SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Neda Todorova · Study

Home/Author

Neda Todorova

17 works· latest 2020· 2 institutionscluster: provisionalORCID 0000-0002-0839-0571

h-index17

i1017

Citations915

Works here17

11

13

14

15

16

17

18

19

20

Most cited in this library

Dynamics of China’s carbon prices in the pilot trading phase2017 · 186 citations
Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach2013 · 87 citations
Financialization and De-Financialization of Commodity Futures: A Quantile Regression Approach2018 · 81 citations
Realized volatility spillovers in the non-ferrous metal futures market2013 · 76 citations
Spillovers and Directional Predictability with a Cross‐Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures2016 · 67 citations

Works

17 shown

On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks

Energy Economics·2020·5 authors·Open access

62citations

Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?

International Journal of Forecasting·2019·2 authors·Open access

31citations

Financialization and De-Financialization of Commodity Futures: A Quantile Regression Approach

International Review of Financial Analysis·2018·3 authors·Open access

81citations

Dynamics of China’s carbon prices in the pilot trading phase

Applied Energy·2017·2 authors·Open access

186citations

The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis

Economic Modelling·2017·1 author

27citations

The asymmetric volatility in the gold market revisited

Economics Letters·2016·1 author

27

citations

Spillovers and Directional Predictability with a Cross‐Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures

Journal of Futures Markets·2016·4 authors

67citations

Forecasting stock volatility using after-hour information: Evidence from the Australian Stock Exchange

Economic Modelling·2015·4 authors

27citations

The course of realized volatility in the LME non-ferrous metal market

Economic Modelling·2015·1 author

29citations

Trading on mean-reversion in energy futures markets

Energy Economics·2015·2 authors

40citations

Information Flow, Trading Activity and Commodity Futures Volatility

Journal of Futures Markets·2015·2 authors·Open access

27citations

Overnight information flow and realized volatility forecasting

Finance research letters·2014·2 authors

46citations

Realized volatility transmission: The role of jumps and leverage effects

Economics Letters·2013·2 authors

31citations

Realized volatility spillovers in the non-ferrous metal futures market

Resources Policy·2013·3 authors·Open access

76citations

Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach

Energy Economics·2013·2 authors

87citations

Acceptance of hospital nurses toward sensor-based medication systems: A questionnaire survey

International Journal of Nursing Studies·2013·3 authors

40citations

A comparative study of range‐based stock return volatility estimators for the German market

Journal of Futures Markets·2011·2 authors

31citations