These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

125 related articles for article (PubMed ID: 38814559)

  • 1. Employment of the DCC-GARCH Copula Model to explore a link between robotics and artificial intelligence and green crypto investments.
    Ha LT
    Environ Sci Pollut Res Int; 2024 May; ():. PubMed ID: 38814559
    [TBL] [Abstract][Full Text] [Related]  

  • 2. Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels.
    Umar Z; Choi SY; Teplova T; Sokolova T
    PLoS One; 2023; 18(8):e0288377. PubMed ID: 37535520
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Comparative investment analysis between crypto and conventional financial assets amid heightened geopolitical risk.
    Ullah M; Sohag K; Haddad H
    Heliyon; 2024 May; 10(9):e30558. PubMed ID: 38765153
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Asymmetric and time-frequency co-movements among innovation-themed investments and carbon emission efficiency: Thematic investing and hedging opportunities.
    Huo C; Ferreira P; Ul Haq I
    PLoS One; 2024; 19(2):e0293929. PubMed ID: 38422076
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic.
    Yousaf I; Ali S
    Financ Innov; 2020; 6(1):45. PubMed ID: 35024267
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Dynamic risk connectedness of crude oil price and sustainable investment in the United States: evidence from DCC-GARCH.
    Olasehinde-Williams G; Özkan O; Akadiri SS
    Environ Sci Pollut Res Int; 2023 Sep; 30(41):94976-94987. PubMed ID: 37542692
    [TBL] [Abstract][Full Text] [Related]  

  • 7. The dynamics of volatility spillovers between oil prices and stock market returns at the sector level and hedging strategies: evidence from Pakistan.
    Habiba UE; Zhang W
    Environ Sci Pollut Res Int; 2020 Aug; 27(24):30706-30715. PubMed ID: 32472504
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Hedging strategies among financial markets: the case of green and brown assets.
    Raheem ID; Akinkugbe O; Yusuf AH; Asl MG
    Empir Econ; 2023 Jan; ():1-43. PubMed ID: 36713054
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Risk Connectedness Between Green and Conventional Assets with Portfolio Implications.
    Naeem MA; Karim S; Tiwari AK
    Comput Econ; 2022 Aug; ():1-29. PubMed ID: 35966025
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach.
    Ourir A; Bouri E; Essaadi E
    Comput Econ; 2023; 61(1):197-231. PubMed ID: 34629754
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold.
    Liu X; Shehzad K; Kocak E; Zaman U
    Resour Policy; 2022 Dec; 79():102985. PubMed ID: 36091721
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Short-term effect of COVID-19 pandemic on cryptocurrency markets: A DCC-GARCH model analysis.
    Ben-Ahmed K; Theiri S; Kasraoui N
    Heliyon; 2023 Aug; 9(8):e18847. PubMed ID: 37636353
    [TBL] [Abstract][Full Text] [Related]  

  • 13. A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting.
    Zhang YJ; Zhang H; Gupta R
    Financ Innov; 2023; 9(1):75. PubMed ID: 37063169
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Impact of the COVID-19 pandemic on return and risk transmission between oil and precious metals: Evidence from DCC-GARCH model.
    Yıldırım DÇ; Esen Ö; Ertuğrul HM
    Resour Policy; 2022 Dec; 79():102939. PubMed ID: 35996599
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Estimating the volatility of cryptocurrencies during bearish markets by employing GARCH models.
    Kyriazis ΝA; Daskalou K; Arampatzis M; Prassa P; Papaioannou E
    Heliyon; 2019 Aug; 5(8):e02239. PubMed ID: 31453399
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis.
    Özdemir O
    Financ Innov; 2022; 8(1):12. PubMed ID: 35132369
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Modeling risk dependence and portfolio VaR forecast through vine copula for cryptocurrencies.
    Syuhada K; Hakim A
    PLoS One; 2020; 15(12):e0242102. PubMed ID: 33362227
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model.
    Tang J; Zhou C; Yuan X; Sriboonchitta S
    ScientificWorldJournal; 2015; 2015():125958. PubMed ID: 26351652
    [TBL] [Abstract][Full Text] [Related]  

  • 19. The impacts of global economic policy uncertainty on green bond returns: A systematic literature review.
    Gyamerah SA; Asare C
    Heliyon; 2024 Feb; 10(3):e25076. PubMed ID: 38317905
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies.
    Cheng J
    Empir Econ; 2023 Jan; ():1-26. PubMed ID: 36684815
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 7.