This study aims to analyze the determinants of influence oil price volatility and limits on Energy sub-sector companies listed Indonesia Stock Exchange in 2018-2021 before after Covid-19. uses Eviews 10 program as information preparation results irregular are selected see relationship between dependent independent variables which calculates (WTI), limit (PL), return assets (ROA), earnings per s...

The purpose of this qualitative case study was to conduct an in-depth analysis the potential Forex Trading and investing in developing financial resiliency among employees Engineering Consultancy Firm Philippines. This is a single 10 company that were interviewed regarding forex trading as means attain resiliency. Qualitative data for gathered through one-session, semi-structured interviews, fo...

We study how the approach grounded on non-extensive statistical physics can be applied to describe and distinguish different stages of the stock and money market development. A particular attention is given to asymmetric behavior of fat tailed distributions of positive and negative returns. A new method to measure this asymmetry is proposed. It is based on the value of the non-extensive Tsallis...

Beginning with the basics of Wiener process, we consider limitations characterizing “Brownian approach” in analyzing real phenomena. This leads us to first fractional Brownian motion (fBm)—also discussing Wood–Chan fast algorithm generate sample paths—to then focus on multi-fBm and methods its trajectories. is heavily linked Hurst exponent study, which link data, firstly considering an absolute...

Central bank intervention plays a major role in managing exchange rate volatility. In comparison to advanced economies, emerging market economies are generally active the forex as excessive volatility of local currency persists. The BRICS countries (Brazil, Russia, India, China and South Africa) influencing international financial system. paper empirically investigates efficacy central case cou...

Abstract This study examines the presence of herding behaviour in forex market Pakistan. By analysing daily returns top six traded currencies from January 2015 to December 2019, current research explores investors towards investment currencies. Data is analysed using model proposed by Chang et al. (2000). Results estimation techniques provide evidence herd among investors. Findings suggest that...

Oil is among the enormously vital and most traded commodities globally, involving many forex transactions in face of various types shocks attributable to geopolitics, supply, demand, market crisis, etc. This study uses a systematic literature review approach explore Literature from SCOPUS database considering relationship between oil prices exchange rates by analyzing papers 1998 2022 includes ...