AI Networking Cookbook: Practical recipes for AI-assisted network automation and development
Stock market volatility is of continuing interest to investors, portfolio managers, corporates and policymakers because it directly influences risk assessment, asset pricing and capital allocation decisions. This paper examines the return-generating and volatility process of the Bombay Stock Exchange Sensitive Index (B...
Volatility is a fundamental characteristic of financial markets and plays a crucial role in investment decision-making, portfolio management, and financial risk assessment. Understanding the behaviour of stock market volatility is particularly important for frontier markets such as the Nepal Stock Exchange (NEPSE), whe...
Economic uncertainty and high commodity market volatility demand more accurate pension fund investment risk management. This study aims to measure risk and determine the optimal portfolio of LQ45 mining stocks as an alternative pension fund investment instrument using a hybrid GARCH-EVT-Copula approach. The data used a...
This study examines the effect of investor sentiment, illiquidity, and stock volatility on the returns of non-LQ45 stocks listed on the Indonesia Stock Exchange (IDX) during 2021 to 2025, with firm size as a control variable. Using a purposive sample of 375 non-LQ45 stocks from a population of 958 IDX-listed stocks as...
Price volatility affects income stability, investment decisions, market efficiency, and the reliability of market signals in agricultural value chains. This study examined the persistence of wholesale oil palm price volatility in two major Indian markets, Eluru in Andhra Pradesh and Khammam in Telangana. Monthly wholes...
Forecasting stock returns and analyzing market volatility are important aspects of financial research, as they help investors and financial analysts make informed decisions while managing investment risk. This study examines the return and volatility behaviour of five major sectors of the Indian economy: Banking, FMCG,...
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