Multi‐Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID‐19 Pandemic

E Asafo-Adjei, S Frimpong, P Owusu Junior… - …, 2022 - Wiley Online Library
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 …

A nonlinear approach to quantifying investor fear in stock markets of BRIC

E Asafo-Adjei, A Bossman, E Boateng… - Mathematical …, 2022 - Wiley Online Library
The information flow between BRIC and relevant volatilities constitutes a complex network,
which needs comprehensive analysis. We provide a rigorous investigation of information …

Similarities among equities returns in multi-frequencies: insights from sustainable responsible investing

E Asafo-Adjei, AM Adam, CL Arthur… - Journal of sustainable …, 2022 - Taylor & Francis
The degree to which corporations benefit from social welfare has induced increasing
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

E Asafo-Adjei, AM Adam, P Owusu Junior… - European Journal of …, 2023 - emerald.com
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 …

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 …

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 …

Investigating the Dynamic Relationship Between Greenhouse Gas Emissions and Gross Domestic Product in Türkiye

G Şahin, S Gayaker - Ankara Hacı Bayram Veli Üniversitesi İktisadi …, 2023 - dergipark.org.tr
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 …

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 …

Modeling stock price dynamics on the Ghana Stock Exchange: A Geometric Brownian Motion approach

DL Quayesam, A Lotsi, FO Mettle - arXiv preprint arXiv:2403.13192, 2024 - arxiv.org
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 …

[PDF][PDF] Research Article Multi-Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID-19 Pandemic

E Asafo-Adjei, S Frimpong, PO Junior, AM Adam… - 2022 - academia.edu
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 …