Market Dynamics and Volatility: African research

Research in Market Dynamics and Volatility

Exploring the coherency and predictability between the stocks of artificial intelligence and energy corporations
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
20248Open
Spillover effect of the geopolitical uncertainty on the cryptocurrency market
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
20248
Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence
Ibn Tofail University · Morocco · Market Dynamics and Volatility
20248
OIL PRICE AND ECONOMIC GROWTH: THE CASE OF INDIAN ECONOMY
Kafr el-Sheikh University · Egypt · Market Dynamics and Volatility
201916OpenSummary
Hybrid GARCH-LSTM Forecasting for Foreign Exchange Risk
University of Rwanda · Rwanda · Market Dynamics and Volatility
20256Open
Decoding systemic risks across commodities and emerging market stock markets
University of Sfax · Tunisia · Market Dynamics and Volatility
20256Open
On the hedge and safe-haven abilities of bitcoin and gold against blue economy and green finance assets during global crises: Evidence from the DCC, ADCC and GO-GARCH models
University of Sfax · Tunisia · Market Dynamics and Volatility
20256Open
Comparative Analysis of Gold,  Bitcoin and Gold-backed Cryptocurrencies as Safe Havens During Global Crises: A Focus on G7 Stock Market and Banking Sector Indices
University of Monastir · Tunisia · Market Dynamics and Volatility
20247
Testing the non-linearities of exchange rate pass-through in Somalia: does dollarization affect consumer prices?
SIMAD University · Somalia · Market Dynamics and Volatility
20247Open
Interplay of crises: Unpacking intraday spillovers in oil and European equities in the shadow of the COVID-19 and the Ukraine-Russia war
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
20247Open
Navigating Global Uncertainty: Examining the Effect of Geopolitical Risks on Cryptocurrency Prices and Volatility in a Markov-Switching Vector Autoregressive Model
University of the Free State · South Africa · Market Dynamics and Volatility
20247Open
The Ramadan effect on commodity and stock markets integration
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
20238
Short-term effect of COVID-19 pandemic on cryptocurrency markets: A DCC-GARCH model analysis
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
20238Open
A simulation of the macroeconomic effects of the Russia–Ukraine War on the Moroccan economy using the DSGE model
Ibn Tofail University · Morocco · Market Dynamics and Volatility
20238
The impact of geopolitical risks, financial stress, economic policy uncertainty on African stock markets returns and volatilities: wavelet coherence analysis
University of Ghana · Ghana · Market Dynamics and Volatility
20246Open
Financial stress and realized volatility: The case of agricultural commodities
University of Pretoria · South Africa · Market Dynamics and Volatility
20246Open
Market Resilience Unveiled: Insights from Quantile Time Frequency Connectedness into Emerging Countries Stock Indices
University of Monastir · Tunisia · Market Dynamics and Volatility
20246Open
CLIMATE RISKS AND PREDICTABILITY OF COMMODITY RETURNS AND VOLATILITY: EVIDENCE FROM OVER 750 YEARS OF DATA
University of Pretoria · South Africa · Market Dynamics and Volatility
20246
Connectedness Between Gold-Backed Cryptocurrencies and the G7 Stock Market Indices During Global Crises: Evidence From the Quantile Vector Autoregression Approach
University of Monastir · Tunisia · Market Dynamics and Volatility
20246Open
Connectedness and spillovers between African and global Islamic equities: implications for portfolio hedging and investment strategies
Nelson Mandela University · South Africa · Market Dynamics and Volatility
20255Open
Assessing the impact of renewable energy firms on ESG-related uncertainty: Evidence from Germany's low-carbon transition
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
20255Open
Evaluating the effectiveness of green bonds and clean cryptocurrencies as hedging tools in volatile financial environments
University of Sfax · Tunisia · Market Dynamics and Volatility
20255
Threshold Effects of Economic-Policy Uncertainty on Food Security in Nigeria
Joseph Sarwuan Tarka University Makurdi · Nigeria · Market Dynamics and Volatility
20255Open
Dynamics of extreme spillovers between clean energy stocks and fossil fuels: The role of climate policy uncertainty and geopolitical risks
University of the Witwatersrand · South Africa · Market Dynamics and Volatility
20255Open

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

Research in Market Dynamics and Volatility

Exploring the coherency and predictability between the stocks of artificial intelligence and energy corporations

Spillover effect of the geopolitical uncertainty on the cryptocurrency market

Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence

OIL PRICE AND ECONOMIC GROWTH: THE CASE OF INDIAN ECONOMY

Hybrid GARCH-LSTM Forecasting for Foreign Exchange Risk

Decoding systemic risks across commodities and emerging market stock markets

On the hedge and safe-haven abilities of bitcoin and gold against blue economy and green finance assets during global crises: Evidence from the DCC, ADCC and GO-GARCH models

Comparative Analysis of Gold, Bitcoin and Gold-backed Cryptocurrencies as Safe Havens During Global Crises: A Focus on G7 Stock Market and Banking Sector Indices

Testing the non-linearities of exchange rate pass-through in Somalia: does dollarization affect consumer prices?

Interplay of crises: Unpacking intraday spillovers in oil and European equities in the shadow of the COVID-19 and the Ukraine-Russia war

Navigating Global Uncertainty: Examining the Effect of Geopolitical Risks on Cryptocurrency Prices and Volatility in a Markov-Switching Vector Autoregressive Model

The Ramadan effect on commodity and stock markets integration

Short-term effect of COVID-19 pandemic on cryptocurrency markets: A DCC-GARCH model analysis

A simulation of the macroeconomic effects of the Russia–Ukraine War on the Moroccan economy using the DSGE model

The impact of geopolitical risks, financial stress, economic policy uncertainty on African stock markets returns and volatilities: wavelet coherence analysis

Financial stress and realized volatility: The case of agricultural commodities

Market Resilience Unveiled: Insights from Quantile Time Frequency Connectedness into Emerging Countries Stock Indices

CLIMATE RISKS AND PREDICTABILITY OF COMMODITY RETURNS AND VOLATILITY: EVIDENCE FROM OVER 750 YEARS OF DATA

Connectedness Between Gold-Backed Cryptocurrencies and the G7 Stock Market Indices During Global Crises: Evidence From the Quantile Vector Autoregression Approach

Connectedness and spillovers between African and global Islamic equities: implications for portfolio hedging and investment strategies

Assessing the impact of renewable energy firms on ESG-related uncertainty: Evidence from Germany's low-carbon transition

Evaluating the effectiveness of green bonds and clean cryptocurrencies as hedging tools in volatile financial environments

Threshold Effects of Economic-Policy Uncertainty on Food Security in Nigeria

Dynamics of extreme spillovers between clean energy stocks and fossil fuels: The role of climate policy uncertainty and geopolitical risks

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

Comparative Analysis of Gold,  Bitcoin and Gold-backed Cryptocurrencies as Safe Havens During Global Crises: A Focus on G7 Stock Market and Banking Sector Indices