Bibliografie tematiche / Stocks - Prices - Econometric models

Indice

Articoli di riviste
Tesi
Libri
Capitoli di libri
Atti di convegni

Letteratura scientifica selezionata sul tema "Stocks - Prices - Econometric models"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 30 gennaio 2023

Cita una fonte nei formati APA, MLA, Chicago, Harvard e in molti altri stili

Scegli il tipo di fonte:

Consulta la lista di attuali articoli, libri, tesi, atti di convegni e altre fonti scientifiche attinenti al tema "Stocks - Prices - Econometric models".

Accanto a ogni fonte nell'elenco di riferimenti c'è un pulsante "Aggiungi alla bibliografia". Premilo e genereremo automaticamente la citazione bibliografica dell'opera scelta nello stile citazionale di cui hai bisogno: APA, MLA, Harvard, Chicago, Vancouver ecc.

Puoi anche scaricare il testo completo della pubblicazione scientifica nel formato .pdf e leggere online l'abstract (il sommario) dell'opera se è presente nei metadati.

Articoli di riviste sul tema "Stocks - Prices - Econometric models"

Akbulaev, Nurkhodzha, Basti Aliyeva, and Shehla Rzayeva. "Analysis of the Influence of the Price of Raw Oil and Natural Gas on the Prices of Indices and Shares of the Turkish Stock Exchange." Pénzügyi Szemle = Public Finance Quarterly 66, no. 1 (2021): 151–66. http://dx.doi.org/10.35551/pfq_2021_1_8.

Testo completo

Abstract (sommario):

This article is a review on the impact of prices and their dependence on the cost of oil and natural gas on the world stock markets. The main studies and results achieved in the field of the impact of prices on both the stock index and industrial stocks and the dependence on the level of oil prices are presented. The paper presents an econometric study on the choice of offers on the securities market that allows us to identify the main specifics of changes in prices for the stock index and industrial shares in the daily period from 13. 05. 2012 to 01. 12. 2019. The article uses methods for est

Gli stili APA, Harvard, Vancouver, ISO e altri

Zhu, Rong, Zuo Quan Zhang, Xiao Yue Li, Xuan Wu, and Su Zhang. "The Study on the Plasticity Theoretical Models of the Volatility of Stock Prices." Advanced Materials Research 518-523 (May 2012): 5963–67. http://dx.doi.org/10.4028/www.scientific.net/amr.518-523.5963.

Testo completo

Abstract (sommario):

This paper analyzes the characteristics of the stock price fluctuation compared with elastic-plastic theory in mechanics and introduces the concept of stock equilibrium price, plasticity of stock price analogically. A basic model of the stock plasticity under the relationship between stock price fluctuation and trading volume changes is also built. Tested by 20 kinds of stocks from Shanghai and Shenzhen stock markets in China by using the econometric analysis software Eviews3.0 afterwards, the basic model is improved, and three developed models are built from it. Finally, this paper obtains mo

Gli stili APA, Harvard, Vancouver, ISO e altri

Nautiyal, Neeraj, and P. C. Kavidayal. "Analysis of Institutional Factors Affecting Share Prices: The Case of National Stock Exchange." Global Business Review 19, no. 3 (March 14, 2018): 707–21. http://dx.doi.org/10.1177/0972150917713865.

Testo completo

Abstract (sommario):

This study offers empirical findings on the impact of institutional variables on firm’s stock market price performance. In order to identify the influence of companies financial on NIFTY 50 Index, our sample consists of balanced panel of 30 actively traded companies (that becomes the study’s index representative) over a massive transition period, 1995–2014. Attempts have been made with a wide range of econometric models and estimators, from the relatively straightforward to (static) more complex (dynamic panel analyses) to deal with the relevant econometric issues. Results indicate that increa

Gli stili APA, Harvard, Vancouver, ISO e altri

Shi, Chao, and Xiaosheng Zhuang. "A Study Concerning Soft Computing Approaches for Stock Price Forecasting." Axioms 8, no. 4 (October 18, 2019): 116. http://dx.doi.org/10.3390/axioms8040116.

