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Jelena Radojicic,Ognjen Radovic
Pág. 053 - 069
This paper examines the market efficiency of the most significant cryptocurrencies, Bitcoin and Ethereum. In the paper, we use several different tests to check the normality of return distribution, long-run correlation and heteroscedasticity of retu...
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Kamal P. Upadhyaya, Raja Nag and Franklin G. Mixon, Jr.
India is among the largest and fastest-growing economies in the world. To continue its growth, energy is and will continue to be one of its most important considerations. With a population of over one billion, India is the third largest consumer of petro...
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Sofia Karagiannopoulou, Konstantina Ragazou, Ioannis Passas, Alexandros Garefalakis and Nikolaos Sariannidis
This study aimed to investigate the interactions between Bitcoin to euro, gold, and STOXX50 during the period of COVID-19. First, a bibliometric analysis based on the R package was applied to highlight the research trends in the field during the period o...
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Yuruixian Zhang, Wei Chong Choo, Jen Sim Ho and Cheong Kin Wan
Tourism forecasting has garnered considerable interest. However, integrating tourism forecasting with volatility is significantly less typical. This study investigates the performance of both the single models and their combinations for forecasting the v...
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Anh Thi Kim Nguyen, Loc Dong Truong and H. Swint Friday
This study employs OLS, GARCH and EGARCH regression models to test the expiration-day effects of index stock futures on market returns, volatility and trading volume for the Ho Chi Minh Stock Exchange (HOSE). Data used in this study is from a daily retur...
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Emmanuel Senyo Fianu
Because of the non-linearity inherent in energy commodity prices, traditional mono-scale smoothing methodologies cannot accommodate their unique properties. From this viewpoint, we propose an extended mode decomposition method useful for the time-frequen...
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Dominik Metelski and Janusz Sobieraj
Decentralized finance (DeFi) protocols use blockchain-based tools to mimic banking, investment and trading solutions and provide a viable framework that creates incentives and conditions for the development of an alternative financial services market. In...
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Qi Qian, Liang Shu, Yuxiang Leng and Zhizhou Bao
In order to improve the downlink communication performance of the traditional LoRa wide area network (LoRaWAN), a LoRaWAN downlink routing control strategy based on the software defined networks (SDN) framework and the improved auto-regressive integrated...
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Simon Grima, Letife Özdemir, Ercan Özen and Inna Romanova
With this study, we aimed to determine (1) the effect of the daily new cases and deaths due to the COVID-19 pandemic in the United States on the CBOE volatility index (VIX index) and (2) the effect of the VIX index on the major stock markets during the e...
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Bimo Wikantiyoso,Benedicta Prihatin Dwi Riyanti,Angela Oktavia Suryani
Pág. 1 - 13
VUCA is about a hyper-competitive and unpredictable environment. It stands for volatility, uncertainty, complexity, and ambiguity. Personal attributes are necessary to navigate the VUCA environment. Studies in entrepreneurship show that narratives help p...
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