Research classified by Journal of Economic Literature (JEL) codes

2024

• Ilias Chronopoulos & Aristeidis Raftapostolos & George Kapetanios, 2024, "Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 636-669.
• Tae-Hwy Lee & Ekaterina Seregina, 2024, "Optimal Portfolio Using Factor Graphical Lasso," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 670-695.
• Jian Chen, 2024, "Jump Clustering, Information Flows, and Stock Price Efficiency†," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1588-1615.
• Sebastian Denk & Gunter Löffler, 2024, "Predicting the Equity Premium with Combination Forecasts: A Reappraisal," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 4, pages 545-577.
• Yufeng Han & Ai He & David E Rapach & Guofu Zhou, 2024, "Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning," Review of Finance, European Finance Association, volume 28, issue 6, pages 1807-1831.
• Amit Goyal & Ivo Welch & Athanasse Zafirov, 2024, "A Comprehensive 2022 Look at the Empirical Performance of Equity Premium Prediction," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 11, pages 3490-3557.
• Tim de Silva & David Thesmar, 2024, "Noise in Expectations: Evidence from Analyst Forecasts," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 5, pages 1494-1537.
• Daniela Iulia Maria Carbune, 2024, "Considerations Related To The Application Of Deep Learning And Neural Networks In Finance And Banking. A Bibliometric Approach," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 480-488, December.
• Pratish Patel & Andrew Raquel & Savannah Chadwick, 2024, "The cash-secured put-write strategy and the variance risk premium," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 1, pages 31-50, February, DOI: 10.1057/s41260-023-00333-0.
• Vipul Kumar Singh & Pawan Kumar, 2024, "Effectiveness of deterministic option pricing models: new evidence from Nifty and Bank Nifty Index options," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 2, pages 172-189, March, DOI: 10.1057/s41260-024-00348-1.
• Mikhail Samonov & Nonna Sorokina, 2024, "A century of asset allocation crash risk," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 4, pages 383-406, July, DOI: 10.1057/s41260-024-00355-2.
• Valeriy Zakamulin & Javier Giner, 2024, "Optimal trend-following rules in two-state regime-switching models," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 4, pages 327-348, July, DOI: 10.1057/s41260-024-00357-0.
• Desislava Vladimirova, 2024, "In the shadow of country risk: asset pricing model of emerging market corporate bonds," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 5, pages 479-492, September, DOI: 10.1057/s41260-024-00370-3.
• Ka Kei Chan & E. Philip Davis & Dilruba Karim, 2024, "Macroprudential policy, bank competition and bank risk in East Asia," Journal of Banking Regulation, Palgrave Macmillan, volume 25, issue 3, pages 326-358, September, DOI: 10.1057/s41261-023-00230-x.
• Gianluca P. M. Virgilio & Manuel Ernesto Paz López, 2024, "Revisiting noise—Fischer Black’s noise at the time of high-frequency trading," Risk Management, Palgrave Macmillan, volume 26, issue 4, pages 1-22, December, DOI: 10.1057/s41283-024-00151-7.
• Till Barz & Andreas Nastansky, 2024, "Herausforderungen des finanziellen Risikomanagements: Eine empirische Untersuchung des Value at Risk-Ansatzes in Stresssituationen," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 57, Nov, DOI: 10.25932/publishup-66666.
• Beckmann, Joscha & Czudaj, Robert L., 2024, "Fundamental determinants of exchange rate expectations," MPRA Paper, University Library of Munich, Germany, number 120648, Apr.
• Fantazzini, Dean, 2024, "Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets," MPRA Paper, University Library of Munich, Germany, number 121214.
• Khanam, Rifat Binte & Rabeya, Jannatul Ferdous & Hasan, Amena, 2024, "Building Trust, Fueling Growth: The Cornerstone Role of Capital Market Governance in Bangladesh," MPRA Paper, University Library of Munich, Germany, number 121449, Apr, revised 08 May 2024.
• Katsafados, Apostolos G. & Leledakis, George N. & Panagiotou, Nikolaos P. & Pyrgiotakis, Emmanouil G., 2024, "Can central bankers’ talk predict bank stock returns? A machine learning approach," MPRA Paper, University Library of Munich, Germany, number 122899, Oct.
• Korobova, Elena & Fantazzini, Dean, 2024, "Stablecoins and credit risk: when do they stop being stable?," MPRA Paper, University Library of Munich, Germany, number 122951.
• Roudari, Soheil, 2024, "Optimal Investment Portfolio and Time‑Varying Risk Hedging: New Evidence from Currency, Stock, Gold Coin, and Housing Markets," MPRA Paper, University Library of Munich, Germany, number 126952, Aug.
• Roudari, Soheil, 2024, "بررسی رابطه علی پویا میان بازار سهام و سایر بازارهای دارایی: شواهدی جدید از الگوی Rolling- Window Bootstrap Causality
  [Dynamic Causal Relationships Between the Stock Market and Other Asset Markets:," MPRA Paper, University Library of Munich, Germany, number 126972, Aug.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202408, Mar.
• Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024, "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers, University of Pretoria, Department of Economics, number 202411, Mar.
• Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024, "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202424, Jun.
• Elie Bouri & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2024, "Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments," Working Papers, University of Pretoria, Department of Economics, number 202435, Aug.
