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Neda Todorova
Neda Todorova
Verified email at griffith.edu.au
Title
Cited by
Cited by
Year
Dynamics of China’s carbon prices in the pilot trading phase
JH Fan, N Todorova
Applied Energy 208, 1452-1467, 2017
1672017
Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach
M Souček, N Todorova
Energy Economics 40, 586-597, 2013
972013
Realized volatility spillovers in the non-ferrous metal futures market
N Todorova, A Worthington, M Souček
Resources Policy 39, 21-31, 2014
892014
Spillovers and directional predictability with a cross‐quantilogram analysis: The case of US and Chinese agricultural futures
H Jiang, JJ Su, N Todorova, E Roca
Journal of Futures Markets 36 (12), 1231-1255, 2016
732016
Financialization and de-financialization of commodity futures: A quantile regression approach
RJ Bianchi, JH Fan, N Todorova
International Review of Financial Analysis 68, 101451, 2020
722020
Acceptance of hospital nurses toward sensor-based medication systems: a questionnaire survey
TF Kummer, K Schäfer, N Todorova
International journal of nursing studies 50 (4), 508-517, 2013
602013
On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks
J Luo, Q Ji, T Klein, N Todorova, D Zhang
Energy Economics 89, 104781, 2020
592020
Automobile manufacturers, electric vehicles and the price of oil
DG Baur, N Todorova
Energy Economics 74, 252-262, 2018
512018
Trading on mean-reversion in energy futures markets
T Lubnau, N Todorova
Energy Economics 51, 312-319, 2015
442015
Overnight information flow and realized volatility forecasting
N Todorova, M Souček
Finance Research Letters 11 (4), 420-428, 2014
432014
The course of realized volatility in the LME non-ferrous metal market
N Todorova
Economic Modelling 51, 1-12, 2015
412015
Information flow, trading activity and commodity futures volatility
AE Clements, N Todorova
Journal of Futures Markets 36 (1), 88-104, 2016
382016
Realized volatility transmission: The role of jumps and leverage effects
M Souček, N Todorova
Economics Letters 122 (2), 111-115, 2014
362014
The asymmetric volatility in the gold market revisited
N Todorova
Economics Letters 150, 138-141, 2017
332017
A comparative study of range‐based stock return volatility estimators for the German market
N Todorova, S Husmann
Journal of Futures Markets 32 (6), 560-586, 2012
322012
Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?
Š Lyócsa, P Molnár, N Todorova
Journal of International Financial Markets, Institutions and Money 51, 228-247, 2017
312017
The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range
N Todorova, M Souček
Economic modelling 36, 332-340, 2014
312014
Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks?
Š Lyócsa, N Todorova
International Journal of Forecasting 36 (2), 628-645, 2020
302020
The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis
N Todorova
Economic Modelling 64, 221-230, 2017
292017
Forecasting stock volatility using after-hour information: Evidence from the Australian Stock Exchange
NI Jayawardena, N Todorova, B Li, JJ Su
Economic modelling 52, 592-608, 2016
292016
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