Latest Research in Market Dynamics and Volatility

Top Research Topics in Market Dynamics and Volatility

• Market Dynamics and Volatility — 31 papers
• Blockchain Technology Applications and Security — 4 papers
• Economic Theory and Institutions — 2 papers
• Auction Theory and Applications — 2 papers
• Structural Health Monitoring Techniques — 2 papers
• Forecasting Techniques and Applications — 2 papers
• Oil Spill Detection and Mitigation — 2 papers
• Global trade, sustainability, and social impact — 1 papers
• E-commerce and Technology Innovations — 1 papers
• Economic Policies and Impacts — 1 papers

Highest-Cited Papers

1. Energy market and carbon emission spillovers in critical minerals investment: a dynamic connectedness approach
2. Artificial Intelligence, Climate Policy Uncertainty, and the Changing Dynamics of Fossil‐Energy Resource Markets: A Wavelet Quantile Analysis
3. Higher-Order Moment Risk Spillovers Between Cryptocurrencies with Different Energy Intensities and the Carbon Market: A Multiscale Quantile-on-Quantile Perspective
4. AI, energy transition and Islamic equity markets: wavelet-quantile evidence from matched conventional benchmarks
5. Capital Accumulation as Operations: An SPC Model Connecting the Provenance of Income, Output and Financial Balances
6. Capital Accumulation as Operations: An SPC Model Connecting the Provenance of Income, Output and Financial Balances
7. An Empirical Evaluation of BiLSTM-Attention for Chinese Soybean Futures Price Forecasting
8. The Mathematics of Market Impact and Order Execution: Impact Kernels, Feasible Policies, and Execution Certificates
9. Regulatory shocks and supply chain heterogeneity: stock market reactions to the EU deforestation regulation on the Indonesian stock exchange
10. Nuclear Energy in Transition: Are NUC Index Returns More Strongly Associated with AI-Related Equities than with an Energy Commodity Benchmark?
11. The Mathematics of Market Impact and Order Execution: Impact Kernels, Feasible Policies, and Execution Certificates
12. A Consistency-Aware Multimodal Sensing Framework for Short-Term Cross-Border Prediction Under Dynamic Trade
13. Risk sharing with lambda value-at-risk under heterogeneous beliefs (2 citations)
14. Forecasting Ethiopian coffee export for risk management: an interpretable machine learning model
15. Policy-state gated regime dynamics in European emission allowance futures
16. Autoregressive Moving Average (ARMA) Modelling: An Applied Econometrics Learning Resource Using UK House Prices and EViews
17. Chokepoint Shock Maps: Firm-Level Portfolio Stress for Geoeconomic Risk
18. How Major Events Reconfigure Technology–Energy Risk Spillovers in China: Implications for Energy Security
19. Examination of the Risk Spillover Among the European Tourism and Hospitality Sectors: How COVID-19 Exerted Its Influence in Its Era?
20. Rapeseed Price Volatility and Long-Term Forecasting in Poland: Implications for the Sustainability of EU Biofuel Policy