, Sofia B. - In: Energy economics 46 (2014), pp. 453-463
Persistent link: https://www.econbiz.de/10011298959
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The cyclical behaviour of commodities
Pereira, Marcelo; Ramos, Sofia B.; Dias, José G. - In: The European journal of finance 23 (2017) 10/12, pp. 1107-1128
Persistent link: https://www.econbiz.de/10011741466
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Have world, country, and industry risks changed over time? : An investigation of the volatility of developed stock markets
Ferreira, Miguel A.; Gama, Paulo M. - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 195-222
Persistent link: https://www.econbiz.de/10002699514
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Idiosyncratic volatility of small public firms and entrepreneurial risk
Brown, David P.; Ferreira, Miguel A. - In: The quarterly journal of finance 6 (2016) 1, pp. 1-59
Persistent link: https://www.econbiz.de/10011452364