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Articles (14)

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1-10 of 14 results for MGARCH

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Select article: The Dependence and Risk Spillover Between Energy Market and BRICS Stock Markets: A Copula-MGARCH Model Approach

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Research article

First published 2025-8

The Dependence and Risk Spillover Between Energy Market and BRICS Stock Markets: A Copula-MGARCH Model Approach

Tarek Sadraoui, Rym Regaieg, Sabrine Abdelghani [...]

Global Business Review

Select article: The Effect of Spillover on Volatility Forecasting: An Empirical Study in Indian Stock Market

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Research article

First published 2016-6

The Effect of Spillover on Volatility Forecasting: An Empirical Study in Indian Stock Market

Madhusudan Karmakar, Girja Kant Shukla

Metamorphosis: A Journal of Management Research

Select article: Hedging Efficiency of Indian Commodity Futures

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Research article

First published 2017-6

Hedging Efficiency of Indian Commodity Futures

Shashi Gupta, Himanshu Choudhary, D.R. Agarwal

Paradigm: A Management Research Journal

Select article: Better to Give than to Receive: A Study of BRICS Countries Stock Markets

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Research article

First published 2023-6

Better to Give than to Receive: A Study of BRICS Countries Stock Markets

Pradiptarathi Panda, Wasim Ahmad, M. Thiripalraju

Journal of Emerging Market Finance

Select article: Energy and Agricultural Commodity Markets Interaction: An Analysis of Crude Oil,Natural Gas,Corn,Soybean,and Ethanol Prices

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Research article

First published 2019-03

Energy and Agricultural Commodity Markets Interaction: An Analysis of Crude Oil,Natural Gas,Corn,Soybean,and Ethanol Prices

Song-Zan Chiou-Wei, Sheng-Hung Chen, Zhen Zhu

The Energy Journal

Select article: Market Integration and Wind Generation: An Empirical Analysis of the Impact of Wind Generation on Cross-border Power Prices

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Research article

First published 2018-05

Market Integration and Wind Generation: An Empirical Analysis of the Impact of Wind Generation on Cross-border Power Prices

Sebastien Annan-Phan, Fabien A. Roques

The Energy Journal

Select article: Dynamic Impacts of Economic Policy Uncertainty on Australian Stock Market: An Intercontinental Evidence

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Research article

First published 2022-3

Dynamic Impacts of Economic Policy Uncertainty on Australian Stock Market: An Intercontinental Evidence

Ranajit Kumar Bairagi

Journal of Emerging Market Finance

Select article: Volatility Spillover Between Indian and MINT Stock Exchanges: Portfolio Diversification Implication

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Research article

First published 2019-12

Volatility Spillover Between Indian and MINT Stock Exchanges: Portfolio Diversification Implication

Miklesh Prasad Yadav, Asheesh Pandey

The Indian Economic Journal

Select article: Portfolio Diversification Opportunities between Europe and India do Exist

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Research article

First published 2024

Portfolio Diversification Opportunities between Europe and India do Exist

Arup Bramha Mohapatra, Venkateswara Rao Bhanotu

The Indian Economic Journal

Select article: Carbon Emissions Pricing: Linkages Between EU ETS Spot and Future Prices and Completeness of EU ETS Market

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Research article

First published 2024-12

Carbon Emissions Pricing: Linkages Between EU ETS Spot and Future Prices and Completeness of EU ETS Market

Saikat Mondal, Rudra P. Pradhan, Vinodh Madhavan [...]

Journal of Emerging Market Finance

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