Results 221 to 230 of about 6,108 (234)

Effects of climate policy uncertainty on energy markets: insights from the BEKK-GARCH model

Applied Economics Letters
Lili Zhao, Yunuo Li, Guozheng Yang
semanticscholar   +1 more source

Fractional Integration and Volatility Transmission Between Real Estate and Stock Markets: Novel Evidence from a FIGARCH-BEKK Approach

Journal of real estate finance and economics, 2021
Maria I. Kyriakou, Athanasios Koulakiotis, Apostolos Kiohos, V. Babalos   +3 more
semanticscholar   +1 more source

Return and Volatility Linkages between Bitcoin, Gold Price, and Oil Price: Evidence from Diagonal BEKK–GARCH Model

Environmental, Social, and Governance Perspectives on Economic Development in Asia, 2021
Surachai Chancharat, Julaluk Butda
semanticscholar   +1 more source

Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK

Asia-Pacific Financial Markets
Khalid Ul Islam, U. Lone, Younis Ahmed Gulam, S. Bhat   +3 more
semanticscholar   +1 more source

Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile based estimations

Resources policy
Ghazala Aziz, S. Sarwar, Qiong Yuan, R. Waheed, Lucía Morales   +4 more
semanticscholar   +1 more source

The fiction of full BEKK: Pricing fossil fuels and carbon emissions

Finance Research Letters, 2019
Chia-Lin Chang, Michael Mcaleer
exaly  

Modeling oil price–US stock nexus: A VARMA–BEKK–AGARCH approach

Energy Economics, 2015
Afees A Salisu, Tirimisiyu F Oloko
exaly  

Time-varying correlations in oil, gas and CO2prices: an application using BEKK, CCC and DCC-MGARCH models

Applied Economics, 2012
Julien Chevallier
exaly  

Volatility Spillovers Among the Three Places Across the Taiwan Strait: Evidence from a BEKK‐CARR Approach*

Asia-Pacific Journal of Financial Studies, 2022
exaly  

Spillovers and financial integration in emerging markets: Analysis of BRICS economies within a VAR‐BEKK framework

, 2019
Saswat Patra, Pradiptarathi Panda
semanticscholar   +1 more source