Testo completo

Abstract (sommario):

Financial time-series are well known for their non-linearity and non-stationarity nature. The application of conventional econometric models in prediction can incur significant errors. The fast advancement of soft computing techniques provides an alternative approach for estimating and forecasting volatile stock prices. Soft computing approaches exploit tolerance for imprecision, uncertainty, and partial truth to progressively and adaptively solve practical problems. In this study, a comprehensive review of latest soft computing tools is given. Then, examples incorporating a series of machine

Gli stili APA, Harvard, Vancouver, ISO e altri

Olena Nikolaieva, Anzhela Petrova, and Rostyslav Lutsenko. "FORECASTING OF THE STOCK RATE OF LEADING WORLD COMPANIES USING ECONOMETRIC METHODS AND DCF ANALYSIS." International Journal of Innovative Technologies in Economy, no. 2(29) (May 31, 2020): 33–41. http://dx.doi.org/10.31435/rsglobal_ijite/31052020/7067.

Testo completo

Abstract (sommario):

In this article, we will cover various models for forecasting the stock price of global companies, namely the DCF model, with well-reasoned financial analysis and the ARIMA model, an integrated model of autoregression − moving average, as an econometric mechanism for point and interval forecasting. The main goal is to compare the obtained forecasting results and evaluate their real accuracy. The article is based on forecasting stock prices of two companies: Coca-Cola HBC AG (CCHGY) and Nestle S.A. (NSRGF). At the moment, it is not determined which approach is better for predicting the stock pr

Gli stili APA, Harvard, Vancouver, ISO e altri

Peñalvo, Francisco José García, Tamanna Maan, Sunil K. Singh, Sudhakar Kumar, Varsha Arya, Kwok Tai Chui, and Gaurav Pratap Singh. "Sustainable Stock Market Prediction Framework Using Machine Learning Models." International Journal of Software Science and Computational Intelligence 14, no. 1 (January 1, 2022): 1–15. http://dx.doi.org/10.4018/ijssci.313593.

Testo completo

Abstract (sommario):

Prediction of stock prices is a challenging task owing to its volatile and constantly fluctuating nature. Stock price prediction has sparked the interest of various investors, data analysists, and researchers because of high returns on their investments. A sustainable framework for stock price prediction is proposed to quantify the factors affecting the stock price and impact of technology on the ever-changing business world. The proposed framework also helps to understand how technology can be used to predict the future price of stocks by using some historical dataset to produce desirable res

Gli stili APA, Harvard, Vancouver, ISO e altri

MISSAOUI, Sahbi, and Nizar RAISSI. "Underpricing Process of IPOs in Tunis Stock Exchange: An Agent-Based Modelling Approach." Accounting and Finance Research 10, no. 2 (April 7, 2021): 1. http://dx.doi.org/10.5430/afr.v10n2p1.

Testo completo

Abstract (sommario):

The fundamental problematic treated in our study was an attempt to explain an anomaly in the issuance of new stocks in IPOs process. The objective of this research is to analyze the effect of certain variables on the level of undervaluation by presenting certain econometric models issued from Agent-based modelling approach. Certain variables can be predictive of the phenomenon of undervaluation such as: the Stock equity distributed to institutional investors, liquidity in the secondary market measured by the price range and the type of investor who can be insiders or outsiders, in addition to

Gli stili APA, Harvard, Vancouver, ISO e altri

Majewski, Sebastian, Waldemar Tarczynski, and Malgorzata Tarczynska-Luniewska. "Measuring investors’ emotions using econometric models of trading volume of stock exchange indexes." Investment Management and Financial Innovations 17, no. 3 (September 30, 2020): 281–91. http://dx.doi.org/10.21511/imfi.17(3).2020.21.

Testo completo

Abstract (sommario):

Traditional finance explains all human activity on the ground of rationality and suggests all decisions are rational because all current information is reflected in the prices of goods. Unfortunately, the development of information technology and a growth of demand for new, attractive possibilities of investment caused the process of searching new, unique signals supporting investment decisions. Such a situation is similar to risk-taking, so it must elicit the emotional reactions of individual traders.The paper aims to verify the question that the market risk may be the determinant of traders’

Gli stili APA, Harvard, Vancouver, ISO e altri

EKSTRÖM, ERIK, and JOHAN TYSK. "OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS." International Journal of Theoretical and Applied Finance 07, no. 07 (November 2004): 901–7. http://dx.doi.org/10.1142/s0219024904002694.