• Vincenzo Candila & Oguzhan Cepni & Giampiero M. Gallo & Rangan Gupta, 2024, "Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis," Working Papers, University of Pretoria, Department of Economics, number 202437, Aug.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2024, "Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202450, Nov.
• Qi Shi, 2024, "The Second RP-PCA Factor and Crude Oil Price Predictability," Prague Economic Papers, Prague University of Economics and Business, volume 2024, issue 6, pages 662-690, DOI: 10.18267/j.pep.879.
• Jáchym Novotný, 2024, "Evaluation of Accuracy of Exchange Rate Expectation Models for Understanding Observed Expectations," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue 5, pages 752-779, DOI: 10.18267/j.polek.1426.
• Paulo M.M. Rodrigues & Nicolau João, 2024, "A simple but powerful tail index regression," Working Papers, Banco de Portugal, Economics and Research Department, number w202412.
• Savvakis C. Savvides, 2024, "Wealth Concentration Leads To Wealth Extraction," Development Discussion Papers, JDI Executive Programs, number 2024-05, Apr.
• Savvakis C. Savvides, 2024, "The Evolution Of A Rentier Economy And The Suppression Of Economic Welfare," Development Discussion Papers, JDI Executive Programs, number 2024-06, Apr.
• Xiaomin Guo & Huijian Dong & Gary A. Patterson, 2024, "Equity Returns Around Extreme Loss: A Stochastic Event Approach," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 1, pages 207-220.
• Saswat Patra & Malay Bhattacharyya, 2024, "Charting the Unknown: First Passage Time Probabilities for Pearson Diffusion Process and Application to Options Risk Management," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 2, pages 623-639.
• Polina Pogorelova, 2024, "Investigation of the impact of uncertainty indices on Bitcoin volatility using the ARDL model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 74, pages 35-50.
• Dmitry Patlasov, 2024, "Assessment of the Russian stock market volatility impact on credit spreads of Russian corporate bonds," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 76, pages 29-50.
• Luis Fernando Escobar Caba & Roger Alejandro Banegas Rivero, 2024, "Volatilidad en los depósitos bancarios en Bolivia: GARCH simétrico y asimétrico," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 41, pages 69-102.
• Daeyun KANG & Doojin RYU & Alexander WEBB, 2024, "Term Spread Prediction using Lasso in Machine Learning Frameworks," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 31-45, December.
• Pablo PINCHEIRA-BROWN & Nicolás HARDY, 2024, "More predictable than ever, with the worst MSPE ever," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-30, December.
• Robert-?tefan CONSTANTIN & Marina-Diana AGAFI?EI & Adriana AnaMaria DAVIDESCU, 2024, "Enhancing Portfolio Structure with Evolutionary Multi-Objective Optimisation," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 682-691, August.
• Krzysztof DRACHAL, 2024, "Bayesian Symbolic Regression and Other Similar Methods as a Tool for Forecasting Commodities Prices," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 703-713, August.
• Taiwo BOLARINWA, 2024, "Computable General Equilibrium (CGE) Models: A Comprehensive Review and Future Directions," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 9, issue 1, pages 158-167, February.
• Ranieri Dugo & Giacomo Giorgio & Paolo Pigato, 2024, "Multivariate Rough Volatility," CEIS Research Paper, Tor Vergata University, CEIS, number 589, Dec, revised 20 Dec 2024.
• Nupur Moni Das & Bhabani Sankar Rout, 2024, "Equity Price Risk of Commercial Banks in India," Arthaniti: Journal of Economic Theory and Practice, , volume 23, issue 2, pages 179-201, December, DOI: 10.1177/09767479211057048.
• Mark P. Doblas & Jishanis Mae G. Becaro & Jayendira P. Sankar & Vinodh K. Natarajan & Yoganandham G. & Arumugasamy G., 2024, "Testing Integrative Models of the Change Behavior in the Intention to Adopt Cryptocurrency," SAGE Open, , volume 14, issue 2, pages 21582440241, May, DOI: 10.1177/21582440241253542.
• Tomasz Korol, 2024, "Multi-factor fuzzy sets decision system forecasting consumer insolvency risk," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 51, issue 3, pages 279-302, September, DOI: 10.1007/s40622-024-00399-8.
• Ewelina Osowska & Piotr Wójcik, 2024, "Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements," Digital Finance, Springer, volume 6, issue 1, pages 145-175, March, DOI: 10.1007/s42521-023-00096-8.
• Ewelina Osowska & Piotr Wójcik, 2024, "Correction: Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements," Digital Finance, Springer, volume 6, issue 1, pages 177-177, March, DOI: 10.1007/s42521-023-00100-1.
• Marc-Aurèle Divernois & Damir Filipović, 2024, "StockTwits classified sentiment and stock returns," Digital Finance, Springer, volume 6, issue 2, pages 249-281, June, DOI: 10.1007/s42521-023-00102-z.
• Parthajit Kayal & Sumanjay Dutta, 2024, "Regime switching and causal network analysis of cryptocurrency volatility: evidence from pre-COVID and post-COVID analysis," Digital Finance, Springer, volume 6, issue 2, pages 319-340, June, DOI: 10.1007/s42521-023-00104-x.
