Concept: Market Dynamics and Volatility
Impact of global events on UAE financial markets: an event study using STL decomposition
How major crises affect UAE companies differently based on their characteristics
Causal and time-frequency spillovers from the Southern Oscillation index to grain futures: Evidence from CBOT Corn and Soybean futures and SAFEX Maize
Climate patterns predict grain price volatility across different time horizons
Reference Points and Regret Aversion in Industry: The Predictive Power of Market Capitalization-Based Regret Variables
Market size and trading activity reveal hidden patterns in stock price movements
Time-varying Scalar Component VARMA: A State-space Solution to Structural Instability in Macroeconomic Forecasting
Forecasting Nigeria's economy when relationships shift with oil prices and policy changes
Multilingual X / Twitter Sentiment Analysis of Geopolitical Risk Using Granger Causality Focusing on the Ukraine War and Financial Markets
How global social media sentiment on the Ukraine War predicted shifts in financial markets
