Latest Research in Market Dynamics and Volatility

50 research papers · 2026 median publication year

Top Research Topics in Market Dynamics and Volatility

Highest-Cited Papers

  1. A note on first-order and transversality conditions in infinite-horizon continuous-time optimal control models
  2. Bond Market Making with a Hit-Ratio Target
  3. On the Bellman equation in recursive stochastic dynamic programming with the CES aggregator
  4. Thick as THieFs: Temporal coherent forecast combination for day-ahead electricity prices
  5. Uncertainty spillovers and portfolio resilience in agricultural commodity markets: a quantile VAR and cross-quantilogram approach
  6. Pricing options on illiquid assets using liquid market benchmarks: an application to energy markets
  7. Statistical learning for climate-GDP panels: Data cleaning, flexible trend controls, and predictive validation
  8. US-China Trade Tensions and the Global Crude Oil Market
  9. E8 132-Vertex Corridor Conserved Writhe Invariant Predicts Regime Transition Topology — E8 Intelligence Research
  10. Iterative ensemble forecasting with residual integration for complex and volatile demand time series
  11. Regulatory sandboxes: a public policy to steer the market away from decentralized finance (DeFi)?
  12. Does Industrial Hierarchy Shape Financial Risk Transmission? Tier-Level Volatility Spillovers in the Japanese Automobile Industry
  13. Crisis-driven decision-making in traditional European SMEs: blockchain and adaptive governance in the Tuscan nautical sector
  14. Tokenized but Illiquid? Evidence from Real-World Asset Markets
  15. MULTI-RAIL FINTECH BLUEPRINTS | BACKEND SETTLEMENT ARCHITECTURE PAPER
  16. Institutional Digital Settlement Library — Canonical Identity & Multi‑Rail Architecture
  17. Institutional Digital Settlement Library — Canonical Identity & Multi‑Rail Architecture
  18. Beyond hype: the role of signal coherence in liquidity and market-making for NFTs
  19. Semantic Tokenization for Financial Infrastructure — A Foundational Framework
  20. Backend Settlement Architecture — Institutional Tokenization, Post-Trade Infrastructure, and Multi-Rail Orchestration
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
L3 Region
2026 JUL Q4

Market Dynamics and Volatility

50 papers

Top Topics (10)

Market Dynamics and Volatility12
Blockchain Technology Applications and Security5
Optimization and Control4
Risk Management2
Global Financial Regulation and Crises2
Transport and Economic Policies2
Distributed systems and fault tolerance2
Mathematical Finance2
Intellectual Property and Patents2
Applications1

Top Publications (20)

1.A note on first-order and transversality conditions in infinite-horizon continuous-time optimal control models2.Bond Market Making with a Hit-Ratio Target3.On the Bellman equation in recursive stochastic dynamic programming with the CES aggregator4.Thick as THieFs: Temporal coherent forecast combination for day-ahead electricity prices5.Uncertainty spillovers and portfolio resilience in agricultural commodity markets: a quantile VAR and cross-quantilogram approach6.Pricing options on illiquid assets using liquid market benchmarks: an application to energy markets7.Statistical learning for climate-GDP panels: Data cleaning, flexible trend controls, and predictive validation8.US-China Trade Tensions and the Global Crude Oil Market9.E8 132-Vertex Corridor Conserved Writhe Invariant Predicts Regime Transition Topology — E8 Intelligence Research10.Iterative ensemble forecasting with residual integration for complex and volatile demand time series11.Regulatory sandboxes: a public policy to steer the market away from decentralized finance (DeFi)?12.Does Industrial Hierarchy Shape Financial Risk Transmission? Tier-Level Volatility Spillovers in the Japanese Automobile Industry13.Crisis-driven decision-making in traditional European SMEs: blockchain and adaptive governance in the Tuscan nautical sector14.Tokenized but Illiquid? Evidence from Real-World Asset Markets15.MULTI-RAIL FINTECH BLUEPRINTS | BACKEND SETTLEMENT ARCHITECTURE PAPER16.Institutional Digital Settlement Library — Canonical Identity & Multi‑Rail Architecture17.Institutional Digital Settlement Library — Canonical Identity & Multi‑Rail Architecture18.Beyond hype: the role of signal coherence in liquidity and market-making for NFTs19.Semantic Tokenization for Financial Infrastructure — A Foundational Framework20.Backend Settlement Architecture — Institutional Tokenization, Post-Trade Infrastructure, and Multi-Rail Orchestration
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.