• Zirui Guo & Yihan Li & Guangyan Jia, 2024, "Research on the effectiveness of the volatility–tail risk-managed portfolios in China’s market," Empirical Economics, Springer, volume 66, issue 3, pages 1191-1222, March, DOI: 10.1007/s00181-023-02493-9.
• Zhikai Zhang & Yaojie Zhang & Yudong Wang, 2024, "Forecasting the equity premium using weighted regressions: Does the jump variation help?," Empirical Economics, Springer, volume 66, issue 5, pages 2049-2082, May, DOI: 10.1007/s00181-023-02521-8.
• Massimiliano Caporin & C. Vladimir Rodríguez-Caballero & Esther Ruiz, 2024, "The factor structure of exchange rates volatility: global and intermittent factors," Empirical Economics, Springer, volume 67, issue 1, pages 31-45, July, DOI: 10.1007/s00181-023-02542-3.
• Huawei Niu & Tianyu Liu, 2024, "Forecasting the volatility of European Union allowance futures with macroeconomic variables using the GJR-GARCH-MIDAS model," Empirical Economics, Springer, volume 67, issue 1, pages 75-96, July, DOI: 10.1007/s00181-023-02551-2.
• Fameliti Stavroula & Skintzi Vasiliki, 2024, "Macroeconomic attention and commodity market volatility," Empirical Economics, Springer, volume 67, issue 5, pages 1967-2007, November, DOI: 10.1007/s00181-024-02613-z.
• Virginie Terraza & Aslı Boru İpek & Mohammad Mahdi Rounaghi, 2024, "The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-34, December, DOI: 10.1186/s40854-023-00520-3.
• Mahdi Ghaemi Asl & David Roubaud, 2024, "Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and bad volatilities," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-49, December, DOI: 10.1186/s40854-024-00623-5.
• Blanco-Oliver Antonio & Lara-Rubio Juan & Irimia-Diéguez Ana & Liébana-Cabanillas Francisco, 2024, "Examining user behavior with machine learning for effective mobile peer-to-peer payment adoption," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-30, December, DOI: 10.1186/s40854-024-00625-3.
• Malvina Marchese & María Dolores Martínez-Miranda & Jens Perch Nielsen & Michael Scholz, 2024, "Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-16, December, DOI: 10.1186/s40854-024-00657-9.
• Christian Bayer & Denis Belomestny & Oleg Butkovsky & John Schoenmakers, 2024, "A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean–Vlasov models," Finance and Stochastics, Springer, volume 28, issue 4, pages 1147-1178, October, DOI: 10.1007/s00780-024-00541-5.
• Leila Hedhili Zaier & Khaled Mokni & Ahdi Noomen Ajmi, 2024, "Causality relationships between climate policy uncertainty, renewable energy stocks, and oil prices: a mixed-frequency causality analysis," Future Business Journal, Springer, volume 10, issue 1, pages 1-11, December, DOI: 10.1186/s43093-024-00399-1.
• Kamil Kladívko & Pär Österholm, 2024, "An Analysis of UK Households’ Directional Forecasts of Interest Rates," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 3, pages 423-442, November, DOI: 10.1007/s41549-024-00103-w.
• Noura Metawa & Hussein Tamimi & Rania Itani, 2024, "Synergizing Deep Belief Networks and Arithmetic Optimization for Stock Market Price Prediction: A Hybrid Approach," Lecture Notes in Operations Research, Springer, chapter 0, in: Ali Emrouznejad & Panagiotis D. Zervopoulos & Ilhan Ozturk & Dima Jamali & John Rice, "Business Analytics and Decision Making in Practice", DOI: 10.1007/978-3-031-61589-4_14.
• Jeremiah Green & John R. M. Hand & Anywhere Sikochi, 2024, "The asymmetric mispricing information in analysts’ target prices," Review of Accounting Studies, Springer, volume 29, issue 1, pages 889-915, March, DOI: 10.1007/s11142-022-09730-z.
• Somnath Das & Philipp D. Schaberl & Pradyot K. Sen, 2024, "Analysts’ use of dividends in earnings forecasts," Review of Accounting Studies, Springer, volume 29, issue 2, pages 1192-1234, June, DOI: 10.1007/s11142-022-09735-8.
• Ryan J. Casey & George W. Ruch, 2024, "Are earnings better than cash flows at predicting future cash flows? Evidence from apples-to-apples comparisons," Review of Accounting Studies, Springer, volume 29, issue 4, pages 3218-3257, December, DOI: 10.1007/s11142-023-09805-5.
• Chris Reimann, 2024, "Predicting financial crises: an evaluation of machine learning algorithms and model explainability for early warning systems," Review of Evolutionary Political Economy, Springer, volume 5, issue 1, pages 51-83, June, DOI: 10.1007/s43253-024-00114-4.
• Hengzhen Lu & Qiujin Gao & Ling Xiao & Gurjeet Dhesi, 2024, "Forecasting EUA futures volatility with geopolitical risk: evidence from GARCH-MIDAS models," Review of Managerial Science, Springer, volume 18, issue 7, pages 1917-1943, July, DOI: 10.1007/s11846-023-00722-0.