Testo completo

Abstract (sommario):

There are two common methods for pricing European call options on a stock with known dividends. The market practice is to use the Black–Scholes formula with the stock price reduced by the present value of the dividends. An alternative approach is to increase the strike price with the dividends compounded to expiry at the risk-free rate. These methods correspond to different stock price models and thus in general give different option prices. In the present paper we generalize these methods to time- and level-dependent volatilities and to arbitrary contract functions. We show, for convex contra

Gli stili APA, Harvard, Vancouver, ISO e altri

Khoa, Bui Thanh, and Tran Trong Huynh. "Forecasting stock price movement direction by machine learning algorithm." International Journal of Electrical and Computer Engineering (IJECE) 12, no. 6 (December 1, 2022): 6625. http://dx.doi.org/10.11591/ijece.v12i6.pp6625-6634.

Testo completo

Abstract (sommario):

<p><span lang="EN-US">Forecasting stock price movement direction (SPMD) is an essential issue for short-term investors and a hot topic for researchers. It is a real challenge concerning the efficient market hypothesis that historical data would not be helpful in forecasting because it is already reflected in prices. Some commonly-used classical methods are based on statistics and econometric models. However, forecasting becomes more complicated when the variables in the model are all nonstationary, and the relationships between the variables are sometimes very weak or simultaneous.

Gli stili APA, Harvard, Vancouver, ISO e altri

Più fonti

Tesi sul tema "Stocks - Prices - Econometric models"

Oliveira, Lima Jorge Claudio Cavalcante de. "Fractional integration and long memory models of stock price volatility : the evidence of the emerging markets." Thesis, McGill University, 2002. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=38164.

Testo completo

Abstract (sommario):

Following the important work on unit roots and cointegration which started in the mid-1980s, a great deal of econometric works has been devoted to the study of the subtleties and varieties of near nonstationarity and persistence that characterize so many economic and financial time series. In recent years research activity has gained importance with outstanding contributions made on estimation and testing of a wide variety of long memory processes, together with many interesting and imaginative applications over a wide variety of different fields of economics and finance. For these reasons, th

Gli stili APA, Harvard, Vancouver, ISO e altri

Magliolo, Jacques. "The relevance and fairness of the JSE ALTX PRE-IPO share pricing methodologies." Thesis, Nelson Mandela Metropolitan University, 2012. http://hdl.handle.net/10948/d1018652.

Testo completo

Abstract (sommario):

This three year indepth study was prompted after a decade of working as a corporate advisor for numerous stockbroking firms' corporate advisory and listing divisions. An overwhelming lack of discernible pricing methodology for IPOs on the JSE's Main Board and failed Venture Capital and Development Capital Markets was transferred to the new Alternative Exchange (AltX). This prompted lengthly discussions with former head of JSE's AltX Noah Greenhill. Such discussions are set out in this dissertation and relate to pricing methodologies and the lack of guidance or legislation as set out in the JSE

Gli stili APA, Harvard, Vancouver, ISO e altri

Milunovich, George Economics Australian School of Business UNSW. "Modelling and valuing multivariate interdependencies in financial time series." Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/25162.

Testo completo

Abstract (sommario):

This thesis investigates implications of interdependence between stock market prices in the context of several financial applications including: portfolio selection, tests of market efficiency and measuring the extent of integration among national stock markets. In Chapter 2, I note that volatility spillovers (transmissions of risk) have been found in numerous empirical studies but that no one, to my knowledge, has evaluated their effects in the general portfolio framework. I dynamically forecast two multivariate GARCH models, one that accounts for volatility spillovers and one that does not,

Gli stili APA, Harvard, Vancouver, ISO e altri

Yang, Wenling. "M-GARCH Hedge Ratios And Hedging Effectiveness In Australian Futures Markets." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2000. https://ro.ecu.edu.au/theses/1530.

Testo completo

Abstract (sommario):

This study deals with the estimation of the optimal hedge ratios using various econometric models. Most of the recent papers have demonstrated that the conventional ordinary least squares (OLS) method of estimating constant hedge ratios is inappropriate, other more complicated models however seem to produce no more efficient hedge ratios. Using daily AOIs and SPI futures on the Australian market, optimal hedge ratios are calculated from four different models: the OLS regression model, the bivariate vector autoaggressive model (BVAR), the error-correction model (ECM) and the multivariate diagon

Gli stili APA, Harvard, Vancouver, ISO e altri

Fodor, Bryan D. "The effect of macroeconomic variables on the pricing of common stock under trending market conditions." Thesis, Department of Business Administration, University of New Brunswick, 2003. http://hdl.handle.net/1882/49.

