Financial stress can have significant implications for individuals, businesses, asset prices
and the economy as a whole. This study examines the nonlinear structure and dynamic …

Our study uses the grey relational analysis (GRA) and artificial neural network (ANN) models
for the prediction of consumer exchange-traded funds (ETFs). We apply eight variables …

By using non-price indicators of the real estate market, this paper examines the relationship
between the real estate market and the industrial metals futures market in China during the …

The literature has seen a significant relation between prices of commodities and their futures
and macroeconomic variables indicating the important role that commodities play in the real …

This study explores the relationship between economic indicators and price fluctuations in
the FinTech-related field, utilizing Grey Relational Analysis (GRA) to measure the grey …

We study the frequency-dependent patterns of connectedness and different sources of
systemic risk in a broad system of one traditional energy ETF, one clean energy ETF, seven …

We analyze the impact of two leading international commodity indices (Bloomberg
Commodity Index and S&P Goldman Sachs Commodity Index) on a Brazilian portfolio …