Fear of the disease outbreak news (DONs) has shocked commodity markets and raised the
likelihood of economic uncertainty and recession globally. This article examines the …

Purpose Market volatility is subject to good or bad news and even responses to fake news
and policy changes. In this piece of work, the authors consider the effects of the recent …

Using the Hubei province in China as the COVID‐19 pandemic epicenter and January 23,
2020 as the event date (the date the Chinese government announced the lockdown of …

Risk iştahı yatırımcıların risk taşıma istekliliğini ifade etmektedir. Dolayısıyla, risk iştahı birçok
ülke tarafından finansal piyasaların istikrar ölçütü olarak kabul görmekte ve …

Bu çalışmanın amacı, finansal piyasalarda riskin bir göstergesi olarak ülkemizde Aralık 2008
tarihinden itibaren hesaplanan Risk İştahı Endeksinin (RİSE) pay getirileri üzerindeki …

We investigate the multi-scale information transmission between two implied volatilities in
the energy markets (crude oil volatility and volatility in the energy market) and energy …

Crude oil is a global commodity traded across the world market. The prices of the commodity
over an extended period for crude oil have been analyzed using daily prices of crude oil …

Bu çalışmanın amacı Bitcoin (BTC) fiyat getirileri ile risk iştahı ve BİST100 endeksi
arasındaki ilişkiyi ortaya koymaktır. Tüm yatırımcılar için değişim metodu ile hesaplanan …

This article poses and solves the problem of evaluating the feasibility of innovative project's
financing in the face of uncertainty due to the need to combine both quantitative and …

This study investigates the causal relationship between the fear index (VIX) and stock
indices. This study is based in the Indian context and uses sectoral stock indices, in contrast …