This paper attempts to understand the dynamic interrelationships and financial asset
capabilities of Bitcoin by analysing several aspects of its volatility vis-a-vis other asset …

Crude oil and natural gas are crucial to the Russian economy. Therefore, this study
examined the interconnections between crude oil price, natural gas price, and Russian …

Purpose This article examines dynamic volatility spillovers between stock index returns of
four main hospitality sub-sectors in US during the coronavirus disease 2019 (COVID-19) …

Purpose Because of the growing financial market integration, China's stock market's volatility
spillover effect has gradually increased. Traditional strategies do not capture stock volatility …

Purpose Cost estimation is a major concern while planning projects on public–private
partnership (PPP) terms in develo** countries. To bridge the gap of the right …

This study investigates the predictive power of sentiment metrics concerning the volatility of
tourism-related stocks listed on the Pakistan Stock Exchange (PSX) during recent crises. We …

During the COVID-19 pandemic and subsequent periods of US monetary policy
normalization after quantitative easing during COVID-19, global financial markets have …

The fluctuation of the freight rates is an important source of risk for all participants in the
tanker ship** markets including ship-owners, charterers, traders, hedge funds, banks, etc …

Value at risk (VaR) is a quantitative measure used to evaluate the risk linked to the potential
loss of investment or capital. Estimation of the VaR entails the quantification of prospective …

This chapter delves into market volatility and its forecasting models in the dynamic financial
landscape. It examines factors driving volatility, quantification approaches, and diverse …