The impact of geopolitical risks on foreign exchange markets: Evidence from the Russia–Ukraine war
We examine the relationship between geopolitical risks and foreign exchange markets using the
The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility
This research represents the first empirical evidence highlighting the significant role of climate policy uncertainty in predicting the green, clean, and sustainable financial markets volatility.
Uncertainty, stocks and commodity prices during the Ukraine-Russia war
This article mainly investigates whether the war in Ukraine-Russia induces uncertainties and how this affects the returns of world stock market indices and commodity prices.
Climate uncertainty effects on bitcoin ecological footprint through cryptocurrency environmental attention
In this study, we investigate the dynamic relationship between physical climate risks and Bitcoin's energy consumption and carbon footprint, focusing on cryptocurrency environmental performance.
Cyber-attacks and banking intermediation
Using data from 2144 U.S. banks over the period from 2011 to 2019, this article aims to analyze banks' responses to cyber-attacks. Our results highlight that cyber-attacks affect banking intermediation through a reduction in deposit collection, and credit supply.
La Bête du Gévaudan : un mystère français éclairé par les statistiques
Entre 1764 et 1767, le Gévaudan focalise l'attention du Royaume de France. Pendant trois ans, une bête sévit dans cette région reculée, laissant derrière elle de nombreuses victimes.
Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets
The objective of this study is to create optimal two-asset portfolios consisting of stocks from Western Europe, the United States, and the BRICS (Brazil, China, India, Russia, and South Africa), as well as sixteen commodity types during the BREXIT period.
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model
This study investigates the potential benefits of using the Conditional Value at Risk (CVaR) portfolio optimization
approach with a GARCH model, Extreme Value Theory (EVT), and Vine Copula to obtain the optimal allocation