Latest Research in Market Dynamics and Volatility

27 research papers · 2026 median publication year

Top Research Topics in Market Dynamics and Volatility

Highest-Cited Papers

  1. Carbon Pricing Uncertainty and the Green Finance Ecosystem: Connectedness, Contagion, and Portfolio Strategies
  2. Connectedness among green sectoral equities under extreme and normal market conditions: evidence from a quantile VAR approach
  3. Biodiversity and energy markets: How do spillover effects across stock indices differ between the US and Europe?
  4. Cross-Commodity Futures Portfolios as Tools for Environmental Risk Management: Evidence from Tail Risk and Regime Dependence
  5. Explainable AI for economic performance prediction evidence from industrial production, institutional quality, and consumer demand
  6. Uncertainty factors and agricultural commodity prices: evidence from NARDL and Cross-Quantilogram analysis
  7. Time–Frequency Nexus of Geopolitical Tension, Economic Uncertainty and Trade Flows: Wavelet Coherence-based Evidence from China and the USA
  8. An efficient Draco lizard optimized stacked Bi-LSTM framework for risk mitigation and resource allocation in project management systems
  9. Do Commodity Prices and Energy Markets Drive Asymmetric Volatility in Biodiversity Finance?
  10. Commodity futures markets under global supply chain stress
  11. Geopolitical and Climate Policy Risk Uncertainties: Unravelling Their Impact on Oil Markets’ Connectivity and Implications for Portfolio Risk Optimization
  12. Impacts of Climate Policy Uncertainty on Turkish Equity Markets: Evidence from the Borsa Istanbul Energy and Industrial Sectors
  13. EnergyIntellect Pro v3.5.1 — Technical Documentation: A Supply-Side Physical Shock Price Impact Model for the Global Oil Market (Allocation Law Framework)
  14. EnergyIntellect Pro v3.5.1 — Technical Documentation: A Supply-Side Physical Shock Price Impact Model for the Global Oil Market (Allocation Law Framework)
  15. EnergyIntellect Pro v3.5.1 — Technical Documentation: A Supply-Side Physical Shock Price Impact Model for the Global Oil Market (Allocation Law Framework)
  16. Tail risk, large fluctuations and downfalls in renewable energy markets
  17. Exploring the presence of nonlinear deterministic dynamics in commodity prices
  18. Adaptation of pricing mechanisms in long-term gas contracts to geopolitical risks: analysis of oil and gas market asymmetry
  19. Market Concentration of ESG Debt Securities in Central and Eastern European (CEE) Countries
  20. Research on the Spillover Effects Among Artificial Intelligence, New Energy Industry, and High-Carbon-Emission Industries from a Time–Frequency Perspective
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2026 JUL Q4

Market Dynamics and Volatility

27 papers

Top Topics (7)

Market Dynamics and Volatility19
Reservoir Engineering and Simulation Methods3
Stock Market Forecasting Methods1
Construction Project Management and Performance1
Global Energy Security and Policy1
Sustainable Finance and Green Bonds1
Disaster Management and Resilience1

Top Publications (20)

1.Carbon Pricing Uncertainty and the Green Finance Ecosystem: Connectedness, Contagion, and Portfolio Strategies2.Connectedness among green sectoral equities under extreme and normal market conditions: evidence from a quantile VAR approach3.Biodiversity and energy markets: How do spillover effects across stock indices differ between the US and Europe?4.Cross-Commodity Futures Portfolios as Tools for Environmental Risk Management: Evidence from Tail Risk and Regime Dependence5.Explainable AI for economic performance prediction evidence from industrial production, institutional quality, and consumer demand6.Uncertainty factors and agricultural commodity prices: evidence from NARDL and Cross-Quantilogram analysis7.Time–Frequency Nexus of Geopolitical Tension, Economic Uncertainty and Trade Flows: Wavelet Coherence-based Evidence from China and the USA8.An efficient Draco lizard optimized stacked Bi-LSTM framework for risk mitigation and resource allocation in project management systems9.Do Commodity Prices and Energy Markets Drive Asymmetric Volatility in Biodiversity Finance?10.Commodity futures markets under global supply chain stress11.Geopolitical and Climate Policy Risk Uncertainties: Unravelling Their Impact on Oil Markets’ Connectivity and Implications for Portfolio Risk Optimization12.Impacts of Climate Policy Uncertainty on Turkish Equity Markets: Evidence from the Borsa Istanbul Energy and Industrial Sectors13.EnergyIntellect Pro v3.5.1 — Technical Documentation: A Supply-Side Physical Shock Price Impact Model for the Global Oil Market (Allocation Law Framework)14.EnergyIntellect Pro v3.5.1 — Technical Documentation: A Supply-Side Physical Shock Price Impact Model for the Global Oil Market (Allocation Law Framework)15.EnergyIntellect Pro v3.5.1 — Technical Documentation: A Supply-Side Physical Shock Price Impact Model for the Global Oil Market (Allocation Law Framework)16.Tail risk, large fluctuations and downfalls in renewable energy markets17.Exploring the presence of nonlinear deterministic dynamics in commodity prices18.Adaptation of pricing mechanisms in long-term gas contracts to geopolitical risks: analysis of oil and gas market asymmetry19.Market Concentration of ESG Debt Securities in Central and Eastern European (CEE) Countries20.Research on the Spillover Effects Among Artificial Intelligence, New Energy Industry, and High-Carbon-Emission Industries from a Time–Frequency Perspective
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