Navigating Choppy Waters: Interplay between Financial Stress and Commodity Market Indices
H Ahmed, F Aslam, P Ferreira - Fractal and Fractional, 2024 - mdpi.com
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 …
and the economy as a whole. This study examines the nonlinear structure and dynamic …
The forecasting of consumer exchange-traded funds (ETFs) via grey relational analysis (GRA) and artificial neural network (ANN)
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 …
for the prediction of consumer exchange-traded funds (ETFs). We apply eight variables …
The relationship between China's real estate market and industrial metals futures market: evidence from non-price measures of the real estate market
X Chen, J Tongurai - Asia-Pacific Financial Markets, 2021 - Springer
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 …
between the real estate market and the industrial metals futures market in China during the …
Professional macroeconomic forecasts and Chinese commodity futures prices
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 …
and macroeconomic variables indicating the important role that commodities play in the real …
探討經濟指標對金融科技投資影響: 灰色關聯分析與神經網路方法的應用
JUIY SU - 中原大學財務金融學系學位論文, 2024 - airitilibrary.com
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 …
the FinTech-related field, utilizing Grey Relational Analysis (GRA) to measure the grey …
Exploring the Sources of Systemic Risk and Hedging Strategies in Energy and Stock Markets
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 …
systemic risk in a broad system of one traditional energy ETF, one clean energy ETF, seven …
Us Commodity Indices' Diversification and Inflation Hedging Benefits: Evidence from Brazil
M Bernardo, CH Campani… - Available at SSRN …, 2023 - papers.ssrn.com
We analyze the impact of two leading international commodity indices (Bloomberg
Commodity Index and S&P Goldman Sachs Commodity Index) on a Brazilian portfolio …
Commodity Index and S&P Goldman Sachs Commodity Index) on a Brazilian portfolio …