Stock markets across the world have exhibited varying degrees of volatility following the
recent COVID-19 pandemic. We have examined the effect of this pandemic on stock market …

I investigate the impact of COVID-19 cases and related deaths on the US stock market (Dow
Jones and S&P500 indices), allowing for changes in trading volume and volatility …

This study tests and documents the information content of all publicly available implied
volatility indices regarding both the realized volatility and the returns of the underlying asset …

In recent years, machine learning research has gained momentum: new developments in
the field of deep learning allow for multiple levels of abstraction and are starting to …

GDP, monetary variables, corruption, and uncertainty are crucial to energy policy decisions
in today's interrelated world. The global energy crisis, aggravated by rising energy prices …

We decompose the squared VIX index, derived from US S&P500 options prices, into the
conditional variance of stock returns and the equity variance premium. We evaluate a …

The launch of the China's Shanghai International Energy Exchange (INE) oil futures market
in 2018 has shed new light on the role of China in international crude oil market …

This research aims at investigating the response of the stock market to the WHO
announcement on 11th of March 2020 which officially declares the spread of the COVID-19 …

In this study, we examine the long-term predictive role of the global financial stress index
(GFSI) on equity market volatility and provide a comprehensive analysis using GFSI for the …

We investigate the effects of a google trend synthetic index concerning corona virus, as a
composite indicator of searching term and theme, on the implied volatility of thirteen major …