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Jain, Anshul; Biswal, Pratap Chandra; Ghosh, Sajal - In: Applied economics 48 (2016) 34/36, pp. 3228-3243

Persistent link: https://www.econbiz.de/10011617173

The day of the week effecton returns, volatility and volume of Shariah index

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Market size matters : a model of excess volatility in large markets

Kawakami, Kei - In: Journal of financial markets 28 (2016), pp. 24-45

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Analysis of investors' prediction potential using Holt Winters model and artificial neural networks

Dungore, Parizad Phiroze - In: Applied economics letters 29 (2022) 21, pp. 2032-2039

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Intraday Transactions, Volume and Volatility in Pre- and Post-Decimalization Regimes

Talukdar, Bakhtear; Bhuyan, Rafiqul; Hamid, Shahid S.; … - In: Quarterly journal of finance & accounting : QJFA 60 (2022) 3/4, pp. 101-146

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Risk factors in cryptocurrency investments and feasible solutions to mitigate them

Jain, Harsh; Rohilla, Shourya; Vakharia, Dhairya; … - In: Green finance instruments, fintech, and investment …, (pp. 211-236). 2023

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The macroeconomic variables impact on commodity futures volatility : a study on Indian markets

Sreenu, Nenavath; Rao, K. S. S.; Kishan, D. - In: Cogent business & management 8 (2021) 1, pp. 1-17

The research investigated the impact of macroeconomic variables on the volatility of the commodity futures market in … daily price volatility is studied in the research employed by the GARCH-MIDAS model. This model simplifies the series of … volatility into long- and short-run modules, which allow for the testing of the macroeconomic variables can control the long …

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The linkage between aggregate stock market investor sentiment and commodity futures returns

Zheng, Yao - In: Applied financial economics 24 (2014) 22/24, pp. 1491-1513

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An analysis of diversification benefits of commodity futures using Markov regime-switching approach

Jaiswal, Ritika; Uchil, Rashmi - In: Afro-Asian Journal of Finance and Accounting : AAJFA 8 (2018) 1, pp. 20-47

Persistent link: https://www.econbiz.de/10011933965

Returns and volatilities of cotton futures markets : impacts of participants' contract positions

Özaydın, Orhan; Çankaya, Serkan; Benabess, Najiba - In: Journal for international business and entrepreneurship … 14 (2022) 2, pp. 206-225

Persistent link: https://www.econbiz.de/10013478474