Neda Todorova: search on Z-Library

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1

Information Flow, Trading Activity and Commodity Futures Volatility

Clements, Adam E., Todorova, Neda

Journal:

Journal of Futures Markets

Year:

2016

Language:

english

File:

PDF, 432 KB

english, 2016

2

Trading on Mean-Reversion in Energy Futures Markets

Lubnau, Thorben, Todorova, Neda

Journal:

Energy Economics

Year:

2015

Language:

english

File:

PDF, 240 KB

english, 2015

3

The course of realized volatility in the LME non-ferrous metal market

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 1.61 MB

english, 2015

4

Agricultural commodity futures trading based on cross-country rolling quantile return signals

Jiang, Huayun, Todorova, Neda, Roca, Eduardo, Su, Jen-Je

Journal:

Quantitative Finance

Year:

2019

File:

PDF, 4.72 MB

2019

5

Financialization and de-financialization of commodity futures: A quantile regression approach

Bianchi, Robert J., Fan, John Hua, Todorova, Neda

Journal:

International Review of Financial Analysis

Year:

2020

Language:

english

File:

PDF, 1.80 MB

english, 2020

6

Technical trading with open interest: evidence from the German market

Lubnau, Thorben Manfred, Todorova, Neda

Journal:

Applied Financial Economics

Year:

2012

Language:

english

File:

PDF, 238 KB

english, 2012

7

A comparative study of range-based stock return volatility estimators for the German market

Neda Todorova, Sven Husmann

Journal:

Journal of Futures Markets

Year:

2012

Language:

english

File:

PDF, 166 KB

english, 2012

8

Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach

Souček, Michael, Todorova, Neda

Journal:

Energy Economics

Year:

2013

Language:

english

File:

PDF, 715 KB

english, 2013

9

Economic significance of oil price changes on Russian and Chinese stock markets

Soucek, Michael, Todorova, Neda

Journal:

Applied Financial Economics

Year:

2013

Language:

english

File:

PDF, 252 KB

english, 2013

10

Convenience yield and inventory accessibility: Impact of regional market conditions

Omura, Akihiro, Todorova, Neda, Li, Bin, Chung, Richard

Journal:

Resources Policy

Year:

2015

Language:

english

File:

PDF, 1.01 MB

english, 2015

11

The calm after the storm: implied volatility and future stock index returns

Lubnau, Thorben Manfred, Todorova, Neda

Journal:

European Journal of Finance

Year:

2015

Language:

english

File:

PDF, 321 KB

english, 2015

12

Steel scrap and equity market in Japan

Omura, Akihiro, Todorova, Neda, Li, Bin, Chung, Richard

Journal:

Resources Policy

Year:

2016

Language:

english

File:

PDF, 900 KB

english, 2016

13

Implied volatility smirk and future stock returns: evidence from the German market

Mo, Di, Todorova, Neda, Gupta, Rakesh

Journal:

Managerial Finance

Year:

2015

Language:

english

File:

PDF, 236 KB

english, 2015

14

Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets

Jiang, Huayun, Todorova, Neda, Roca, Eduardo, Su, Jen-Je

Journal:

Applied Economics

Year:

2016

Language:

english

File:

PDF, 1.70 MB

english, 2016

15

The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis

Journal:

Economic Modelling

Year:

2017

Language:

english

File:

PDF, 1.74 MB

english, 2017

16

The volatility-volume relationship in the LME futures market for industrial metals

Todorova, Neda, Clements, Adam E.

