The forecasting ability of solar and space weather data on NASDAQ’s finance sector price index volatility
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DOI: 10.1016/j.ribaf.2019.101147
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- Qadan, Mahmoud & Idilbi-Bayaa, Yasmeen, 2021. "The day-of-the-week-effect on the volatility of commodities," Resources Policy, Elsevier, vol. 71(C).
- Zhu, Xuehong & Zhang, Shishi & Ding, Qian, 2024. "Does extreme climate change drive the connectedness among global gold markets? Evidence from TVP-VAR and causality-in-quantiles techniques," Resources Policy, Elsevier, vol. 91(C).
- Daglis, Theodoros & Yfanti, Stavroula & Xidonas, Panos & Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2023. "Does solar activity affect the price of crude oil? A causality and volatility analysis," Finance Research Letters, Elsevier, vol. 55(PA).
- Waldemar Tarczyński & Sebastian Majewski & Małgorzata Tarczyńska-Łuniewska & Agnieszka Majewska & Grzegorz Mentel, 2021. "The Impact of Weather Factors on Quotations of Energy Sector Companies on Warsaw Stock Exchange," Energies, MDPI, vol. 14(6), pages 1-14, March.
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Keywords
Solar activity; Space weather; Volatility; Forecasting;All these keywords.
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