Testo completo

Abstract (sommario):

Thesis (MBA) -- University of New Brunswick, Faculty of Administration, 2003.<br>Typescript. Bibliography: leaves 83-84. Also available online through University of New Brunswick, UNB Electronic Theses & Dissertations.

Gli stili APA, Harvard, Vancouver, ISO e altri

Eadie, Edward Norman. "Small resource stock share price behaviour and prediction." Title page, contents and abstract only, 2002. http://web4.library.adelaide.edu.au/theses/09CM/09cme11.pdf.

Testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

King, Daniel Jonathan. "Modelling stock return volatility dynamics in selected African markets." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1006452.

Testo completo

Abstract (sommario):

Stock return volatility has been shown to occasionally exhibit discrete structural shifts. These shifts are particularly evident in the transition from ‘normal’ to crisis periods, and tend to be more pronounced in developing markets. This study aims to establish whether accounting for structural changes in the conditional variance process, through the use of Markov-switching models, improves estimates and forecasts of stock return volatility over those of the more conventional single-state (G)ARCH models, within and across selected African markets for the period 2002-2012. In the univariate po

Gli stili APA, Harvard, Vancouver, ISO e altri

Mnjama, Gladys Susan. "Exchange rate pass-through to domestic prices in Kenya." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002709.

Testo completo

Abstract (sommario):

In 1993, Kenya liberalised its trade policy and allowed the Kenyan Shillings to freely float. This openness has left Kenya's domestic prices vulnerable to the effects of exchange rate fluctuations. One of the objectives of the Central Bank of Kenya is to maintain inflation levels at sustainable levels. Thus it has become necessary to determine the influence that exchange rate changes have on domestic prices given that one of the major determinants of inflation is exchange rate movements. For this reason, this thesis examines the magnitude and speed of exchange rate pass-through (ERPT) to domes

Gli stili APA, Harvard, Vancouver, ISO e altri

Humpe, Andreas. "Macroeconomic variables and the stock market : an empirical comparison of the US and Japan." Thesis, St Andrews, 2008. http://hdl.handle.net/10023/464.

Testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Clayton, Maya. "Econometric forecasting of financial assets using non-linear smooth transition autoregressive models." Thesis, University of St Andrews, 2011. http://hdl.handle.net/10023/1898.

Testo completo

Abstract (sommario):

Following the debate by empirical finance research on the presence of non-linear predictability in stock market returns, this study examines forecasting abilities of nonlinear STAR-type models. A non-linear model methodology is applied to daily returns of FTSE, S&P, DAX and Nikkei indices. The research is then extended to long-horizon forecastability of the four series including monthly returns and a buy-and-sell strategy for a three, six and twelve month holding period using non-linear error-correction framework. The recursive out-of-sample forecast is performed using the present value model

Gli stili APA, Harvard, Vancouver, ISO e altri

Più fonti

Libri sul tema "Stocks - Prices - Econometric models"

Lo, Andrew W. Econometric models of limit-order executions. Cambridge, MA: National Bureau of Economic Research, 1997.

Cerca il testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Kelly, Morgan. Do noise traders influence stock prices? Dublin: University College Dublin, Department of Economics, 1996.

Cerca il testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Campbell, John Y. Inflation illusion and stock prices. Cambridge, MA: National Bureau of Economic Research, 2004.

Cerca il testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Asquith, Paul. Short interest and stock returns. Cambridge, MA: National Bureau of Economic Research, 2004.

Cerca il testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Grinblatt, Mark. What do we really know about the cross-sectional relation between past and expected returns? Cambridge, MA: National Bureau of Economic Research, 2002.

Cerca il testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Majnoni, Giovanni. Share prices and trading volume: Indications of stock exchange efficiency. Roma: Banca d'Italia, 1996.

Cerca il testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Guidolin, Massimo. Size and value anomalies under regime shifts. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2005.

Cerca il testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Weil, Philippe. On the possibility of price decreasing bubbles. Cambridge, MA: National Bureau of Economic Research, 1989.

Cerca il testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Grinblatt, Mark. The disposition effect and momentum. Cambridge, MA: National Bureau of Economic Research, 2002.

Cerca il testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Ghysels, Eric. There is a risk-return tradeoff after all. Cambridge, MA: National Bureau of Economic Research, 2004.

