Features of Financial Returns Modelling Price Volatility Forecasting Standard Deviations The Accuracy of Autocorrelation Estimates Testing the Random Walk Hypothesis Forecasting Trends in Prices Evidence Against the Efficiency of Futures Markets Valuing Options Appendix: A Computer Program for Modelling Financial Time Series.

Modelling Financial Time Series

Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression

Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations

Can economic policy uncertainty predict stock returns? Global evidence

Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities

The interactive relationship between the US economic policy uncertainty and BRIC stock markets

The US oil spot market: a deterministic chaotic process or a stochastic process?

[N (CH3)4][N(C2H5)4]CoCl4 new hybrid compound was synthesized by slow evaporation at room temperature. The X-ray powder diffraction indicates that this material has an orthorhombic structure with P212121 space group. Two endothermic peaks at T1 = 293 K and T2 = 387 K are observed by differential scanning calorimetric. The real and imaginary parts of the permittivity as function of temperature shows the ferroelectric phase below T = 288 K. The Nyquist diagrams are simulated based on the equivalent circuit chosen by the Z-View-software and show the contribution of the grain and electrodes effect. Raman spectroscopy study at room temperature confirms the composition of the synthesized compound. Furthermore, the ferroelectric–paraelectric phase transition T1 is demonstrated by temperature-dependent Raman spectroscopic studies. 

Vibrational spectroscopy, electrical and thermal properties of [N (CH
 3
 )
 4
 ][N(C
 2
 H
 5
 )
 4
 ]CoCl
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In this paper, the Cheung-Ng procedure and the rolling correlation method are used to examine how the connection between the crude oil market and the macroeconomic fundamentals of the 2000s differs from the 70s. Our findings show that the economic meltdown (e.g. 2007-08) becomes positively correlated with oil price changes. Indeed, from the 90s the role of oil supply shocks is attenuated compared with the role of aggregate demand to drive the oil price volatility. Hence, the US economic recession leads to rising oil price volatility in the long-term. Therefore, the earlier macroeconomic dynamics permit better forecast of oil market volatility. Inversely, during the 2000s, the macroeconomic variables are found to be strongly and positively influenced by the crude oil price changes in the short-run. Interestingly, the connection of oil prices with the inflation is not really weakened in the 2000s compared with the 1970s in the US.

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On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s?

Hybrid organic-inorganic lead-free halide materials have attracted widespread attention due to their applications in the field of optoelectronics. Herein, we synthesized a new binuclear Pd(II) complex templated by 3-bromopropyltrimethylammonium, which...

Imen Dakhlaoui

Papers

The interactive relationship between the US economic policy uncertainty and BRIC stock markets

The US oil spot market: a deterministic chaotic process or a stochastic process?

Vibrational spectroscopy, electrical and thermal properties of [N (CH 3 ) 4 ][N(C 2 H 5 ) 4 ]CoCl 4 compound

On the Interaction between the Crude Oil Market and the Macroeconomic Activity: How do the 2000s differ from the 70s?

A new supramolecular semi-conductor palladium (II) complex [(CH3)3N(CH2)3Br]2Pd2Cl6: Structural study, optical and electrical properties