Research classified by Journal of Economic Literature (JEL) codes

2024

• 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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(0x5f3f7090), May.
• 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.
• Student Ene Cezar Cătălin Ph.D. Student, 2024, "Conceptualization Of The Machine Learning Algorithms For Enhanced Forecasting And Decision-Making," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 43, pages 7-18, November.
• 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.
• Ilyas AHNACH & Said TOUNSI, 2024, "L’impact de l’intégration de la blockchain sur la performance du marché financier : Cas de la BVMC," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 5, issue 3, pages 180-197.
• Wiam ZAIMI & Abdeslam EL MOUDDEN, 2024, "Les Aspects du Big-data dans la finance : Transformations, solutions numériques et nouveaux risques dans le système financier," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 5, issue 5, pages 665-679.
• 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 May 2026.
• 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 1287, 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 2022 to 2023," 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. 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.
• Héctor Javier Bendezú-Jiménez & Mauro Jesús Camacho Gadea, 2024, "Impact of Commodity Price Fluctuations on the Peruvian Stock Market (2010-2019)
  [Impacto de la variación del precio de los commodities sobre el mercado de valores peruano (2010-2019)]," Revista de Economía del Rosario, Universidad del Rosario, volume 27, issue 2, pages 1-26, DOI: 10.12804/revistas.urosario.edu.co/e.
• Bekaert, Geert & Xu, Nancy & Ye, Tiange, 2024, "Forecasting International Stock Market Variances," CEPR Discussion Papers, Centre for Economic Policy Research, number 19121, May.
• Penaranda, Francisco & Sentana, Enrique, 2024, "Portfolio management with big data," CEPR Discussion Papers, Centre for Economic Policy Research, number 19314, Jul.
• Acharya, Viral & Brunnermeier, Markus & Pierret, Diane, 2024, "Systemic Risk Measures: From the Panic of 1907 to the Banking Stress of 2023," CEPR Discussion Papers, Centre for Economic Policy Research, number 19727, Nov.
• 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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.
• Fiszeder, Piotr & Małecka, Marta & Molnár, Peter, 2024, "Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106887.
• Dufera, Tamirat Temesgen, 2024, "Fractional Brownian motion in option pricing and dynamic delta hedging: Experimental simulations," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102017.
• Jiang, Yifu & Olmo, Jose & Atwi, Majed, 2024, "Dynamic robust portfolio selection under market distress," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102037.
• Ji, Hongyun & Zhang, Han, 2024, "Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102060.
• Wang, Jia & Wang, Xinyi & Wang, Xu, 2024, "International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102065.
• Aslam, Faheem & Hunjra, Ahmed Imran & Memon, Bilal Ahmed & Zhang, Mingda, 2024, "Interplay of multifractal dynamics between shadow policy rates and energy markets," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102085.
• Tang, Pan & Tang, Tiantian & Lu, Chennuo, 2024, "Predicting systemic financial risk with interpretable machine learning," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102088.
• Joo, Young C. & Park, Sung Y., 2024, "Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102127.
• Herrera, Rodrigo & Piña, Marco, 2024, "Market risk modeling with option-implied covariances and score-driven dynamics," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102136.
• Cai, Yi & Tang, Zhenpeng & Chen, Ying, 2024, "Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102147.
• Tang, Pan & Xu, Wei & Wang, Haosen, 2024, "Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102151.
• Kao, Yu-Sheng & Day, Min-Yuh & Chou, Ke-Hsin, 2024, "A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102159.
• Xu, Yuhong & Zhao, Xinyao, 2024, "How does node centrality in a financial network affect asset price prediction?," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102163.
• Maki, Daiki, 2024, "Evaluation of volatility spillovers for asymmetric realized covariance," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102177.
• Go, You-How & Lau, Wee-Yeap, 2024, "Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102178.
• Yang, Jinyu & Dong, Dayong & Cao, Jiawei, 2024, "Seemingly manipulated anomaly: Evidence from corporate site visits," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102185.
• Sanford, Anthony, 2024, "Information content of option prices: Comparing analyst forecasts to option-based forecasts," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102197.
• Tzeng, Kae-Yih & Su, Yi-Kai, 2024, "Can U.S. macroeconomic indicators forecast cryptocurrency volatility?," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102224.
• Chen, Yan & Zhang, Lei & Zhang, Feipeng, 2024, "Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102235.
• Li, Zhimin & Zhu, Weidong & Wu, Yong & Wu, Zihao, 2024, "Research on information fusion of security analysts’ stock recommendations based on two-dimensional D-S evidence theory," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102261.
• Fieberg, Christian & Metko, Daniel & Zaremba, Adam, 2024, "Cross-country factor momentum," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111552.
