Market Dynamics and Volatility: African research

Research in Market Dynamics and Volatility

Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
202379OpenSummary
Volatility spillovers and frequency dependence between oil price shocks and green stock markets
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
202375OpenSummary
Examining the patterns of disaggregate energy security risk and crude oil price: the USA scenario over 1970–2040
Federal University of Agriculture · Nigeria · Market Dynamics and Volatility
202359OpenSummary
Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
202442OpenSummary
Energy-related uncertainty and international stock market volatility
University of Pretoria · South Africa · Market Dynamics and Volatility
202432OpenSummary
African stock markets’ connectedness: Quantile VAR approach
University of Ibadan · Nigeria · Market Dynamics and Volatility
202424OpenSummary
Symmetric and asymmetric effects of crude oil price and exchange rate on stock market performance in Nigeria: Evidence from multiple structural break and NARDL analysis
Market Dynamics and Volatility
202135Summary
Exchange Rate Volatility and ESG Performance: An International Empirical Analysis
University of South Africa · South Africa · Market Dynamics and Volatility
202422OpenSummary
Is digital gold a hedge, safe haven, or diversifier? An analysis of cryptocurrencies, DeFi tokens, and NFTs
University of Monastir · Tunisia · Market Dynamics and Volatility
202421Summary
Contagion between investor sentiment and green bonds in China during the global uncertainties
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
202421OpenSummary
Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
202418OpenSummary
Spillover Effects between Crude Oil Returns and Uncertainty: New Evidence from Time-Frequency Domain Approaches
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
202418OpenSummary
Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach
University of Pretoria · South Africa · Market Dynamics and Volatility
202418OpenSummary
Sustainable Energy Systems in a Post-Pandemic World: A Taxonomy-Based Analysis of Global Energy-Related Markets Responses and Strategies Following COVID-19
Minia University · Egypt · Market Dynamics and Volatility
202515Open
Food security in Nigeria amidst globalization, economic expansion, and population growth: A wavelet coherence and QARDL analysis
The Federal Polytechnic, Ado-Ekiti · Nigeria · Market Dynamics and Volatility
202417OpenSummary
Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH
Libyan International Medical University · Libya · Market Dynamics and Volatility
202417OpenSummary
Global oil price and stock markets in oil exporting and European countries: Evidence during the Covid-19 and the Russia-Ukraine war
Redeemer's University · Nigeria · Market Dynamics and Volatility
202417OpenSummary
Quantile-based extended joint connectedness between trade policy uncertainty and GCC Islamic stock sectoral volatility
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
202416Open
The Impacts of Energy Consumption, Energy Prices and Energy Import-Dependency on Gross and Sectoral Value-Added in Sri Lanka
Kafr el-Sheikh University · Egypt · Market Dynamics and Volatility
202029OpenSummary
Economic Policy Uncertainty and Stock Market Index: Fresh Insights from Augmented-ARDL and Multiple Structural Breaks
Abia State University · Nigeria · Market Dynamics and Volatility
202415
How good are different machine and deep learning models in forecasting the future price of metals? Full sample versus sub-sample
University of the Witwatersrand · South Africa · Market Dynamics and Volatility
202414Open
Comparative Analysis of LSTM, ARIMA, and Hybrid models for Forecasting Future GDP
Université Moulay Ismail de Meknes · Morocco · Market Dynamics and Volatility
202413Open
The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets
University of Tunis El Manar · Tunisia · Market Dynamics and Volatility
202412Open
Unveiling Outperformance: A Portfolio Analysis of Top AI-Related Stocks against IT Indices and Robotics ETFs
University of Monastir · Tunisia · Market Dynamics and Volatility
202412Open

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

Research in Market Dynamics and Volatility

Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets

Volatility spillovers and frequency dependence between oil price shocks and green stock markets

Examining the patterns of disaggregate energy security risk and crude oil price: the USA scenario over 1970–2040

Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis

Energy-related uncertainty and international stock market volatility

African stock markets’ connectedness: Quantile VAR approach

Symmetric and asymmetric effects of crude oil price and exchange rate on stock market performance in Nigeria: Evidence from multiple structural break and NARDL analysis

Exchange Rate Volatility and ESG Performance: An International Empirical Analysis

Is digital gold a hedge, safe haven, or diversifier? An analysis of cryptocurrencies, DeFi tokens, and NFTs

Contagion between investor sentiment and green bonds in China during the global uncertainties

Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications

Spillover Effects between Crude Oil Returns and Uncertainty: New Evidence from Time-Frequency Domain Approaches

Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach

Sustainable Energy Systems in a Post-Pandemic World: A Taxonomy-Based Analysis of Global Energy-Related Markets Responses and Strategies Following COVID-19

Food security in Nigeria amidst globalization, economic expansion, and population growth: A wavelet coherence and QARDL analysis

Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH

Global oil price and stock markets in oil exporting and European countries: Evidence during the Covid-19 and the Russia-Ukraine war

Quantile-based extended joint connectedness between trade policy uncertainty and GCC Islamic stock sectoral volatility

The Impacts of Energy Consumption, Energy Prices and Energy Import-Dependency on Gross and Sectoral Value-Added in Sri Lanka

Economic Policy Uncertainty and Stock Market Index: Fresh Insights from Augmented-ARDL and Multiple Structural Breaks

How good are different machine and deep learning models in forecasting the future price of metals? Full sample versus sub-sample

Comparative Analysis of LSTM, ARIMA, and Hybrid models for Forecasting Future GDP

The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets

Unveiling Outperformance: A Portfolio Analysis of Top AI-Related Stocks against IT Indices and Robotics ETFs

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