Latest Research in Market Dynamics and Volatility
25 research papers · 2026 median publication year
Top Research Topics in Market Dynamics and Volatility
- Market Dynamics and Volatility — 5 papers
- Optimization and Control — 4 papers
- Blockchain Technology Applications and Security — 3 papers
- Complex Systems and Time Series Analysis — 1 papers
- Physics and Society — 1 papers
- Auction Theory and Applications — 1 papers
- Technology and Education Systems — 1 papers
- Portfolio Management — 1 papers
- Extraction and Separation Processes — 1 papers
- Machine Learning — 1 papers
Highest-Cited Papers
- Asymmetric Multifractal Risks in Green Finance Markets
- Tail Risk Transmission in Agricultural and Energy Markets
- Before We Give AI Agents the Keys to Our Money: Rethinking Trust, Intent and Accountability in Agentic Finance
- Reputation and institutional certification as complementary trust mechanisms in a single online market
- A continuous-time dynamic contracting problem with limited liability and finite horizon
- Optimal Execution on Uniswap v2/v3 under Transient Price Impact
- Osnias-ID: A Clearing ID Account as Inter-chain Identifier
- Osnias-ID: A Clearing ID Account as Inter-chain Identifier
- Seasonal Trading in Commodity Futures: Evidence from Regression and Singular Spectrum Signals
- Forecasting Crude Oil Futures Prices: A Stacking Model With Mixed‐Frequency Predictors, Machine Learning, and Forecast Combination
- Equilibria for Time-inconsistent Regular-singular Control Problems
- Rare earth elements in the clean energy transition: Hedge effectiveness and safe haven properties
- How Faithful Is Attribution for Sales Forecasting? A Counterfactual Study
- The macroeconomic impact of Chinese economic uncertainty in East Asia: evidence from a large multi-economy TVP-VAR model
- On Preliminarily Exploring Multiple-Objective Capital Asset Pricing Models for the Investments of Carbon Offset: Heuristically Proving Different Tangent Planes
- Jointly Modeling Dynamic Dependence and Volatility in Natural Resource and Energy Indices Using a Multivariate t-Copula eGARCH Model
- Stochastic Optimal Control Problem under Inside Information
- Tokenisation and the reconfiguration of capital market infrastructure : T+0 settlement, mathematical trust, and multi-currency yield curves
- A temporal graph attention autoencoder framework quantifies geopolitical trade risk through the evolutionary embedding of international trade networks
- Centralization vs. Decentralization: First Evidence from the Laboratory