SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network
16 references·0 citing·48 second hop
Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network (2023)Analyzing the influence of geopolitical r…The impact of geopolitical risk on the behavior of oil prices and freight rates (2023)The impact of geopolitical ri…Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskGeopolitical risk trends and crude oil price predictability (2022)Geopolitical risk trends and …Geopolitical risk and renewable energy asset prices: Implications for sustainable development (2022)Geopolitical risk and renewab…Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data (2022)Does geopolitical risk matter…Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict (2022)Causality of geopolitical ris…Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions (2022)Asymmetric effects of geopoli…Monthly crude oil spot price forecasting using variational mode decomposition (2019)Monthly crude oil spot price …Geopolitical risk and oil volatility: A new insight (2019)Geopolitical risk and oil vol…A variational mode decompoisition approach for analysis and forecasting of economic and financial time series (2016)A variational mode decompoisi…Political Risk Spreads (2014)Political Risk SpreadsARIMA forecasting of primary energy demand by fuel in Turkey (2006)ARIMA forecasting of primary …Theory and applications of long-range dependence (2003)Theory and applications of lo…A Test for Independence Based on the Correlation Dimension (2001)A Test for Independence Based…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)THE ESTIMATION AND APPLICATIO…Fractional Brownian Motions, Fractional Noises and Applications (1968)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Fractional Differencing (1981)The distribution of realized stock return volatility (2001)Modeling and Forecasting Realized Volatility (2003)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Book Review: Time Series Analysis: Forecasting and Control (1977)Energy consumption and GDP: causality relationship in G-7 countries and emerging markets (2002)Time series forecasting using a hybrid ARIMA and neural network model (2003)A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)Modeling and forecasting of Turkey’s energy consumption using socio-economic and demographic variables (2010)Improving forecasting accuracy of time series data using a new ARIMA-ANN hybrid method and empirical mode decomposition (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Two new Later Stone Age sites from the Final Pleistocene in the Falémé Valley, eastern Senegal (2024)A new approach for crude oil price analysis based on Empirical Mode Decomposition (2007)Hybrid Variational Mode Decomposition and evolutionary robust kernel extreme learning machine for stock price and movement prediction on daily basis (2018)A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network (2020)A new financial data forecasting model using genetic algorithm and long short-term memory network (2020)How does foreign direct investment affect economic growth? (1998)The theory and practice of corporate finance: evidence from the field (2001)Uncovering the complex relationships between political risk and MNE firm legitimacy: Insights from Libya (2015)Funding Financial Inclusion: Institutional Logics and the Contextual Contingency of Funding for Microfinance Organizations (2016)Flights to Safety (2019)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Measuring Economic Policy Uncertainty* (2016)Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions (2020)Geopolitical risk and crude oil security: A Chinese perspective (2020)Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective (2022)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Russia–Ukraine crisis: The effects on the European stock market (2022)Advancing green finance: a review of sustainable development (2023)The impact of the Russian-Ukrainian war on global financial markets (2023)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets (2022)Global geopolitical risk and inflation spillovers across European and North American economies (2023)Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict (2023)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)Chapter 49 Arch models (1994)The econometrics of financial markets (1996)Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models (2006)Bootstrap for Empirical Multifractal Analysis (2007)Interaction-dominant dynamics in human cognition: Beyond 1/ƒα fluctuation. (2010)
this work references cited by second hop

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2022Measuring Geopolitical Risk3,788 cited
  • 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
  • 2003Theory and applications of long-range dependence989 cited
  • 2006ARIMA forecasting of primary energy demand by fuel in Turkey626 cited
  • 2019Geopolitical risk and oil volatility: A new insight302 cited
  • 2014Political Risk Spreads284 cited
  • 2016A variational mode decompoisition approach for analysis and forecasting of economic and financial time series214 cited
  • 2022Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict180 cited
  • 2001A Test for Independence Based on the Correlation Dimension175 cited
  • 2022Geopolitical risk and renewable energy asset prices: Implications for sustainable development150 cited
  • 2022Geopolitical risk trends and crude oil price predictability144 cited
  • 2022Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions113 cited
  • 2022Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data110 cited
  • 2019Monthly crude oil spot price forecasting using variational mode decomposition

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

107 cited
  • 2023The impact of geopolitical risk on the behavior of oil prices and freight rates96 cited
  • Cited by

    No citing works inside the corpus for this window.