• Tri Minh Phan, 2024, "Sentiment-semantic word vectors: A new method to estimate management sentiment," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 160, issue 1, pages 1-22, December, DOI: 10.1186/s41937-024-00126-1.
• Joana Katina & Joana Katina & Igor Katin & Igor Katin & Vera Komarova, 2024, "Cryptocurrency price forecasting: a comparative analysis of autoregressive and recurrent neural network models," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 11, issue 4, pages 425-436, June, DOI: 10.9770/jesi.2024.11.4(26).
• Gergely Hudecz & Edmund Moshammer & Marco Onofri, 2024, "Option-implied bond spread risk," Working Papers, European Stability Mechanism, number 66, Nov, revised 25 Nov 2024.
• Kamil Kladívko & Pär Österholm, 2024, "Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey," Applied Economics, Taylor & Francis Journals, volume 56, issue 17, pages 2077-2088, April, DOI: 10.1080/00036846.2023.2178633.
• Laura Capera Romero & Anne Opschoor, 2024, "Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-059/III, Nov.
• Felix Haase, 2024, "Sum-of-the-Parts Revised: Economic Regimes and Flexible Probabilities," Research Papers in Economics, University of Trier, Department of Economics, number 2024-10.
• Fayssal Jamhamed & Franck Martin & Fabien Rondeau & Josué Thélissaint & Stéphane Tufféry, 2024, "Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2024-13, Dec.
• Josué Thélissaint, 2024, "Assessing Cryptomarket Risks: Macroeconomic Forces, Market Shocks and Behavioural Dynamics," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2024-14, Dec.
• Javier Gil-Bazo & Raffaele Santioni, 2024, "Geographic shareholder dispersion and mutual fund flow risk," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1886, Apr.
• Lyudmila I. Tenkovskaya, 2024, "Modelling company’s stock quotes under the economy’s cyclicity," Journal of New Economy, Ural State University of Economics, volume 25, issue 3, pages 138-154, December, DOI: 10.29141/2658-5081-2024-25-3-7.
• Marina Yu. Malkina, 2024, "Financial contagion in the US, European and Chinese stock markets during global shocks," Journal of New Economy, Ural State University of Economics, volume 25, issue 4, pages 47-67, December, DOI: 10.29141/2658-5081-2024-25-4-3.
• Paolo Pellizzari, 2024, "Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2024: 03.
• HABIBI, Reza, 2024, "A Note On The Early Warning System Of Change Points: Combination Of Regime Switching And Threshold Models," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 2, pages 6-18, June.
• BERISHVILI, Vakhtang & DIDMANIDZE, Monika, 2024, "The Impact Of The Georgian Real Estate Investment Trust On The Performance Of Various Portfolios," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 3, pages 6-25, September.
• ANGHEL, Bogdan Ionuț, 2024, "Predicting Stock Price Direction Of Eurozone Banks: Can Deep Learning Techniques Outperform Traditional Models?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 4, pages 29-42, December.
• Brygała Magdalena & Korol Tomasz, 2024, "Personal bankruptcy prediction using machine learning techniques," Economics and Business Review, Sciendo, volume 10, issue 2, pages 118-142, DOI: 10.18559/ebr.2024.2.1149.
• Abu-Alkhei Ahmad M. & Alsharari Nizar M. & Khan Walayet A. & Ramzani Sara R. & Horam Phungmayo, 2024, "Examining the performance of Shari’ah-compliant versus conventional stock indexes: A comparative analysis pre‑, during, and post-COVID-19," Economics and Business Review, Sciendo, volume 10, issue 2, pages 31-59, DOI: 10.18559/ebr.2024.2.1177.
• Jana Subrata & Giri Bibhas Chandra & Sarkar Anirban & Jana Chiranjibe & Stević Željko & Radovanović Marko, 2024, "Application of Fuzzy AHP in Priority Based Selection of Financial Indices: A Perspective for Investors," Economics, Sciendo, volume 12, issue 1, pages 1-7, April, DOI: 10.2478/eoik-2024-0007.
• Trung Do Duc & Dudić Branislav & Dung Hoang Tien & Truong Nguyen Xuan, 2024, "Innovation in Financial Health Assessment: Applying MCDM Techniques to Banks in Vietnam," Economics, Sciendo, volume 12, issue 2, pages 21-33, DOI: 10.2478/eoik-2024-0011.
• Radojković Ivan D. & Radović Ognjen V. & Stevanović Kristina R., 2024, "Modeling the Volatility of Returns on Investment Units of Voluntary Pension Funds in Serbia," Economic Themes, Sciendo, volume 62, issue 4, pages 541-560, DOI: 10.2478/ethemes-2024-0029.
• Marciniuk Agnieszka & Zmyślona Beata, 2024, "The Influence of Demographic and Economic Factors on the Widow’s Reverse Annuity Benefits in Coronavirus Pandemic," Wroclaw Review of Law, Administration & Economics, Sciendo, volume 14, issue 2, pages 17-36, DOI: 10.2478/wrlae-2024-0005.
• Naz Farah & Lutfullah Tooba & Zahra Kanwal, 2024, "COVID-19 and Seasonality in Monthly Returns: a Firm Level Analysis of PSX," Zagreb International Review of Economics and Business, Sciendo, volume 27, issue 1, pages 201-230, DOI: 10.2478/zireb-2024-0010.