Cerca il testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Più fonti

Capitoli di libri sul tema "Stocks - Prices - Econometric models"

Lowry, Mark Newton. "Futures prices and hidden stocks of refined oil products." In International Commodity Market Models, 263–73. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_14.

Testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Rakpho, Pichayakone, Woraphon Yamaka, and Songsak Sriboonchitta. "Markov Switching Quantile Model Unknown tau Energy Stocks Price Index Thailand." In Structural Changes and their Econometric Modeling, 488–96. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-04263-9_38.

Testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Thongon, Arjaree, Songsak Sriboonchitta, and Yongyut Laosiritaworn. "Effect of Markets Temperature on Stock-Price: Monte Carlo Simulation on Spin Model." In Modeling Dependence in Econometrics, 445–53. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-03395-2_28.

Testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Tran, Hien D., Son P. Nguyen, Hoa T. Le, and Uyen H. Pham. "An Alternative to p-Values in Hypothesis Testing with Applications in Model Selection of Stock Price Data." In Robustness in Econometrics, 305–19. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-50742-2_18.

Testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Huy, Dinh Tran Ngoc, Vo Kim Nhan, Nguyen Thi Ngoc Bich, Nguyen Thi Phuong Hong, Nham Thanh Chung, and Pham Quang Huy. "Impacts of Internal and External Macroeconomic Factors on Firm Stock Price in an Expansion Econometric model—A Case in Vietnam Real Estate Industry." In Data Science for Financial Econometrics, 189–205. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-48853-6_14.

Testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Mokhtarzadeh, Fatemeh. "A global vector autoregression model for softwood lumber trade." In International trade in forest products: lumber trade disputes, models and examples, 174–93. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0008.

Testo completo

Abstract (sommario):

Abstract A novel econometric approach is developed in this chapter, namely, the Global Vector Autoregressive (GVAR) model. It provides a comprehensive framework for analyzing the country-level impacts of various domestic, foreign, and/or global shocks on softwood lumber trade. The GVAR approach is applied to Canada-U.S. trade in softwood lumber and used to analyze the effect of external shocks on Canadian lumber prices. Findings indicate that Canada's export prices are positively correlated to U.S. housing starts and real GDP. Further, using impulse response functions, it is used to examine the effects on regional lumber export prices in Canada of: (1) a change in U.S. housing starts; (2) a reduction in U.S. GDP by one standard deviation; (3) a COVID-19 induced decline in U.S. GDP (of three standard deviations); (4) an increase in global oil prices; and, in the Appendix, (5) an increase in the long-term interest rate. Price impacts vary a great deal by Canadian region depending on the type of shock, with the propagation mechanism in Alberta significantly different from that in other regions. For example, with an oil price shock and because Alberta is a major exporter of oil, the lumber export price remains high even as the shock dissipates over time.

Gli stili APA, Harvard, Vancouver, ISO e altri

Testo completo

Abstract (sommario):

Gli stili APA, Harvard, Vancouver, ISO e altri

Kileber, Solange, Javier Toro, Matias Rebello Cardomingo, Luciano José da Silva, Marcio Issao Nakane, and Virginia Parente. "Determinants of Carbon Emission Prices." In Handbook of Research on Energy and Environmental Finance 4.0, 354–76. IGI Global, 2022. http://dx.doi.org/10.4018/978-1-7998-8210-7.ch014.

Testo completo

Abstract (sommario):

Carbon emission allowances are considered an important policy instrument to prevent an undesirable increase in the Earth's temperature caused by the excess of greenhouse gases in the atmosphere. Most of the existing literature modeled the behavior of allowance prices before the implementation of regulatory measures such as the market stability reserve mechanism. In this chapter, the main determinants of the carbon emissions allowance prices in the European Union are examined, applying econometric models—ARCH and GARCH—that take into consideration the allowances supply in the future market, the energy prices, the stock indices, and the regulatory measures. The results depicted that the most relevant variables affecting the allowance prices were the regulatory measures that mainly restrict the number of allowances available. Understanding the dynamics of the variables that impact these prices can help policymakers to address the oversupply of allowances by sending correct price signals to the market participants.

Gli stili APA, Harvard, Vancouver, ISO e altri

Jawad, Muhammad, and Munazza Naz. "An Econometric Investigation of Market Volatility and Efficiency: A Study of Small Cap’s Stock Indices." In Linear and Non-Linear Financial Econometrics -Theory and Practice [Working Title]. IntechOpen, 2020. http://dx.doi.org/10.5772/intechopen.94119.

