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This study examines the realised volatility spillover effects between Malaysia's energy market and other sectoral indices on the Kuala Lumpur Stock Exchange from September 2018 to December 2024. To address the limitation...

This study provides an empirical analysis of the volatility dynamics of the Deutscher Aktienindex (DAX) stock index over a 20-year period based on daily observations, specifically from January 2, 2006, to March 20, 202...

Purpose — This paper examines the relationship between South Africa’s rising public debt and real exchange rate (RER) volatility. Over the past two decades, the country has experienced an alarming increase in externa...

Background: In a volatility, uncertainty, complexity and ambiguity (VUCA) business environment, the survival of small, medium and microenterprises (SMMEs) depends on adopting adaptive, customer-focused marketing strateg...

"This thesis examines whether unusually negative financial news is associated with increased short-term market volatility, measured by absolute VIX movements. The analysis is based on more than 1.3 million cleaned and de...

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 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...

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...

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...

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...

Options trading is a type of financial trading that can offer significant profit opportunities depending on market conditions, but its profit and loss structure is complex. Traditional trading decisions are often made ba...

The modern blockchain industry is characterized by the presence of numerous isolated, specialized platforms, which create critical barriers to interaction and call into question the effectiveness of decentralized infrast...

Abstract Carbon markets play a critical role in emission reduction and sustainable economic transition; however, carbon price series exhibit high volatility, nonlinear dynamics, and complex cross-feature interactions, ma...

The pursuit of de-dollarization by BRICS, including Brazil, Russia, India, Chin and South Africa, though indirect, represents a development of growing global relevance in the evolving international monetary order. This s...

Abstract Accurate prediction of bio-oil yield from pyrolysis of organic solid waste is still the main problem in the field of biomass valorization, mostly because of high variability in the composition and the heterogene...

Purpose — This study examines the nonlinear effect of Economic Policy Uncertainty (EPU) on China’s Renminbi (RMB) exchange rate. Methods — Based on the monetary model of exchange rate determination and the behavio...

This study examines the economic and cultural determinants of foreign direct investment (FDI) inflows across European Union countries, with a comparative focus on 2019 and 2023. The analysis is based on a cross-section...

This study examines the economic security of business entities by conducting a systematic bibliometric analysis of academic research indexed in the Scopus database. Due to digital transformation, growing technological de...

The increasing decentralisation and volatility of electricity generation and consumption pose significant challenges for distribution grids. The concept of energy communities leveraging demand-side flexibility is emergin...

Purpose — Adopting an asymmetric approach, this study analyses the impact of economic and monetary uncertainties on money demand within an open-economy framework for Pakistan. Its primary objective is to assess whether...

Technological disruption, extended working lives, and the rapid growth of non-standard employment are eroding front-loaded education models and intensifying the need for continuous, work-based learning. Within this conte...

Understanding how semantic information flow reorganizes market topology remains an open challenge in financial network analysis. Prior work typically emphasizes price correlations or sentiment polarity, but rarely quanti...