• Stanisław Łaniewski & Robert Ślepaczuk, 2024, "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-16.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Business applications and state‐level stock market realized volatility: A forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 2, pages 456-472, March, DOI: 10.1002/for.3042.
• Pablo Pincheira Brown & Nicolás Hardy, 2024, "Correlation‐based tests of predictability," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 1835-1858, September, DOI: 10.1002/for.3081.
• Alia Ajmal & Chaudhry Abdullah Imran Sahi & Wing-Keung -Wong & Ramzan Ali & Abid Rasheed, 2024, "Factors Affecting the Crude Oil Prices Volatility: A Case Study of the USA, China, Japan, Germany and India," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 01, pages 1-26, March, DOI: 10.1142/S2010495223500094.
• Hardy Hulley & Leo Liu & Kenny Phua, 2024, "Investor Search and Asset Prices," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 1-33, December, DOI: 10.1142/S2010139224500149.
• Imen Omri & Oguzhan Ozcelebi, 2024, "Examination Of The Impacts Of Cryptocurrency Uncertainty On Exchange-Traded Funds," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 08, pages 2687-2712, December, DOI: 10.1142/S0217590823500509.
• Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri (ed.), 2024, "Artificial Intelligence and Beyond for Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0449, ISBN: ARRAY(0x53cff280), March.
• Massimo Guidolin, 2024, "Machine Learning in Portfolio Decisions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Manuela Pedio, 2024, "Natural Language Processing and Stock Returns," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• René Garcia & Alissa Marinenko, 2024, "Portfolio Allocation and Reinforcement Learning," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Silvio Andrae, 2024, "Explainable Artificial Intelligence in Risk Management: A Framework," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Abraham Itzhak Weinberg, 2024, "How Can Sentiment Analysis Contribute to Financial Markets and Services?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Alessio Faccia, 2024, "Quantum Fintech," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Veni Arakelian & Roberto Savona & Marika Vezzoli, 2024, "Tail Dependence of Eurozone Bond Yields and Sovereign CDS Spreads," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Yuanyuan Zhang & Stephen Chan & Jeffrey Chu & Xin Liao & Min Helu, 2024, "Stylized Facts of Decentralized Finance (DeFi)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Reem Abdulla Alkhalifa & Riadh Ksantini & Khaoula Tbarki, 2024, "Effective Systems for Bot Detection and Real-Time Stock Market Predictions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Mazin A.M. Al Janabi, 2024, "Reinforcement Machine Learning Optimization Algorithms for the Computation of Downside Risk and Investable Portfolios in Post 2007–2009 Financial Meltdown," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Alaa Tareq Mohamed & Riadh Ksantini & Jihene Kaabi, 2024, "Deep Learning in Insurance: An Incremental Deep Learning Approach for Pricing Prediction Strategy in the Insurance Industry," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Marco Corazza & René Garcia & Faisal Shah Khan & Davide La Torre & Hatem Masri, "Artificial Intelligence and Beyond for Finance".
• Koponen, Heidi, 2024, "Constructing a composite indicator to assess cyclical systemic risks: An early warning approach," BoF Economics Review, Bank of Finland, number 3/2024.
• Anttonen, Jetro & Laine, Olli-Matti, 2024, "Forecasting inflation: A comparison of the ECB's short-term inflation projections and inflation-linked swaps," BoF Economics Review, Bank of Finland, number 8/2024.
• Faria, Gonçalo & Verona, Fabio, 2024, "Unlocking predictive potential: the frequency-domain approach to equity premium forecasting," Bank of Finland Research Discussion Papers, Bank of Finland, number 10/2024.
• Faria, Gonçalo & Verona, Fabio, 2024, "Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators," Bank of Finland Research Discussion Papers, Bank of Finland, number 14/2024.
• Kieren, Pascal & König-Kersting, Christian & Schmidt, Robert J. & Trautmann, Stefan T. & Theurich, Franziska, 2024, "First-order and higher-order inflation expectations: Evidence about households and firms," Discussion Papers, Deutsche Bundesbank, number 18/2024.
• Bednarek, Peter & Franke, Günter, 2024, "Dynamics of probabilities of default," Discussion Papers, Deutsche Bundesbank, number 32/2024.
• Herbst, Tobias & Roling, Christoph, 2024, "A top-down loan-level stress test for banks' corporate credit risk: Application to risks from commercial real estate markets," Technical Papers, Deutsche Bundesbank, number 09/2024.
• Metiu, Norbert, 2024, "A financial stress indicator for Germany," Technical Papers, Deutsche Bundesbank, number 10/2024.
• Ohlrogge, Hans Christian & Isselstein, Franz Caspar, 2024, ""Towards an index for investable security tokens": A feasibility study," IU Discussion Papers - Business & Management, IU International University of Applied Sciences, number 9 (JUL 2024).
• Hyeongwoo Kim & Jisoo Son, 2024, "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2024-01, Feb.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2024, "Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2024-02, Feb.
• İsmail Çağrı Özcan, 2024, "The Use of Monte Carlo Simulation in Capital Budgeting: An Implementation on an Airport Privatization," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 39, issue 121, pages 71-87, April, DOI: https://doi.org/10.33203/mfy.128029.
