[HTML][HTML] Forecasting: theory and practice

F Petropoulos, D Apiletti, V Assimakopoulos… - International Journal of …, 2022 - Elsevier
Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Multifractal analysis of financial markets: A review

ZQ Jiang, WJ **e, WX Zhou… - Reports on Progress in …, 2019 - iopscience.iop.org
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

Forecast methods for time series data: A survey

Z Liu, Z Zhu, J Gao, C Xu - Ieee Access, 2021 - ieeexplore.ieee.org
Research on forecasting methods of time series data has become one of the hot spots. More
and more time series data are produced in various fields. It provides data for the research of …

Portfolio diversification with virtual currency: Evidence from bitcoin

K Guesmi, S Saadi, I Abid, Z Ftiti - International Review of Financial …, 2019 - Elsevier
The paper investigates the proprieties of Bitcoin in the financial markets. Specifically, we
explore the conditional cross effects and volatility spillover between Bitcoin and financial …

The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas

S Chen, A Bouteska, T Sharif, MZ Abedin - Resources Policy, 2023 - Elsevier
The major aim of this paper is to analyze the influence of the recent Russia–Ukraine war on
the volatility dynamics of the natural gas market for the 1 June 2011–31 December 2022 …

Dynamic connectedness between oil prices and stock returns of clean energy and technology companies

S Nasreen, AK Tiwari, JC Eizaguirre… - Journal of Cleaner …, 2020 - Elsevier
This study employs wavelet coherency, phase differences and spillover analysis to examine
the dynamic connectedness between oil prices and stock returns of clean energy and …

A hybrid approach of adaptive wavelet transform, long short-term memory and ARIMA-GARCH family models for the stock index prediction

M Zolfaghari, S Gholami - Expert Systems with Applications, 2021 - Elsevier
Modelling and forecasting the stock price constitute an important area of financial research
for both academics and practitioners. This study seeks to determine whether improvements …

Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method

W Mensi, S Hammoudeh, SJH Shahzad… - Journal of Banking & …, 2017 - Elsevier
This study combines the variational mode decomposition (VMD) method and static and time-
varying symmetric and asymmetric copula functions to examine the dependence structure …

Volatility is (mostly) path-dependent

J Guyon, J Lekeufack - Quantitative Finance, 2023 - Taylor & Francis
We learn from data that volatility is mostly path-dependent: up to 90% of the variance of the
implied volatility of equity indexes is explained endogenously by past index returns, and up …

Effects of crude oil price shocks on stock markets and currency exchange rates in the context of Russia-Ukraine conflict: Evidence from G7 countries

B Bagchi, B Paul - Journal of Risk and Financial Management, 2023 - mdpi.com
The present study examines the effects of the steep surge in crude oil prices which has also
been considered as an oil price shock on the stock price returns and currency exchange …