Ghent University Academic Bibliography

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Do bitcoin shocks truly Cointegrate with financial and commodity markets?

Mustafa Özer, Michael Frömmel (UGent) , Melik Kamişli and Darko B. Vukovic

(2024) INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. 95(A).
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Intraday seasonality and volatility pattern : an explanation with recurrence quantification analysis

Baki Ünal, Güray Küçükkocaoğlu and Eyüp Kadioglu (UGent)

(2023) INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS. 33(3).
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- Journal Article
- A1
- open access
Impact of trading hours extensions on foreign exchange volatility : intraday evidence from the Moscow exchange

Michael Frömmel (UGent) and Eyüp Kadioglu (UGent)

(2023) FINANCIAL INNOVATION. 9(1).
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Encompassing measures of international consumption risk sharing and their link with trade and financial globalization

Gerdie Everaert (UGent) and Lorenzo Pozzi

(2022) JOURNAL OF APPLIED ECONOMETRICS. 37(2). p.433-449
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- Journal Article
- A1
- open access
SENTiVENT : enabling supervised information extraction of company-specific events in economic and financial news

Gilles Jacobs and Veronique Hoste (UGent)

(2022) LANGUAGE RESOURCES AND EVALUATION. 56(1). p.225-257
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Manipulation in the bond market and the role of investment funds : evidence from an emerging market

Eyüp Kadioglu (UGent) and Michael Frömmel (UGent)

(2022) INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. 79.
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Exchange rate exposure for exporting and domestic firms in central and Eastern Europe

Raheel Asif (UGent) and Michael Frömmel (UGent)

(2022) Emerging Markets Review. 51(Part A).
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Option implied moments obtained through fuzzy regression

Silvia Muzzioli, Luca Gambarelli and Bernard De Baets (UGent)

(2020) FUZZY OPTIMIZATION AND DECISION MAKING. 19(2). p.211-238
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- Journal Article
- A1
- open access
Inhibitory activity of essential oils against Vibrio campbellii and Vibrio parahaemolyticus

Xiaoting Zheng, Adam F. Feyaerts, Patrick Van Dijck and Peter Bossier (UGent)

(2020) MICROORGANISMS. 8(12).
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- Journal Article
- A2
- open access
Pricing of commodity derivatives on processes with memory

Fred Espen Benth, Asma Khedher and Michèle Vanmaele (UGent)

(2020) RISKS. 8(1).

Academic Bibliography

Do bitcoin shocks truly Cointegrate with financial and commodity markets?

Intraday seasonality and volatility pattern : an explanation with recurrence quantification analysis

Impact of trading hours extensions on foreign exchange volatility : intraday evidence from the Moscow exchange

Encompassing measures of international consumption risk sharing and their link with trade and financial globalization

SENTiVENT : enabling supervised information extraction of company-specific events in economic and financial news

Manipulation in the bond market and the role of investment funds : evidence from an emerging market

Exchange rate exposure for exporting and domestic firms in central and Eastern Europe

Option implied moments obtained through fuzzy regression

Inhibitory activity of essential oils against Vibrio campbellii and Vibrio parahaemolyticus

Pricing of commodity derivatives on processes with memory

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