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Persistent link: https://www.econbiz.de/10012211477

Tail dependence and risk spillover effects between China's carbon market and energy markets

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Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility

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Volatility and dependence in crude oil and agricultural commodity markets

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Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis

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Correlations and volatility spillovers between China and Southeast Asian stock markets

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Data-driven analysis of the real-time electricity price considering wind power effect

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The electricity price is the sensitive signal of the supply-demand balance and some other market incidents. The analysis of the price data can provide plenty of the market information. It is helpful for the participants to understand the market and improve future strategies. However, most of the...

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Volatility forecasting for the shipping market indexes : an AR-SVR-GARCH approach

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Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective

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Volatility and dependence in cryptocurrency and financial markets : a copula approach

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