Market Dynamics and Volatility: African research

Research in Market Dynamics and Volatility

Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?
University of Pretoria · South Africa · Market Dynamics and Volatility
202412Open
Asymmetric impact of multifarious exchange rate shocks on stock prices: Fresh insights from multiple thresholds nonlinear autoregressive distributed-lag approach
Enugu State University of Science and Technology · Nigeria · Market Dynamics and Volatility
202313
Assessing Bitcoin, gold and gold-backed cryptocurrencies as safe havens for energy and agricultural commodities: insights from COVID-19, Russia–Ukraine conflict and SVB collapse
University of Monastir · Tunisia · Market Dynamics and Volatility
202411
Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks
Ghana Communication Technology University · Ghana · Market Dynamics and Volatility
202411
Return and volatility transmission among economic policy uncertainty, geopolitical risk and precious metals
Obafemi Awolowo University · Nigeria · Market Dynamics and Volatility
202410
The implication of cryptocurrency volatility on five largest African financial system stability
The Federal Polytechnic, Ado-Ekiti · Nigeria · Market Dynamics and Volatility
202410Open
Investor sentiment and sustainable investment: evidence from North African stock markets
Université Moulay Ismail de Meknes · Morocco · Market Dynamics and Volatility
202410Open
Climate change-stock return volatility nexus in advanced economies: the role of technology shocks
University of Pretoria · South Africa · Market Dynamics and Volatility
202410
US Trade Policy Uncertainty and Nigeria’s Participation in Global Value Chains: Evidence from Frequency Domain Causality, Wavelet Coherence Analysis, and Time-Varying Causality
University of Ilorin · Nigeria · Market Dynamics and Volatility
202410Open
Decoding the Dynamic Connectedness Between Traditional and Digital Assets Under Dynamic Economic Conditions
University of Sfax · Tunisia · Market Dynamics and Volatility
20258Open
Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk
University of Pretoria · South Africa · Market Dynamics and Volatility
20258Open
Oil Price and Energy Depletion Nexus in GCC Countries: Asymmetry Analyses
Kafr el-Sheikh University · Egypt · Market Dynamics and Volatility
202017OpenSummary
Climate Risks and Stock Market Volatility over a Century in an Emerging Market Economy: The Case of South Africa
University of Pretoria · South Africa · Market Dynamics and Volatility
20249Open
Energy price shocks and current account balances: What role for economic structure, energy dependency and renewable energy development?
Ibn Tofail University · Morocco · Market Dynamics and Volatility
20249Open
A DSGE model approach to examining the impact of the Russian–Ukrainian War and oil shocks on the Moroccan economy
Ibn Tofail University · Morocco · Market Dynamics and Volatility
20249Open
Connectedness Structure and Volatility Dynamics Between <scp>BRICS</scp> Markets and International Volatility Indices: An Investigation
University of Monastir · Tunisia · Market Dynamics and Volatility
20249Open
Heterogeneous Influence of Capital Flight and Economic Policy Uncertainty on Domestic Investment in Nigeria: New Evidence from Quantile Nonlinear ARDL
Abia State University · Nigeria · Market Dynamics and Volatility
20249
Asymmetric Impact of Heterogenous Uncertainties on the Green Bond Market
University of Malawi · Malawi · Market Dynamics and Volatility
20249Open
Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula: evidence from GAS models
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
202310
Dynamic responses of Bitcoin, gold, and green bonds to geopolitical risk: A quantile wavelet analysis
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
20257Open
Revisiting the carbon footprint of cryptocurrency trading: A granger causality approach
Kwara State University · Nigeria · Market Dynamics and Volatility
20257Open
Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
20257Open
Impact of political uncertainty on stock market returns: the case of post-revolution Tunisia
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
20248Open
Does internal cash flow-external financing sensitivity react to economic policy uncertainty and geopolitical risk? Evidence from Saudi Arabia
University of Kairouan · Tunisia · Market Dynamics and Volatility
20248

Search Africa's research. Find the people behind it.

Research in Market Dynamics and Volatility

Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?

Asymmetric impact of multifarious exchange rate shocks on stock prices: Fresh insights from multiple thresholds nonlinear autoregressive distributed-lag approach

Assessing Bitcoin, gold and gold-backed cryptocurrencies as safe havens for energy and agricultural commodities: insights from COVID-19, Russia–Ukraine conflict and SVB collapse

Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks

Return and volatility transmission among economic policy uncertainty, geopolitical risk and precious metals

The implication of cryptocurrency volatility on five largest African financial system stability

Investor sentiment and sustainable investment: evidence from North African stock markets

Climate change-stock return volatility nexus in advanced economies: the role of technology shocks

US Trade Policy Uncertainty and Nigeria’s Participation in Global Value Chains: Evidence from Frequency Domain Causality, Wavelet Coherence Analysis, and Time-Varying Causality

Decoding the Dynamic Connectedness Between Traditional and Digital Assets Under Dynamic Economic Conditions

Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk

Oil Price and Energy Depletion Nexus in GCC Countries: Asymmetry Analyses

Climate Risks and Stock Market Volatility over a Century in an Emerging Market Economy: The Case of South Africa

Energy price shocks and current account balances: What role for economic structure, energy dependency and renewable energy development?

A DSGE model approach to examining the impact of the Russian–Ukrainian War and oil shocks on the Moroccan economy

Connectedness Structure and Volatility Dynamics Between <scp>BRICS</scp> Markets and International Volatility Indices: An Investigation

Heterogeneous Influence of Capital Flight and Economic Policy Uncertainty on Domestic Investment in Nigeria: New Evidence from Quantile Nonlinear ARDL

Asymmetric Impact of Heterogenous Uncertainties on the Green Bond Market

Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula: evidence from GAS models

Dynamic responses of Bitcoin, gold, and green bonds to geopolitical risk: A quantile wavelet analysis

Revisiting the carbon footprint of cryptocurrency trading: A granger causality approach

Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons

Impact of political uncertainty on stock market returns: the case of post-revolution Tunisia

Does internal cash flow-external financing sensitivity react to economic policy uncertainty and geopolitical risk? Evidence from Saudi Arabia

Search Africa's research.
Find the people behind it.