• Yusuf Bahadır Kavas & Batuhan Medetoğlu, 2024, "Financial Performance Measurement with MAIRCA Method: Application on Turkish Banking Sector," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 39, issue 122, pages 44-58, October, DOI: https://doi.org/10.33203/mfy.142365.
• Arif Sezgin & Sinan Aytekin & Şakir Sakarya, 2024, "Finansal Performansın Ölçülmesinde Piotroski F-Skoru Bileşenleri ve ÇKKV Yöntemlerinin Bağlantısı: MEREC Tabanlı MARCOS Uygulaması," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 2, pages 367-395, DOI: 10.30784/epfad.1481070.
• İbrahim Tutar & Özge Orbey, 2024, "Start-up Değerlemesi: Yeni bir Yöntem Önerisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 3, pages 549-574, DOI: 10.30784/epfad.1475685.
• Adil Haniev, 2024, "Intangible Assets and US Stock Returns: An analysis using the Index Method, Panel Regression, and Machine Learning," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 3, pages 833-854, DOI: https://doi.org/10.15826/vestnik.20.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024, "Message in a bottle: Forecasting wine prices," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024006, May, DOI: https://doi.org/10.1017/jwe.2024.3.
• Ажгалиева Д. // Azhgaliyeva D. & Капсалямова З. // Kapsalyamova Z., 2024, "Государственная поддержка в продвижении зеленых облигаций в Азии: эмпирические данные // Policy support in promoting green bonds in Asia: empirical evidence," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 63-64.
• Michal Mec & Mikulas Zeman & Klara Cermakova, 2024, "Stock market prediction using Generative Adversarial Network (GAN) – Study case Germany stock market," International Journal of Economic Sciences, European Research Center, volume 13, issue 2, pages 87-103, December.
• Konrad Raczkowski & Jarosław Klepacki, 2024, "Typologia metod prognozowania kursu walutowego," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 3, pages 350-366.
• Alexander E. Abramov & Maria I. Chernova, 2024, "Improving pension savings investing: The case of Russia," Russian Journal of Economics, ARPHA Platform, volume 10, issue 1, pages 34-59, March, DOI: 10.32609/j.ruje.10.115594.
• B. N. Kausik, 2024, "Equity Premium in Efficient Markets," Papers, arXiv.org, number 2401.09265, Jan.
• Jo~ao Nicolau & Paulo M. M. Rodrigues, 2024, "A simple but powerful tail index regression," Papers, arXiv.org, number 2409.13531, Sep.
• Victor Olkhov, 2024, "Expressions of Market-Based Correlations Between Prices and Returns of Two Assets," Papers, arXiv.org, number 2412.13172, Dec.
• Ranieri Dugo & Giacomo Giorgio & Paolo Pigato, 2024, "Multivariate Rough Volatility," Papers, arXiv.org, number 2412.14353, Dec, revised Aug 2025.
• Kemal Kirtac & Guido Germano, 2024, "Sentiment trading with large language models," Papers, arXiv.org, number 2412.19245, Dec.
• Ishaq Mustapha Akinlaso & Abdessamad Raghibi & Abdul-Baaqi Adebisi Jempeji, 2024, "Do Asian Islamic Equities Offer Diversification Benefits in Cryptocurrency Portfolio in Times of Increased Uncertainty?," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 4, issue 4, pages 1-8, DOI: 2024/07/08.
• Lukman Lasisi & Philip C. Omoke & Afees A. Salisu, 2024, "Climate Policy Uncertainty and Stock Market Volatility," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-6, DOI: 2024/06/29.
• Monia Magnani, 2024, "Can Monetary Policies Inflate a Stock Market Bubble? A Regime Switching Model of Periodically Collapsing Bubbles," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24231.
• Monia Magnani, 2024, "Does Macroeconomic Predictability Enhance the Economic Value of Hedge Funds to Risk-Averse Investors?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24232.
• Manuela Pedio & Massimo Guidolin & Giulia Panzeri, 2024, "Machine Learning in Portfolio Decisions," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24233.
• Muhammd Istan, 2024, "Analysis of the Influence of Assets Structure, Earning Volatility, and Financial Flexibility on Capital Structure and Corporate Performance in Manufacturing Sector Companies on the IDX," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 49-65.
• Svetoslav Borisov, 2024, "Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 148-170.
• Furkan TURKOGLU & Eda GOCECEK & Yavuz YUMRUKUZ, 2024, "Predictive Abilities of Machine Learning and Deep Learning Approaches for Exchange Rate Prediction," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 18, issue 2, pages 186-210.
• Arturo Pablo Macías Fernández & Ignacio de la Peña Leal, 2024, "Sensibilidad a los tipos de interés soberanos de la cartera de colateral elegible para los préstamos de política monetaria," Occasional Papers, Banco de España, number 2417, May, DOI: https://doi.org/10.53479/36612.
• Alicia Aguilar & Ricardo Gimeno, 2024, "Discrete Probability Forecasts: What to expect when you are expecting a monetary policy decision," Working Papers, Banco de España, number 2438, Oct, DOI: https://doi.org/10.53479/37893.
• Javier Gil-Bazo & Alexander Kempf & Raffaele Santioni, 2024, "Geographic shareholder dispersion and mutual fund flow risk," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1461, Jul.
