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Using machine learning to analyze the impact of coronavirus pandemic news on the stock markets in GCC countries
(
Elsevier
, 2022 , Article)
COVID-19 has resulted in high volatility in financial markets across the world. The goal of this study is to investigate the impact of COVID-19-related news on the stock markets in Gulf Cooperation Council (GCC) countries. ...
Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
(
Elsevier
, 2022 , Article)
This paper sets out to explore the impact of COVID-19 pandemic on the dynamic connectedness among gold, oil and five leading stock markets by applying a new DCC-GARCH connectedness approach. We find stronger connectedness ...
Modeling and forecasting electricity consumption amid the COVID-19 pandemic: Machine learning vs. nonlinear econometric time series models
(
Elsevier
, 2023 , Article)
Accurately modeling and forecasting electricity consumption remains a challenging task due to the large number of the statistical properties that characterize this time series such as seasonality, trend, sudden changes, ...
Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs
(
Elsevier
, 2022 , Article)
This paper investigates digital financial bubbles amidst the COVID-19 pandemic. Using a sample of 9 DeFi tokens, 3 NFTs, Bitcoin, and Ethereum, we detect several bubbles overlapping the examined cryptoassets. We also uncover ...
Diversification and hedging strategies of green bonds in financial asset portfolios during the COVID-19 pandemic
(
Routledge
, 2023 , Article)
In this paper, we investigate whether investors can reap potential diversification or hedging benefits from holding green bonds in a portfolio containing a conventional financial asset during the COVID-19 pandemic. Using ...