Journal:

Resources Policy

Year:

2018

Language:

english

File:

PDF, 1.35 MB

english, 2018

17

Automobile Manufacturers, Electric Vehicles and the Price of Oil

Baur, Dirk G., Todorova, Neda

Journal:

Energy Economics

Year:

2018

Language:

english

File:

PDF, 385 KB

english, 2018

18

Volatility forecasting using related marketsâ information for the Tokyo stock exchange

Jayawardena, Nirodha I., Todorova, Neda, Li, Bin, Su, Jen-Je

Journal:

Economic Modelling

Year:

2020

File:

PDF, 1.23 MB

2020

19

CAPM option pricing

Sven Husmann, Neda Todorova

Journal:

Finance Research Letters

Year:

2011

Language:

english

File:

PDF, 200 KB

english, 2011

20

Realized volatility transmission: The role of jumps and leverage effects

Souček, Michael, Todorova, Neda

Journal:

Economics Letters

Year:

2014

Language:

english

File:

PDF, 248 KB

english, 2014

21

Realized volatility spillovers in the non-ferrous metal futures market

Todorova, Neda, Worthington, Andrew, Souček, Michael

Journal:

Resources Policy

Year:

2014

Language:

english

File:

PDF, 514 KB

english, 2014

22

The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range

Todorova, Neda, Souček, Michael

Journal:

Economic Modelling

Year:

2014

Language:

english

File:

PDF, 320 KB

english, 2014

23

Acceptance of hospital nurses toward sensor-based medication systems: A questionnaire survey

Kummer, Tyge-F., Schäfer, Kerstin, Todorova, Neda

Journal:

International Journal of Nursing Studies

Year:

2013

Language:

english

File:

PDF, 330 KB

english, 2013

24

Volatility estimators based on daily price ranges versus the realized range

Journal:

Applied Financial Economics

Year:

2012

Language:

english

File:

PDF, 173 KB

english, 2012

25

Overnight information flow and realized volatility forecasting

Todorova, Neda, Souček, Michael

Journal:

Finance Research Letters

Year:

2014

Language:

english

File:

PDF, 363 KB

english, 2014

26

Forecasting stock volatility using after-hour information: Evidence from the Australian Stock Exchange

Jayawardena, Nirodha I., Todorova, Neda, Li, Bin, Su, Jen-Je

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 916 KB

english, 2015

27

Spillovers and Directional Predictability with a Cross-Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures

Jiang, Huayun, Su, Jen-Je, Todorova, Neda, Roca, Eduardo

Journal:

Journal of Futures Markets

Year:

2016

Language:

english

File:

PDF, 588 KB

english, 2016

28

Relative scarcity and convenience yield: evidence from non-ferrous metals

Omura, Akihiro, Chung, Richard, Todorova, Neda, Li, Bin

Journal:

Applied Economics

Year:

2016

Language:

english

File:

PDF, 1.52 MB

english, 2016

29

The asymmetric volatility in the gold market revisited

Journal:

Economics Letters

Year:

2017

Language:

english

File:

PDF, 607 KB

english, 2017

30

Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?

Lyócsa, Štefan, Molnár, Peter, Todorova, Neda

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2017

Language:

english

File:

PDF, 1.68 MB

english, 2017

31

Dynamics of China’s carbon prices in the pilot trading phase

Fan, John Hua, Todorova, Neda

Journal:

Year:

2017

Language:

english

File:

PDF, 1.20 MB

english, 2017

32

Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals

Omura, Akihiro, Li, Bin, Chung, Richard, Todorova, Neda

Journal:

Economic Modelling

Year:

2017

Language:

english

File:

PDF, 4.37 MB

english, 2017

33

Volatility Transmission in Energy Futures Markets

Soucek, Michael, Todorova, Neda

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 560 KB

english, 2012

34

The quantile dependence of commodity futures markets on news sentiment

Omura, Akihiro, Todorova, Neda

Journal:

Journal of Futures Markets

Year:

2019

File:

PDF, 1.65 MB

2019

35

Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?

Lyócsa, Štefan, Todorova, Neda

Journal:

International Journal of Forecasting

Year:

2019

File:

PDF, 1.50 MB

2019

36

A note on the behavior of Chinese commodity markets

Fan, John Hua, Todorova, Neda

Journal:

Finance Research Letters

Year:

2019

File:

PDF, 1.38 MB

2019

37

Internationalization of futures markets: Lessons from China

Fan, John Hua, Fernandez-Perez, Adrian, Indriawan, Ivan, Todorova, Neda

Journal:

Pacific-Basin Finance Journal

Year:

2020

File:

PDF, 1.69 MB

2020