• Fredy Gamboa-Estrada & José Vicente Romero, 2024, "Geopolitical Risk and Emerging Markets Sovereign Risk Premia," Borradores de Economia, Banco de la Republica de Colombia, number 1282, Sep, DOI: 10.32468/be.1282.
• Martha López & Eduardo Sarmiento Gómez, 2024, "Collateral, output growth, mortgage spread volatility and subsidies in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1287x, Nov, DOI: 10.32468/be.1287.
• Raffaele Santioni & Javier Gil-Bazo, 2024, "Geographic Shareholder Dispersion and Mutual Fund Flow Risk," Working Papers, Barcelona School of Economics, number 1440, Apr.
• Juan R. Hernández, 2024, "Covered interest parity: a forecasting approach to estimate the neutral band," BIS Working Papers, Bank for International Settlements, number 1206, Aug.
• Phạm Thu Hương & Hoàng Mạnh Hùng & Lê Đạt Chí, 2024, "Ứng dụng mô hình F-SCORE cho chiến lược đầu tư cổ phiếu tại Sở Giao dịch Chứng khoán Thành phố Hồ Chí Minh," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 5, pages 46-58, DOI: 10.46223/HCMCOUJS.econ.vi.19.5.2968.
• Olivier Dessaint & Thierry Foucault & Laurent Fresard, 2024, "Does Alternative Data Improve Financial Forecasting? The Horizon Effect," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2237-2287, June, DOI: 10.1111/jofi.13323.
• Akihito Yoneyama & Akitaka Tsuchiya & Noritaka Fukuma, 2024, "Changes in Risk Perceptions on Yen Interest Rates and Exchange Rates Observed in Options Markets: Developments in Implied Probability Distributions amid Rate Hikes in the United States and Europe from," Bank of Japan Review Series, Bank of Japan, number 24-E-8, Aug.
• Mohamed Riyath Mohamed Ismail & Aldabbous Nagham, 2024, "Long-Run Volatility Memory Dynamics and Inter-Market Linkages in GCC Equity Markets: Application of DCC-FIGARCH Models," Review of Middle East Economics and Finance, De Gruyter, volume 20, issue 3, pages 299-329, DOI: 10.1515/rmeef-2024-0018.
• Liu Jinan & Serletis Apostolos, 2024, "Volatility and dependence in cryptocurrency and financial markets: a copula approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 1, pages 119-149, February, DOI: 10.1515/snde-2022-0029.
• Baruník Jozef & Fišer Pavel, 2024, "Co-Jumping of Treasury Yield Curve Rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 3, pages 481-506, DOI: 10.1515/snde-2022-0091.
• Roberto Marfe & Julien Penasse, 2024, "Measuring Macroeconomic Tail Risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 715 JEL Classification: E.
• Xu, Yongdeng, 2024, "Extended multivariate EGARCH model: A model for zero†return and negative spillovers," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/24, Dec.
• Briac Turquet & Pierre Bajgrowicz & O. Scaillet, 2024, "Mean Reversion Trading on the Naphtha Crack," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-101, Nov.
• Markus Leippold & Michal Svaton, 2024, "Scheduling Processes and Inference of Scheduled Events From Price Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-12, Jan.
• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2024, "Smoothing Out Momentum and Reversal," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-47, Sep.
• Aysun Can Turetken & Markus Leippold, 2024, "Battle of Transformers: Adversarial Attacks on Financial Sentiment Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-59, Nov.
• Matthias R. Fengler & Jeannine Polivka, 2024, "Structural Volatility Impulse Response Analysis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-63, Nov.
• Yicheng Wang & Didier Sornette & Ke Wu & Sandro Claudio Lera, 2024, "Dynamic Influence Networks Self-Organize Towards Sub-Critical Financial Instabilities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-77, Oct.
• Erdinc Akyildirim & Matteo Gambara & Josef Teichmann & Syang Zhou, 2024, "Randomized Signature Methods in Optimal Portfolio Selection," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-79, Jan.
• Francisco Peñaranda & Enrique Sentana, 2024, "Portfolio management with big data," Working Papers, CEMFI, number wp2024_2411, Jun.
• V. Candila & O. Cepni & G. M. Gallo & R. Gupta, 2024, "Influence of Local and Global Economic Policy Uncertainty on the volatility of US state-level equity returns: Evidence from a GARCH-MIDAS approach with Shrinkage and Cluster Analysis," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202414.
• Carlos Castro-Iragorri & Fabio G√≥mez & Nancy Quiceno, 2024, "Worst-Case Higher Moment Risk Measure: Addressing Distributional Shifts and Procyclicality," Documentos de Trabajo, Universidad del Rosario, number 21048, Feb.
• López Martha & Sarmiento Gómez Eduardo, 2023, "Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia," Revista de Economía del Rosario, Universidad del Rosario, volume 26, issue 2, pages 1-29.
• Bekaert, Geert & Xu, Nancy & Ye, Tiange, 2024, "Forecasting International Stock Market Variances," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19121, May.
• Penaranda, Francisco & Sentana, Enrique, 2024, "Portfolio management with big data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19314, Jul.
