云南高校图书馆联盟文献共享服务平台- VOLATILITY

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Optimizing Forecast Accuracy in Cryptocurrency Markets:Evaluating Feature Selection Techniques for Technical Indicators: 《Computers, Materials & Continua》2025年第5期3411-3433,共23页Ahmed El Youssefi Abdelaaziz Hessane Imad Zeroual Yousef Farhaoui; This study provides a systematic investigation into the influence of feature selection methods on cryptocurrency price forecasting models employing technical indicators.In this work,over 130 technical indicators—cove...; 关键词：Cryptocurrency forecasting technical indicator feature selection walk-forward VOLATILITY MOMENTUM TREND

From Tweets to Trades:The Dynamic Dance of Investor Sentiment,Attention,and News Sentiment in ESG Stocks: 《China Finance and Economic Review》2025年第1期70-91,共22页Ooi Kok Loang; This study examines the impact of investor sentiment and attention on trading volume and volatility across markets in China,India,and Singapore,with a specific focus on the moderating role of news sentiment in various...; 关键词：investor sentiment investor attention volume VOLATILITY ESG stocks

How ignoring market-informed crop varietal development fuels food price volatility: 《Molecular Plant》2025年第1期1-4,共4页Ganesh Alagarasan; Agriculture must ensure profitability for farmers and affordability for consumers. The repercussions of ignoring market signals in crop variety development are as pervasive as they are ignored. Recognizing the delicat...; 关键词：PRICE MARKET PROFIT

Hyperbolic map unravels eight regions in temperature volatility regionalization of China' Mainland: 《Chinese Physics B》2024年第12期526-534,共9页Yuxuan Song Changgui Gu Muhua Zheng Aixia Feng Yufei Xi Haiying Wang Huijie Yang; Project supported by the National Natural Science Foundation of China(Grant Nos.12275179,12005079,and 41975100),the Shanghai Natural Science Foundation of China(Grant No.21ZR1443900),Natural Science Foundation of Jiangsu Province(Grant No.BK20220511),the funding for Scientific Research Startup of Jiangsu University(Grant No.4111710001),and the Joint Research Project for Meteorological Capacity Improvement(Grant No.22NLTSZ004).; Abrupt temperature volatility has detrimental effects on daily activities,macroeconomic growth,and human health.Predicting abrupt temperature volatility and thus diminishing its negative impacts can be achieved by exp...; 关键词：complex network hyperbolic embedding community detection REGIONALIZATION

Price dynamics and volatility jumps in bitcoin options: 《Financial Innovation》2024年第1期1299-1327,共29页Kuo Shing Chen J.Jimmy Yang; In the FinTech era,we contribute to the literature by studying the pricing of Bitcoin options,which is timely and important given that both Nasdaq and the CME Group have started to launch a variety of Bitcoin derivati...; 关键词：ARJl-GARCH models Blockchain Bitcoin options FinTech

Demand risks and term structure of volatility index futures: 《Journal of Management Science and Engineering》2024年第4期568-586,共19页Xinglin Yang Juan Huang; supported by the Sichuan Provincial Philosophy and Social Science Foundation of China[grant number SC23TJ045].; In this paper,we develop an equilibrium framework to explain the characteristics of volatility index(vix)futures prices and returns across maturities.In the framework,the investors prefer Vix futures with specific mat...; 关键词：FUTURES Demand risks Preferred-habitat investors Jump risks Term structure

Features of different asset types and extreme risk transmission during the COVID-19 crisis: 《Financial Innovation》2024年第1期2696-2737,共42页I-Chun Tsai; Unlike the current extensive literature,which discusses which assets can avoid the risks caused by the COVID-19 pandemic,this study examines whether the characteristics of different assets affect the extreme risk tran...; 关键词：Covid-19 pandemic COVID-19 pandemic-related risk factors Risks of extreme volatility Risk transmission effect Hedging characteristics

The implication of cryptocurrency volatility on five largest African financial system stability: 《Financial Innovation》2024年第1期3009-3027,共19页Tonuchi EJoseph Atif Jahanger Joshua Chukwuma Onwe Daniel Balsalobre-Lorente; This study examined the interconnectedness and volatility correlation between cryptocurrency and traditional financial markets in the five largest African countries,addressing concerns about potential spillover effect...; 关键词：African financial market BEKK-GARCH Cryptocurrency DCC-GARCH Volatility spillover

Influence of political stability on the stock market returns and volatility:GARCH and EGARCH approach: 《Financial Innovation》2024年第1期146-162,共17页Wajid Alim Naqib Ullah Khan Vince Wanhao Zhang Helen Huifen Cai Alexey Mikhaylov Qiong Yuan; Political instability has increased drastically in Pakistan during the last few decades.This may intensify the fear of investors and eventually affect investment decisions.Therefore,the stock market’s reaction to pol...; 关键词：GARCH Political stability Stock returns VOLATILITY Pakistan

Analyzing time-frequency connectedness between cryptocurrencies,stock indices,and benchmark crude oils during the COVID-19 pandemic: 《Financial Innovation》2024年第1期939-966,共28页Majid Mirzaee Ghazani Ali Akbar Momeni Malekshah Reza Khosravi; We used daily return series for three pairs of datasets from the crude oil markets(WTI and Brent),stock indices(the Dow Jones Industrial Average and S&P 500),and benchmark cryptocurrencies(Bitcoin and Ethereum)to exam...; 关键词：TIME-FREQUENCY COVID-19 Wavelet coherence SPILLOVER VOLATILITY

VOLATILITY