• Zeng, Sipeng & Li, Yingmei Esme, 2024, "Braveheart: On the divergence of recommendations between normal and star analysts," Economics Letters, Elsevier, volume 240, issue C, DOI: 10.1016/j.econlet.2024.111765.
• Doan, Bao & Jayasuriya, Dulani & Lee, John B. & Reeves, Jonathan J., 2024, "Cryptocurrency systematic risk dynamics," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111788.
• Jahan-Pavar, Mohammad R. & Lang, William J., 2024, "Which daily equity returns improve output forecasts?," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111897.
• Harel, Arie & Harpaz, Giora, 2024, "Why stock analysts may make wrong predictions?," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111956.
• Krieg, Kimberly S. & Siagian, Ferdinand & Wu, Juan, 2024, "Does analyst forecast informativeness affect managers’ financial reporting incentives?," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111995.
• Ding, Yi & Li, Yingying & Liu, Guoli & Zheng, Xinghua, 2024, "Stock co-jump networks," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2023.01.026.
• Dierkes, Maik & Hollstein, Fabian & Prokopczuk, Marcel & Würsig, Christoph Matthias, 2024, "Measuring tail risk," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105769.
• Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2024, "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Econometrics and Statistics, Elsevier, volume 32, issue C, pages 34-56, DOI: 10.1016/j.ecosta.2021.08.002.
• Zsurkis, Gabriel & Nicolau, João & Rodrigues, Paulo M.M., 2024, "First passage times in portfolio optimization: A novel nonparametric approach," European Journal of Operational Research, Elsevier, volume 312, issue 3, pages 1074-1085, DOI: 10.1016/j.ejor.2023.07.044.
• Fu, Fanjie & Fang, Jing & Zhang, Fan & Yao, Shujie & Ou, Jinghua, 2024, "CEOs' hometown connections and corporate risk-taking: Evidence from China," Emerging Markets Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.ememar.2024.101129.
• Candia, Claudio & Herrera, Rodrigo, 2024, "An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101488.
• Yin, Ximing & Yang, Ge, 2024, "Instantaneous volatility of the yield curve, variance risk premium and bond return predictability," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101490.
• Jiang, Fuwei & Kang, Jie & Meng, Lingchao, 2024, "Certainty of uncertainty for asset pricing," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101501.
• Barroso, Pedro & Maio, Paulo, 2024, "The risk–return tradeoff among equity factors," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101518.
• Xu, Hongyi & Katselas, Dean & Drienko, Jo, 2024, "A portfolio-level, sum-of-the-parts approach to return predictability," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101525.
• Trimborn, Simon & Peng, Hanqiu & Chen, Ying, 2024, "Influencer detection meets network autoregression — Influential regions in the bitcoin blockchain," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101529.
• Peng, Yueqian & Shi, Li & Shi, Xiaojun & Tan, Songtao, 2024, "Tone or term: Machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101534.
• Watanabe, Toshiaki & Nakajima, Jouchi, 2024, "High-frequency realized stochastic volatility model," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101559.
• Syuhada, Khreshna & Hakim, Arief & Suprijanto, Djoko, 2024, "Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107261.
• Zheng, Li & Sun, Yuying & Wang, Shouyang, 2024, "A novel interval-based hybrid framework for crude oil price forecasting and trading," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2023.107266.
• Zadeh, Omid Razavi & Romagnoli, Silvia, 2024, "Financing sustainable energy transition with algorithmic energy tokens," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107420.
• Lyócsa, Štefan & Todorova, Neda, 2024, "Forecasting of clean energy market volatility: The role of oil and the technology sector," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107451.
• Haas, Christian & Budin, Constantin & d’Arcy, Anne, 2024, "How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107466.
• Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie & Wang, Qunwei, 2024, "Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107537.
• Fu, Tong & Huang, Dasen & Feng, Lingbing & Tang, Xiaoping, 2024, "More is better? The impact of predictor choice on the INE oil futures volatility forecasting," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107540.
• Pan, Zhiyuan & Zhong, Hao & Wang, Yudong & Huang, Juan, 2024, "Forecasting oil futures returns with news," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107606.
• Nygaard, Knut & Sørensen, Lars Qvigstad, 2024, "Betting on war? Oil prices, stock returns, and extreme geopolitical events," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107659.
• Barbosa, Maria de Fatima & Street, Alexandre & Fanzeres, Bruno, 2024, "A Tailored Derivative Instrument to Mitigate the Price-and-Quantity Risk Faced by Wind Power Companies," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107676.
• Kliber, Agata & Będowska-Sójka, Barbara, 2024, "Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107820.
• Basher, Syed Abul & Sadorsky, Perry, 2024, "Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107832.
• Ouyang, Zisheng & Lu, Min & Ouyang, Zhongzhe & Zhou, Xuewei & Wang, Ren, 2024, "A novel integrated method for improving the forecasting accuracy of crude oil: ESMD-CFastICA-BiLSTM-Attention," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107851.
