Results 81 to 90 of about 6,108 (234)
International Journal of Finance &Economics, Volume 30, Issue 3, Page 2981-3002, July 2025.ABSTRACT This research aims to explore and understand the dynamic nature of volatility connectedness between BRICS stock markets and various asset price implied volatility indices through a TVP‐VAR broadened connectedness approach. Results display nontrivial dynamic connectedness in the BRICS stock markets and uncertainties in different markets during ...
Halilibrahim Gökgöz +3 more
wiley +1 more source
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies [PDF]
This paper examines the inclusion of the dollar/euro exchange rate together with important commodities in two different BEKK, or multivariate conditional covariance, models.
Michael McAleer +2 more
core +2 more sources
Volatility Transmissions in Precious Metals Using Volatility Impulse Response Function Approach [PDF]
مدلسازی اقتصادسنجی, 2017 In this paper, we investigate volatility transmition between four precious metal (gold, silver, platinum, palladium) using a multivariate GARCH model. We also investigate effect of shocks on precious metals using volatility impulse response function. The
naser khiabani, mohamadreza abdolahi
doaj +1 more source
Spatial and spatiotemporal volatility models: A review
Journal of Economic Surveys, Volume 39, Issue 3, Page 1037-1091, July 2025.Abstract Spatial and spatiotemporal volatility models are a class of models designed to capture spatial dependence in the volatility of spatial and spatiotemporal data. Spatial dependence in the volatility may arise due to spatial spillovers among locations; that is, in the case of positive spatial dependence, if two locations are in close proximity ...
Philipp Otto +4 more
wiley +1 more source
Looking a Gift Horse in the Mouth: The Dark Side of Uncertain Price Promotions
Psychology &Marketing, Volume 42, Issue 6, Page 1640-1666, June 2025.ABSTRACT A growing number of retailers and brands use uncertain price promotions to increase their sales. This research introduces the “looking a gift horse in the mouth” effect by probing these promotions as a potential liability. Findings from a field study and five experiments reveal that consumers who receive an inferior prize in an uncertain price
Arash Talebi +2 more
wiley +1 more source
Media Statistika, 2020 Beef consumption in Indonesia tends to increase and its price fluctuates. In addition to internal factors, the volatility of beef inflation can also be influenced by other regions (spillover effect).
Ribut Nurul Tri Wahyuni +1 more
doaj +1 more source
Improved estimation of dynamic models of conditional means and variances
Journal of Time Series Analysis, Volume 46, Issue 3, Page 458-490, May 2025.Using ‘working’ assumptions on conditional third and fourth moments of errors, we propose a method of moments estimator that can have improved efficiency over the popular Gaussian quasi‐maximum likelihood estimator (GQMLE). Higher‐order moment assumptions are not needed for consistency – we only require the first two conditional moments to be correctly
Weining Wang +2 more
wiley +1 more source
طراحی شاخص استرس مالی در نظام مالی ایران با رویکرد نظریه پرتفوی [PDF]
Quarterly Journal of Applied Theories of Economics, 2019 شاخص استرس مالی معیاری از ریسک سیستمی است که سعی دارد استرس را در کل نظام مالی کمّی نماید و توصیفی از سهم هر بخش از بازار مالی بر استرس کلی نظام ارائه دهد.
سعید فلاح پور +2 more
doaj
Agribusiness, Volume 41, Issue 2, Page 307-341, Spring 2025.Abstract For a significant global segment, the volatility in grain prices presents a substantial menace to food accessibility and security. In the global pandemic and the Russia–Ukraine conflict (RUW), numerous nations were caught off guard, exacerbating this predicament and leading to instances where citizens faced purchasing restrictions on sunflower
Faruk Urak
wiley +1 more source
Product differentiation, quality, and milk price stability: The case of the Swiss cheese market
Applied Economic Perspectives and Policy, Volume 47, Issue 1, Page 416-435, March 2025.Abstract We investigate potential linkages between product and quality differentiation in the cheese markets and raw milk producer prices. We analyze the co‐movements of producer prices of milk delivered to cheese processing channels with different differentiation strategies, namely industrial, artisanal, and artisanal cheese with geographical ...
Yanbing Wang +3 more
wiley +1 more source