Neda Todorova

Griffith University

170 Kessels Road

Nathan, Queensland QLD 4111

Australia

SCHOLARLY PAPERS

5

DOWNLOADS

154

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Financialization and De-Financialization of Commodity Futures: A Quantile Regression Approach

Number of pages: 32 Posted: 25 Oct 2018 Last Revised: 23 Feb 2019
Robert J. Bianchi, John Hua Fan and Neda Todorova
Griffith University, Griffith University - Department of Accounting, Finance and Economics and Griffith University
Downloads 45 (415,188)

Abstract:

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Quantile regression; Commodity markets; Financialization; Tail dependence; Contagion

2.

Night Trading with Futures in China: The Case of Aluminum and Copper

QMS Research Paper 2019/06
Number of pages: 30 Posted: 07 Oct 2018 Last Revised: 14 Jun 2019
Tony Klein and Neda Todorova
Queen's University Belfast - Queen's Management School and Griffith University
Downloads 45 (415,188)

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SHFE, Futures Markets, Aluminum, Copper, High-Frequency Data, Night Trading

3.

Volatility Forecasting of Non-Ferrous Metal Futures: Covariances, Covariates or Combinations?

Number of pages: 35 Posted: 22 Sep 2017
Stefan Lyocsa, Peter Molnár and Neda Todorova
University of Economics in Bratislava - Faculty of Business Economics, University of Stavanger and Griffith University
Downloads 43 (422,688)

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Industrial metals, LME futures market, Volatility forecasting, Multivariate HAR, Volatility spillovers, Bayesian model averaging

4.

Internationalization of Futures Markets: Lessons from China

Number of pages: 56 Posted: 15 Nov 2019
Griffith University - Department of Accounting, Finance and Economics, Auckland University of Technology, Auckland University of Technology - Department of Finance and Griffith University
Downloads 21 (528,150)

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China; Futures markets; Internationalization; Market quality; PTA; Iron ore

5.

Volatility Transmission in Energy Futures Markets

Journal of Energy Markets, Vol. 7, No. 3, 2014
Number of pages: 20 Posted: 06 Jun 2016
Michael Soucek and Neda Todorova
European University Viadrina Frankfurt (Oder) and Griffith University
Downloads 0 (682,176)
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energy futures markets, volatility transmission

Other Papers (1)

Total Downloads: 0
1.

Automobile Manufacturers, Electric Vehicles and the Price of Oil

Energy Economics, Vol. 74, 2018, 252 - 262.
Posted: 06 Jun 2017 Last Revised: 21 Oct 2018
Dirk G. Baur and Neda Todorova
University of Western Australia - Business School and Griffith University

Abstract:

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Automobile companies, Oil prices, Electric vehicles, Financialization