• Julen Iglesias Tejedor, 2024, "Creación de una cartera de inversión que venza la inflación atendiendo a criterios ESG gestionada mediante machine learning," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 2, issue 5, pages 79-100, Mayo.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024, "Message in a bottle: Forecasting wine prices," Journal of Wine Economics, Cambridge University Press, volume 19, issue 1, pages 64-91, February.
• Soumya Ranjan SETHI & Dushyant Ashok MAHADIK, 2024, "Spotting Trouble Before It Starts: Has Financial Distress Prediction Evolved During 1985–2022," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 24, issue 1, pages 181-206.
• Soumya Ranjan Sethi & Dushyant Ashok Mahadik & Rajkiran V. Bilolikar, 2024, "Exploring Trends and Advancements in Financial Distress Prediction Research: A Bibliometric Study," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 1, pages 164-179, January.
• Lamine Diane & Pradeep Brijlal, 2024, "Forecasting Stock Market Realized Volatility using Random Forest and Artificial Neural Network in South Africa," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 2, pages 5-14, March.
• Emily Groenewald & Gary Van Vuuren, 2024, "Visualisation of Mahalanobis Distances for Trivariate JOINT Distributions," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 2, pages 203-206, March.
• Christos Christodoulou-Volos & Dikaios Tserkezos, 2024, "The Impact of COVID-19 on the Cypriot Stock Market Dynamics," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 4, pages 214-221, July.
• Olufemi Peter Alawode & Helen Nwobodo & Afolake Ogunfowora & Alao Olubunmi & Chimeruo Victory Onyeka-Iheme, 2024, "Financial Re-Engineering and Customer Performance of Poultry Business in Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 164-173, October.
• Arif Çilek & Onur SeyranlıoÄŸlu, 2024, "Portfolio Optimization with Entropy-CRITIC-IDDWS- PROMETHEE Model in BIST Retail Trade Sector," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 23-35, October.
• Christos Christodoulou-Volos & Dikaios Tserkezos, 2024, "The Impact of COVID-19 and Structural Market Changes on the Greek Stock Market: An Empirical Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 320-326, October.
• Salokhiddin Avazkhodjaev & Nont Dhiensiri & Farkhod Mukhamedov, 2024, "Does Green Energy Investment Effects on Islamic and Conventional Stock Markets? New Evidence from Advanced Economies," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 592-602, January.
• Bharat Kumar Meher & Abhishek Anand & Sunil Kumar & Ramona Birau & Manohar Sing, 2024, "Effectiveness of Random Forest Model in Predicting Stock Prices of Solar Energy Companies in India," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 426-434, March.
• Mirzat Ullah & Kazi Sohag & Farrukh Nawaz & Oleg Mariev & Umar Kayani & Igor Mayburov & Svetlana Doroshenko, 2024, "Impact of Oil Price Shocks on Crypto and Conventional Financial Assets during Financial Crises: Evidence from the Russian Financial Market," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 472-483, July.
• Faruk Dayi & Ali Cilesiz & Mustafa Yucel, 2024, "Strategic Management of Clean Energy Investments: Financial Performance Insights by Using BWM-based VIKOR and TOPSIS Methods," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 566-574, September.
• Salokhiddin Avazkhodjaev & Nont Dhiensiri & Eshmurod Rakhimov, 2024, "Effects of Crude Oil Price Uncertainty on Fossil Fuel Production, Clean Energy Consumption, and Output Growth: An Empirical Study of the U.S," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 371-383, November.
• Farrukh Nawaz & Mrestyal Khan & Umar Kayani & Indry Aristianto Pradipta & Aulia Luqman Aziz, 2024, "Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 597-604, November.
• Yu, Xing & Li, Yanyan & Zhao, Qian, 2024, "Research on optimization strategy of futures hedging dependent on market state," Applied Energy, Elsevier, volume 373, issue C, DOI: 10.1016/j.apenergy.2024.123885.
• Díaz, Antonio & Escribano, Ana & Esparcia, Carlos, 2024, "Sustainable risk preferences on asset allocation: a higher order optimal portfolio study," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2024.100887.
• Hoang, Lai & Vo, Duc Hong, 2024, "Google search and cross-section of cryptocurrency returns and trading activities," Journal of Behavioral and Experimental Finance, Elsevier, volume 44, issue C, DOI: 10.1016/j.jbef.2024.100991.
• Fu, Renhui & Ma, Chen & Zeng, Yamin & Zhang, Junsheng, 2024, "Determinants and consequences of sales/production report issuance," The British Accounting Review, Elsevier, volume 56, issue 5, DOI: 10.1016/j.bar.2023.101266.
• Gu, Zhenjiang & Lu, Louise Yi & Yu, Yangxin, 2024, "CEO equity incentive duration and expected crash risk," The British Accounting Review, Elsevier, volume 56, issue 6, DOI: 10.1016/j.bar.2023.101265.
• Wang, Liyao, 2024, "Partisan conflict and corporate credit spreads: The role of political connection," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2023.102526.
• Tu, Xueyong & Li, Bin, 2024, "Robust portfolio selection with smart return prediction," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106719.
• Seo, Myung Hwan & Koo, Bonsoo & Yang, Yangzhuoran Fin, 2024, "Nonlinear dynamics of Kimchi premium," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106726.