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1دورية أكاديمية
المؤلفون: Gustavo Soutinho, Vítor Miguel Ribeiro, Isabel Soares
المصدر: AIMS Energy, Vol 11, Iss 6, Pp 1252-1277 (2023)
مصطلحات موضوعية: return and volatility, natural gas, brent crude oil, electricity, garch, dynamic conditional correlation, time series, Production of electric energy or power. Powerplants. Central stations, TK1001-1841, Renewable energy sources, TJ807-830
وصف الملف: electronic resource
العلاقة: https://doaj.org/toc/2333-8334Test
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2دورية أكاديمية
المؤلفون: Linn Arnell, Emma Engström, Gazi Salah Uddin, Md. Bokhtiar Hasan, Sang Hoon Kang
المصدر: Financial Innovation, Vol 9, Iss 1, Pp 1-31 (2023)
مصطلحات موضوعية: Technology sector, Diversification, Dynamic conditional correlation, Uncertainty, Structural breaks, Public finance, K4430-4675, Finance, HG1-9999
وصف الملف: electronic resource
العلاقة: https://doaj.org/toc/2199-4730Test
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3دورية أكاديمية
المصدر: Quantitative Finance and Economics, Vol 7, Iss 3, Pp 491-507 (2023)
مصطلحات موضوعية: hurst exponent, efficient market hypothesis, dynamic conditional correlation, multivariate garch, hurst-based garch, Applied mathematics. Quantitative methods, T57-57.97, Finance, HG1-9999
وصف الملف: electronic resource
العلاقة: https://doaj.org/toc/2573-0134Test
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4دورية أكاديمية
المؤلفون: Ilyes Abidi, Kamel Touhami
المصدر: International Journal of Energy Economics and Policy, Vol 14, Iss 1 (2024)
مصطلحات موضوعية: Brent, Safe Haven, Bitcoin, Precious Metals, Spillover, Dynamic Conditional Correlation, Time Varying Coefficient-Vector Autoregressive Model, Environmental sciences, GE1-350, Energy industries. Energy policy. Fuel trade, HD9502-9502.5
وصف الملف: electronic resource
العلاقة: https://econjournals.com/index.php/ijeep/article/view/15107Test; https://doaj.org/toc/2146-4553Test
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5دورية أكاديمية
المؤلفون: Hafner, Christian, Wang, Linqi
المساهمون: UCL - SSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles, UCL - SSH/LIDAM/LFIN - Louvain Finance
المصدر: Econometrics and Statistics, (2024)
مصطلحات موضوعية: Dynamic conditional correlation, cross-validation, shrinkage, industry sectors
العلاقة: boreal:258976; http://hdl.handle.net/2078.1/258976Test; urn:ISSN:2452-3062
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6دورية أكاديمية
المؤلفون: Kais Tissaoui, Ilyes Abidi, Nadia Azibi, Mariem Nsaibi
المصدر: Energies, Vol 17, Iss 2, p 340 (2024)
مصطلحات موضوعية: crude oil return, uncertainty indexes, dynamic conditional correlation, time-frequency approaches, volatility persistence, Technology
العلاقة: https://www.mdpi.com/1996-1073/17/2/340Test; https://doaj.org/toc/1996-1073Test; https://doaj.org/article/898766d1585a41819aae2f02975da1e3Test
الإتاحة: https://doi.org/10.3390/en17020340Test
https://doaj.org/article/898766d1585a41819aae2f02975da1e3Test -
7دورية أكاديمية
المصدر: تحقیقات مالی, Vol 25, Iss 1, Pp 152-179 (2023)
مصطلحات موضوعية: dynamic copulas, dynamic conditional correlation (dcc), liquidity risk, liquidity-adjusted value-at-risk (lvar), portfolio optimization algorithm, Finance, HG1-9999
وصف الملف: electronic resource
العلاقة: https://jfr.ut.ac.ir/article_92801_8fd4087d8e348db7b461be5a4fa12770.pdfTest; https://doaj.org/toc/1024-8153Test; https://doaj.org/toc/2423-5377Test
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8دورية أكاديمية
المؤلفون: Hamid Reza Vaezian, Reza Akbarian, Rohollah Shahnazi, Ahmad Sadraei
المصدر: مدلسازی اقتصادسنجی, Vol 7, Iss 4, Pp 9-36 (2023)
مصطلحات موضوعية: tehran stock exchange indices, dynamic conditional correlation model, sanctions index, international markets, Economic growth, development, planning, HD72-88
وصف الملف: electronic resource
العلاقة: https://jem.semnan.ac.ir/article_7409_e0a22365e568bbd59af0b292ab73c442.pdfTest; https://doaj.org/toc/2345-654XTest; https://doaj.org/toc/2821-2150Test
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9
المصدر: FINANCIAL INNOVATION. 9(1)
مصطلحات موضوعية: Technology sector, Diversification, Dynamic conditional correlation, Uncertainty, Structural breaks
وصف الملف: electronic
الوصول الحر: https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-198839Test
https://liu.diva-portal.org/smash/get/diva2:1808759/FULLTEXT01.pdfTest -
10دورية أكاديميةCOVID-19 news in USA and in China: which is suitable in explaining the nexus among Bitcoin and Gold?
المؤلفون: Derbali, Abdelkader, Naoui, Kamel, Jamel, Lamia
المصدر: Pacific Accounting Review, 2021, Vol. 33, Issue 5, pp. 578-595.