The paper examines the return and volatility transmission between NFTs, Defi assets, and
other assets (oil, gold, Bitcoin, and S&P 500) using the TVP-VAR framework. The results …

During the first decade of the 21st century, renewable energy sources (RES) had been
gaining momentum due to environmental issues. Concerns about pollution and climate …

Integrating return prediction of traditional time series models in portfolio formation can
improve the performance of original portfolio optimization model. Since machine learning …

Using a novel TVP-VAR approach, we investigate the connectedness between precious
metals, industrial metals, and decentralized finance (DeFi) assets during pre-pandemic and …

Forecasting stock returns is an exacting prospect in the context of financial time series. This
study proposes a unique decision-making model for day trading investments on the stock …

The rise of new types of renewable digital assets in the recent decade has spurred
international investors to explore their inclusion in portfolios for optimal returns. Therefore …

Agricultural land expansion is a solution to address global food security challenges in the
context of climate change. However, the sustainability of expansion in arid countries is …

Monte Carlo simulations of gas, coal and nuclear plant investment returns are used as
inputs of a Mean–Variance Portfolio optimization to identify optimal base load generation …

Renewable generating technologies offer an effective means for climate change mitigation.
Policy makers, however, are wary because of the widespread perception that these …

In this paper we provide a survey of recent contributions to robust portfolio strategies from
operations research and finance to the theory of portfolio selection. Our survey covers …