BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

198 related articles for article (PubMed ID: 34725530)

  • 21. Macro factors and the realized volatility of commodities: A dynamic network analysis.
    Hu M; Zhang D; Ji Q; Wei L
    Resour Policy; 2020 Oct; 68():101813. PubMed ID: 34173417
    [TBL] [Abstract][Full Text] [Related]  

  • 22. Contagion and portfolio management in times of COVID-19.
    Belhassine O; Karamti C
    Econ Anal Policy; 2021 Dec; 72():73-86. PubMed ID: 34518721
    [TBL] [Abstract][Full Text] [Related]  

  • 23. Dynamic spillover between crude oil, gold, and Chinese stock market sectors -analysis of spillovers during financial crisis data during the last two decades.
    Wu Y; Mai C
    Heliyon; 2024 May; 10(9):e30219. PubMed ID: 38756561
    [TBL] [Abstract][Full Text] [Related]  

  • 24. Dependences and risk spillover effects between Bitcoin, crude oil and other traditional financial markets during the COVID-19 outbreak.
    Zha R; Yu L; Su Y; Yin H
    Environ Sci Pollut Res Int; 2023 Mar; 30(14):40737-40751. PubMed ID: 36622587
    [TBL] [Abstract][Full Text] [Related]  

  • 25. High frequency volatility spillover between oil and non-energy commodities during crisis and tranquil periods.
    Marobhe MI; Kansheba JMP
    SN Bus Econ; 2023; 3(4):91. PubMed ID: 37007434
    [TBL] [Abstract][Full Text] [Related]  

  • 26. COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies.
    Mokni K; Youssef M; Ajmi AN
    Res Int Bus Finance; 2022 Apr; 60():101573. PubMed ID: 35035021
    [TBL] [Abstract][Full Text] [Related]  

  • 27. Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak.
    Song Y; Bouri E; Ghosh S; Kanjilal K
    Resour Policy; 2021 Dec; 74():102379. PubMed ID: 34629683
    [TBL] [Abstract][Full Text] [Related]  

  • 28. Fresh evidence on connectedness between prominent markets during COVID-19 pandemic.
    Younis I; Hkiri B; Shah WU; Qureshi F; Ilyas M; Longsheng C
    Environ Sci Pollut Res Int; 2023 Feb; 30(9):22430-22457. PubMed ID: 36287363
    [TBL] [Abstract][Full Text] [Related]  

  • 29. Intraday return predictability: Evidence from commodity ETFs and their related volatility indices.
    Xu Y; Bouri E; Saeed T; Wen Z
    Resour Policy; 2020 Dec; 69():101830. PubMed ID: 34173420
    [TBL] [Abstract][Full Text] [Related]  

  • 30. Sugar Futures as an Investment Alternative During Market Turmoil: Case Study of 2008 and 2020 Market Drop.
    Babirath J; Malec K; Schmitl R; Sahatqija J; Maitah M; Kotásková SK; Maitah K
    Sugar Tech; 2021; 23(2):296-307. PubMed ID: 33100737
    [TBL] [Abstract][Full Text] [Related]  

  • 31. Storm after the Gloomy days: Influences of COVID-19 pandemic on volatility of the energy market.
    Ha LT
    Resour Policy; 2022 Dec; 79():102921. PubMed ID: 36092850
    [TBL] [Abstract][Full Text] [Related]  

  • 32. Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach.
    Huang J; Chen B; Xu Y; Xia X
    Financ Res Lett; 2023 May; 53():103634. PubMed ID: 36643778
    [TBL] [Abstract][Full Text] [Related]  

  • 33. COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations.
    Salisu AA; Obiora K
    Financ Innov; 2021; 7(1):34. PubMed ID: 35024280
    [TBL] [Abstract][Full Text] [Related]  

  • 34. Volatility forecasting of crude oil futures based on a genetic algorithm regularization online extreme learning machine with a forgetting factor: The role of news during the COVID-19 pandemic.
    Weng F; Zhang H; Yang C
    Resour Policy; 2021 Oct; 73():102148. PubMed ID: 34539033
    [TBL] [Abstract][Full Text] [Related]  

  • 35. Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold.
    Chkili W; Ben Rejeb A; Arfaoui M
    Resour Policy; 2021 Dec; 74():102407. PubMed ID: 34658486
    [TBL] [Abstract][Full Text] [Related]  

  • 36. The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China.
    Niu Z; Liu Y; Gao W; Zhang H
    Resour Policy; 2021 Oct; 73():102173. PubMed ID: 36567728
    [TBL] [Abstract][Full Text] [Related]  

  • 37. Re-examining the leverage effect and gold's safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach.
    Panagiotou D
    SN Bus Econ; 2021; 1(7):93. PubMed ID: 34778835
    [TBL] [Abstract][Full Text] [Related]  

  • 38. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques.
    Adekoya OB; Oliyide JA
    Resour Policy; 2021 Mar; 70():101898. PubMed ID: 34173426
    [TBL] [Abstract][Full Text] [Related]  

  • 39. Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US.
    Li X; Li B; Wei G; Bai L; Wei Y; Liang C
    Resour Policy; 2021 Oct; 73():102166. PubMed ID: 34539034
    [TBL] [Abstract][Full Text] [Related]  

  • 40. The impact of COVID-19 on commodity options market: Evidence from China.
    Chen J; Xu L; Xu H
    Econ Model; 2022 Nov; 116():105998. PubMed ID: 36032989
    [TBL] [Abstract][Full Text] [Related]  

    [Previous]   [Next]    [New Search]
    of 10.