Intelligent decision making and risk management in stock index futures markets under the influence of global geopolitical volatility
Authors:
- Jie GaoJGJie Gao
- Chunguo FanCFChunguo Fan
- Liang XuLXLiang Xu
- Hongni ChenHCHongni Chen
- Hangyu ChenHCHangyu Chen
- Zhilei LiangZLZhilei Liang
Abstract
No abstract availableKeywords
Funding Information
- Sichuan Provincial Science and Technology Support Program (2023ZYD0003)
- National Natural Science Foundation of China (72301219, 72374172)
This publication has 32 references indexed in Scilit:
- How do political tensions and geopolitical risks impact oil prices?Energy Economics, 2023
- Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural networkEnergy Economics, 2023
- A New CNN-Based Model for Financial Time Series: TAIEX and FTSE Stocks ForecastingNeural Processing Letters, 2022
- Does renewable energy redefine geopolitical risks?Energy Policy, 2021
- Constructing a stock-price forecast CNN model with gold and crude oil indicatorsApplied Soft Computing, 2021
- Volatility transmission and spillover dynamics across financial markets: the role of geopolitical riskAnnals of Operations Research, 2021
- Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism‐listed company stockInternational Journal of Finance & Economics, 2020
- What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?Energy Economics, 2019
- Combining technical trading rules using particle swarm optimizationExpert Systems with Applications, 2014
- A simple framework for analysing bull and bear marketsJournal of Applied Econometrics, 2002