• Tian, Guangning & Peng, Yuchao & Du, Huancheng & Meng, Yuhao, 2024, "Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107867.
• Sánchez-García, Javier & Mattera, Raffaele & Cruz-Rambaud, Salvador & Cerqueti, Roy, 2024, "Measuring financial stability in the presence of energy shocks," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107922.
• Zhao, Yuan & Gong, Xue & Zhang, Weiguo & Xu, Weijun, 2024, "Forecasting carbon futures returns using feature selection and Markov chain with sample distribution," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107962.
• Lyócsa, Štefan & Todorova, Neda, 2024, "What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107980.
• Gong, Xue & Lai, Ping & He, Mengxi & Wen, Danyan, 2024, "Climate risk and energy futures high frequency volatility prediction," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132466.
• He, Mengxi & Zhang, Zhikai & Zhang, Yaojie, 2024, "Forecasting crude oil prices with global ocean temperatures," Energy, Elsevier, volume 311, issue C, DOI: 10.1016/j.energy.2024.133341.
• Trabelsi, Nader & Umar, Zaghum & Dogah, Kingsley E. & Vo, Xuan Vinh, 2024, "Are investment grade Sukuks decoupled from the conventional yield curve?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102981.
• Zeng, Hongjun & Abedin, Mohammad Zoynul & Zhou, Xiangjing & Lu, Ran, 2024, "Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103073.
• Wang, Yuejing & Ye, Wuyi & Jiang, Ying & Liu, Xiaoquan, 2024, "Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103094.
• Qiu, Zhiguo & Lazar, Emese & Nakata, Keiichi, 2024, "VaR and ES forecasting via recurrent neural network-based stateful models," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103102.
• Lang, Chunlin & Xu, Danyang & Corbet, Shaen & Hu, Yang & Goodell, John W., 2024, "Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103152.
• Ahmed, Mohamed Shaker & Elnahass, Marwa, 2024, "Being famous matters: Evidence from cash flow volatility," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103165.
• Karim, Sitara & Shafiullah, Muhammad & Naeem, Muhammad Abubakr, 2024, "When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103202.
• Parnes, Dror & Gormus, Alper, 2024, "Prescreening bank failures with K-means clustering: Pros and cons," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103222.
• Cakici, Nusret & Shahzad, Syed Jawad Hussain & Będowska-Sójka, Barbara & Zaremba, Adam, 2024, "Machine learning and the cross-section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103244.
• Guo, Yongzhen & Wang, Yinghuan, 2024, "It is a small world: The effect of analyst-media school ties on analyst performance," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103250.
• Ben Ameur, Hachmi & Ftiti, Zied & Louhichi, Waël & Yousfi, Mohamed, 2024, "Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103255.
• Esparcia, Carlos & Escribano, Ana & Jareño, Francisco, 2024, "Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103287.
• Suzuki, Masataka, 2024, "A consumption-based term structure model of bonds and equity," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103310.
• Huang, Yujun, 2024, "Do ESG ETFs provide downside risk protection during Covid-19? Evidence from forecast combination models," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103320.
• Biondo, Alessio Emanuele & Mazzarino, Laura & Pluchino, Alessandro, 2024, "Trading strategies and Financial Performances: A simulation approach," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103426.
• Dainelli, Francesco & Bet, Gianmarco & Fabrizi, Eugenio, 2024, "The financial health of a company and the risk of its default: Back to the future," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103449.
• Peng, Yaohao & de Moraes Souza, João Gabriel, 2024, "Chaos, overfitting and equilibrium: To what extent can machine learning beat the financial market?," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103474.
• Fallah, Mir Feiz & Pourmansouri, Rezvan & Ahmadpour, Bahador, 2024, "Presenting a new deep learning-based method with the incorporation of error effects to predict certain cryptocurrencies," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103466.
• Moffo, Ahmadou Mustapha Fonton, 2024, "A machine learning approach in stress testing US bank holding companies," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103476.
• Ben Hamida, Amal & de Peretti, Christian & Belkacem, Lotfi, 2024, "The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103517.
• Cakici, Nusret & Zaremba, Adam, 2024, "What drives stock returns across countries? Insights from machine learning models," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103569.
• Ardakani, Omid M., 2024, "Portfolio optimization with transfer entropy constraints," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103644.
• Gong, Xue & Xu, Weijun & Li, Xiaodan & Gong, Xue, 2024, "Presidential economic approval rating and global foreign exchange market volatility," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103584.
• Schlosky, Minh Tam Tammy & Karadas, Serkan & Stivers, Adam, 2024, "Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103707.
• Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W. & Mahapatra, Biplab, 2024, "Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104658.
• Pelster, Matthias & Val, Joel, 2024, "Can ChatGPT assist in picking stocks?," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104786.