Testo completo

Abstract (sommario):

By utilization the context of econometric models, this chapter investigates three significant research parameters and tries to find out the positive outcome for further studies. The first question, is the volatility of Small Cap foreseeable?. The second question, does the volatility of Small Cap exhibition the same pragmatic regularities stated in the literature about the behavior of further stock prices?, The third and Final question, can Small Cap clear the test of market efficiency?. The results of these research questions will provide the answers of following objectives: First, economic representatives investing in Small Cap Stock markets. Second, the business professors/professionals/educationist is more concerned in Small Cap for their teaching and research. Third, the policy makers who are observing the stock market volatilities because of its significances and impulsive behavior to invest for more incentives among other consequences.

Gli stili APA, Harvard, Vancouver, ISO e altri

Oluseun Olayungbo, David. "Volatility Effects of the Global Oil Price on Stock Price in Nigeria: Evidence from Linear and Non-Linear GARCH." In Linear and Non-Linear Financial Econometrics -Theory and Practice. IntechOpen, 2021. http://dx.doi.org/10.5772/intechopen.93497.

Testo completo

Abstract (sommario):

This present study examines the volatility effects of the oil price on the stock price returns in Nigeria from the period of 2000M(12) to 2020M(4) on a monthly data using both standard GARCH and non-linear GARCH models. The motivation for the present study is the recent fall in the global oil price of Brent Crude to US$15.25 per barrel due to the outbreak of the Corona Virus (COVID-19). Consequentially, the Nigerian stock market (NSE) responded with a fall of 4172 point or by a fall of 15.53%. After establishing the presence of heteroscedasticity through the ARCH test and volatility clustering through the returns, the outcome of the study contributes to knowledge by providing financial information and signals to investors about the best GARCH model response to proactively and successfully use to model global oil price shocks so as to reduce financial risk in Nigeria’s stock market.

Gli stili APA, Harvard, Vancouver, ISO e altri

Atti di convegni sul tema "Stocks - Prices - Econometric models"

Кудрявцев, Олег, Oleg Kudryavtsev, Кирилл Мозолев, Kirill Mozolev, Артур Чивчян, Arthur Chivchyan, Хейрулла Мамедзаде, and Kheyrulla Mamedzade. "THE ECONOMETRIC ANALYSIS OF THE DYNAMICS OF ETHEREUM IN THE SHORT-TERM PERIOD." In Mathematics in Economics. AUS PUBLISHERS, 2018. http://dx.doi.org/10.26526/conferencearticle_5c24b1d2cf9e41.19868561.

Testo completo

Abstract (sommario):

The article presents an econometric analysis of the effect of stock indicators, such as Comex Gold futures, Dow Jones Industrial Average index and NASDAQ Composite, on the Ethereum cryptocurrency dynamics in the 100-day period. As part of the study, an econometric model of the dynamics of e-currency was built. The survey results show that when the Comex gold futures price changes by 1% on average, the Ethereum price changes by 5.01% in the same direction, when the Dow Jones Industrial Average index changes by 1%, the Ethereum price is 10.897%, and when the NASDAQ Composite index changes, the E

Gli stili APA, Harvard, Vancouver, ISO e altri

Chatterjee, Ananda, Hrisav Bhowmick, and Jaydip Sen. "Stock Price Prediction Using Time Series, Econometric, Machine Learning, and Deep Learning Models." In 2021 IEEE Mysore Sub Section International Conference (MysuruCon). IEEE, 2021. http://dx.doi.org/10.1109/mysurucon52639.2021.9641610.

Testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Reiter, Doris F., and Michael J. Economides. "Prediction of Short-term Natural Gas Prices Using Econometric and Neural Network Models." In SPE Hydrocarbon Economics and Evaluation Symposium. Society of Petroleum Engineers, 1999. http://dx.doi.org/10.2118/52960-ms.

Testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Gui, Jiyuan, and Xiaoyun Wu. "Forecasting the stock price of vaccine manufacturers in China using machine learning and econometrics model." In International Conference on Cyber Security, Artificial Intelligence, and Digital Economy (CSAIDE 2022), edited by Yuanchang Zhong. SPIE, 2022. http://dx.doi.org/10.1117/12.2647506.

Testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Mohammed, Salahadin. "The Validity of Using Technical Indicators When forecasting Stock Prices Using Deep Learning Models: Empirical Evidence Using Saudi Stocks." In 2022 14th International Conference on Computational Intelligence and Communication Networks (CICN). IEEE, 2022. http://dx.doi.org/10.1109/cicn56167.2022.10008298.

Testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Xie, Xiaoxia. "Research on the explanation power of accounting information of annual report of listed companies of stock price—Based on econometric model concept of empirical accounting theory." In 2011 International Conference on Business Management and Electronic Information (BMEI). IEEE, 2011. http://dx.doi.org/10.1109/icbmei.2011.5920522.

Testo completo

Gli stili APA, Harvard, Vancouver, ISO e altri

Hacıoğlu Deniz, Müjgan, and Kutluk Kağan Sümer. "The Effects of Oil Price Volatility on Foreign Trade Revenue and National Income: A Comparative Analysis on Selected Eurasian Economies." In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01362.

Testo completo

Abstract (sommario):

The aim of this study is to identify the effects of the volatility of oil prices and exchange rates on foreign trade revenue of a few selected Eurasian Economies. These countries are oil and natural gas exporting countries and getting most of their trade revenue from exporting these commodities. The effects of sharply falling oil prices since June 2014 and depreciating exchange rates on these countries’ external trade were analyzed by using alternative econometric models. The sample of this analysis covered the period from June 2014 when oil prices has started falling sharply – till June 2015

Gli stili APA, Harvard, Vancouver, ISO e altri

Bai, Muqing, and Yu Sun. "An Intelligent and Social-Oriented Sentiment Analytical Model for Stock Market Prediction using Machine Learning and Big Data Analysis." In 8th International Conference on Artificial Intelligence and Applications (AI 2022). Academy and Industry Research Collaboration Center (AIRCC), 2022. http://dx.doi.org/10.5121/csit.2022.121819.

Testo completo

Abstract (sommario):

In an era of machine learning, many fields outside of computer science have implemented machine learning as a tool [5]. In the financial world, a variety of machine learning models are used to predict the future prices of a stock in order to optimize profit. This paper preposes a stock prediction algorithm that focuses on the correlation between the price of a stock and its public sentiments shown on social media [6].We trained different machine learning algorithms to find the best model at predicting stock prices given its sentiment. And for the public to access this model, a web-based server

Gli stili APA, Harvard, Vancouver, ISO e altri

Takara, Lucas de Azevedo, Viviana Cocco Mariani, and Leandro dos Santos Coelho. "Autoencoder Neural Network Approaches for Anomaly Detection in IBOVESPA Stock Market Index." In Congresso Brasileiro de Inteligência Computacional. SBIC, 2021. http://dx.doi.org/10.21528/cbic2021-37.

Testo completo

Abstract (sommario):

Anomalies are patterns in data that do not conform to a well-defined notion of normal behavior. Anomaly detection has been applied to many problems such as bank fraud, fault detection, noise reduction, among many others. Some approaches to detect anomalies include classical statistical econometric methods such as AutoRegressive Moving Average (ARMA) and AutoRegressive Integrated Moving Average (ARIMA) approaches. More recently, with the progress of artificial intelligence and more specifically, machine learning, new algorithms such as one-class support vector machines, isolation forest, gradie

Gli stili APA, Harvard, Vancouver, ISO e altri

Mohite, S. D. D. "Downstream Refining and Petrochemicals Challenges - Future Configuration." In SPE Energy Resources Conference. SPE, 2014. http://dx.doi.org/10.2118/spe-169979-ms.

Testo completo

Abstract (sommario):

Abstract Precise predictions and solutions for tomorrow's needs are the key to building a growing, sustainable business. This requires a mixture of vision, strategic risk taking business model and investment in new technology. Refining trends forecast is useful for predicting possible landscape, where in challenge would be to meet twice the energy levels from today with half the CO2 emissions by 2030. Increasing and diversification of world's energy supplies to support the population of over 8 billion then would be a mammoth task, given that the triangle of energy, food and water will be cruci

Gli stili APA, Harvard, Vancouver, ISO e altri

Offriamo sconti su tutti i piani premium per gli autori le cui opere sono incluse in raccolte letterarie tematiche. Contattaci per ottenere un codice promozionale unico!