Multi‐Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID‐19 Pandemic
Owing to the adverse impact of the COVID‐19 pandemic on world economies, it is expected
that information flows between commodities and uncertainties have been transformed …
that information flows between commodities and uncertainties have been transformed …
A nonlinear approach to quantifying investor fear in stock markets of BRIC
The information flow between BRIC and relevant volatilities constitutes a complex network,
which needs comprehensive analysis. We provide a rigorous investigation of information …
which needs comprehensive analysis. We provide a rigorous investigation of information …
Similarities among equities returns in multi-frequencies: insights from sustainable responsible investing
The degree to which corporations benefit from social welfare has induced increasing
attention, enjoining corporations to act in a socially responsible manner. The sustainability …
attention, enjoining corporations to act in a socially responsible manner. The sustainability …
Multi-frequency information transmission among constituents and global equity returns: a sustainable and conventional way of investing
Purpose This study investigates information flow of market constituents and global indices at
multi-frequencies. Design/methodology/approach The study's findings were obtained using …
multi-frequencies. Design/methodology/approach The study's findings were obtained using …
Multiscale Tail Risk Connectedness of Global Stock Markets: A LASSO‐Based Network Topology Approach
Y Du, X Zhang, Z Ding, X Yang - Complexity, 2022 - Wiley Online Library
Due to the advent of deglobalization and regional integration, this article aims to adopt
LASSO‐based network connectedness to estimate the multiscale tail risk spillover effects of …
LASSO‐based network connectedness to estimate the multiscale tail risk spillover effects of …
Stock Indexes Community Identification Using BAT-Modified Optimization Algorithm
K Aggarwal, A Arora - SN Computer Science, 2024 - Springer
Stock price accelerates interest and preference of the young generation to explore the stock
market with elicit interest. An autopilot system is needed where users choose beneficial …
market with elicit interest. An autopilot system is needed where users choose beneficial …
Investigating the Dynamic Relationship Between Greenhouse Gas Emissions and Gross Domestic Product in Türkiye
This study aims to investigate the causal relationship between Gross Domestic Product and
greenhouse gas emissions in Türkiye from 1951 to 2018, using the Causal Decomposition …
greenhouse gas emissions in Türkiye from 1951 to 2018, using the Causal Decomposition …
Detecting community structure in financial markets using the bat optimization algorithm
K Aggarwal, A Arora - International Journal of Information …, 2022 - igi-global.com
A lucid representation of the hidden structure of real-world application has attracted complex
network research communities and triggered a vast number of solutions in order to resolve …
network research communities and triggered a vast number of solutions in order to resolve …
Modeling stock price dynamics on the Ghana Stock Exchange: A Geometric Brownian Motion approach
Modeling financial data often relies on assumptions that may prove insufficient or unrealistic
in practice. The Geometric Brownian Motion (GBM) model is frequently employed to …
in practice. The Geometric Brownian Motion (GBM) model is frequently employed to …
[PDF][PDF] Research Article Multi-Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID-19 Pandemic
Owing to the adverse impact of the COVID-19 pandemic on world economies, it is expected
that information flows between commodities and uncertainties have been transformed …
that information flows between commodities and uncertainties have been transformed …