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Analyzing the intraday dataset on weather and market information with the use of the extended GJR-GARCH framework, this study explores in depth the weather effects on the asset returns and volatilities of the Korean st...

Pricing management is part of farm management with the purpose of increasing profitability and competitiveness. It is based on the production cost and purchase price which difference affects to the financial result. Th...

Risk analysis in the financial market requires the correct evaluation of volatility in terms of both prices and asset returns. Disturbances in quality of information, the economic and political situation and investment s...

A physical model of the sublimation of a volatile component from a thermoelectric material has been developed. On its basis, two versions of the mathematical description of the degradation process of thermoelectric mater...

The object of the study is identification of the bond yields volatility in selected European countries, during the crisis of Greece’s public finances from 2010 to 2013. For this purpose used GARCH (1.1) model. The spec...

This paper analyses the relationship between major cryptocurrencies (Bitcoin, Ethereum, and Tether) and selected regional equity markets of America, Asia, and Europe, while controlling for global financial factors includ...

This paper explores the level of institutionalisation achieved by the Romanian political system since transitioning to democracy. Following through the key components of an institutionalised party system, the inquiry loo...

25 years after the first competitive elections, the Romanian party system still exhibits high levels of discontinuity between electoral competitions and governmental functioning. Despite the ongoing party consolidation p...

This study examines time-varying volatility spillovers between global stock markets and major uncertainty indices using Diebold–Yilmaz (DY) and Baruník–Křehlík (BK) connectedness frameworks within a time-varying p...

Forecasting vaccine demand and determining inventory policies are critical challenges in healthcare supply chains, where uncertainty poses significant operational risks. This study proposes a two-step data-driven framewo...

In January 2020, I kicked off the research for an innovation project at the Copenhagen School of Design and Technology (KEA). I went to NRF in New York together with 40.000 other curious practitioners and academics wanti...

Abstract Financial time series forecasting is traditionally based on historical price patterns, often overlooking exogenous and behavioral variables that can significantly affect market movements. In this study, we enhan...

This paper provides a comprehensive bibliometric analysis of the existing literature concerning the broader asset pricing literature, with a particular focus on the topics of market integration, financial contagion, ri...

Information modulation plays a crucial role in the contemporary development of photonic information networks. However, prevailing optical modulators exhibit challenges such as structural complexity, high cost, elevated i...

Pollution problems such as the greenhouse effect as well as the high value and volatility of fuel prices have forced and accelerated the development and use of renewable energy sources. In this paper, a revision of wind ...

Abstract Bunker fuel prices constitute a major component of maritime transport costs, representing 30–70% of total operating expenses and critically influencing competitiveness, planning, and regulatory compliance in g...

This study examines the Human Resources Governance (HRG) system in Tehran Municipality, focusing on its alignment with sustainable urban development. Tehran, Iran’s economic and political hub, faces unique HR challenge...

The determination of trends and prediction of stock prices is one of the main tasks of the MACD (Moving Average Convergence Divergence) and the RVI (Relative Volatility Index) indicators of the technical analysis. The re...

As technology advances, there is a growing number of potential data sources that can provide an alternative to traditional surveys. An example of this is the real time search popularity data made available through Google...

The article analyzes the foreign exchange market functioning under the influence of exchange rate fluctuations. The main factors determining the exchange rate in the existing conditions have been determined. All course-f...

The efficiency of financial trading is a fundamental concept in finance, essential to effective price discovery, minimising transaction costs, and maintaining market liquidity. Despite the theoretical robustness of conce...

Purpose — Understanding extreme downside risk is particularly important in emerging equity markets, where higher market volatility, lower liquidity, and weaker information environments make stock prices more vulnerable...

This paper aims to explain the causes of the 2018/2019 Argentinian crisis by means of a growth cycle model a la Goodwin, where the aggregate demand is wage-led, the wage-share is predatory of the external sector, and the...

This paper investigates shock and volatility spillover effect between Russian index RTS and six futures commodities (Brent oil, natural gas, gasoline, gold, platinum and palladium), observing joint time-frequency domai...