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Can inflation predict energy price volatility?

Batten, Jonathan A.; Mo, Di; Pourkhanali, Armin - In: Energy economics 129 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014558888

Portfolio management with targeted constant market volatility

Bao Doan; Papageorgiou, Nicolas A.; Reeves, Jonathan J.; … - In: Insurance / Mathematics & economics 83 (2018), pp. 134-147

Persistent link: https://www.econbiz.de/10011944110

Investors' uncertainty and forecasting stock market volatility

Liu, Ruipeng; Gupta, Rangan - In: The journal of behavioral finance : a publication of … 23 (2022) 3, pp. 327-337

Persistent link: https://www.econbiz.de/10013353013

Active portfolio management for the emerging and frontier markets : the use of multivariate time series forecasts

Tri Hoang - In: Cogent economics & finance 10 (2022) 1, pp. 1-27

best. Also, the volatility forecasts generated from multivariate time series models can be successfully converted into … higher portfolio returns using quantitative investment approaches if the right balance of volatility modelling and portfolio …

Persistent link: https://www.econbiz.de/10013391097

Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies

Luo, Jiawen; Ҫepni, Oğuzhan; Demirer, Rıza; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013469716

Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies

Luo, Jiawen; Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan - In: Journal of empirical finance 81 (2025), pp. 1-34

Persistent link: https://www.econbiz.de/10015405336

Simulation-based forecasting for intraday power markets : modelling fundamental drivers for location, shape and scale of the price distribution

Hirsch, Simon; Ziel, Florian - In: The energy journal 45 (2024) 3, pp. 87-124

Persistent link: https://www.econbiz.de/10015273073

Estimation of value-at-Risk on Romanian stock exchange using volatility forecasting models

Opreana, Claudiu Ilie - In: Expert journal of finance 1 (2013), pp. 4-18

Persistent link: https://www.econbiz.de/10011572395

The economic value of volatility timing with realized jumps

Nolte, Ingmar; Xu, Qi - In: Journal of empirical finance 34 (2015), pp. 45-59

Persistent link: https://www.econbiz.de/10011556992

Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches

Zhang, Yaojie; Ma, Feng; Wei, Yu - In: Energy economics 81 (2019), pp. 1109-1120

Persistent link: https://www.econbiz.de/10012173075

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