Results 111 to 120 of about 525,958 (299)

Measuring Asymmetry and Persistence in Conditional Volatility in Real Output: Evidence from Three East Asian Tigers Using a Multivariate GARCH approach [PDF]

We search for evidence of conditional volatility in the quarterly real GDP growth rates of three East Asian tigers: Singapore, Hong Kong and Taiwan.
Zhaoyong Zhang, Vu Thanh Hai, Albert K. Tsui   +2 more
core  

Domestic and External Drivers of Brazilian Pork Price Volatility Under Russian Trade Policies

Agribusiness, EarlyView.
ABSTRACT This study investigates how Russian trade policies and domestic factors influence the volatility of Brazilian live swine prices from 2004 to 2019. We employ a DCC‐MGARCH framework, along with volatility impulse‐response functions and the connectedness approach, to analyze time‐varying co‐movement and dynamic volatility spillovers across pork ...
Gabriel Rosero, Tinoush Jamali Jaghdani, Bernhard Brümmer   +2 more
wiley   +1 more source

Volatility Modeling and Spillover: The Turkish and Russian Stock Markets

Istanbul Business Research
This study investigates the internal and external (spillover) characteristics of the volatility of the Turkish and Russian stock market indices. To this end, generalized autoregressive conditional heteroskedasticity models that are classified as short ...
Ahmet Galip Gençyürek
doaj   +1 more source

The Collective Power of Bacteria as a Blueprint for Emergent Intelligence

Advanced Intelligent Systems, EarlyView.
Small cells, powerful collectives. Bacteria demonstrate how sophisticated behaviors can emerge from many simple individuals working together. We explore the remarkable world of bacterial communities and the mechanisms that underpin their complex emergent behaviors, enabling impressive adaptability, robustness, and responsiveness to changing ...
Johanna A. Blee, Thomas E. Gorochowski, Sabine Hauert   +2 more
wiley   +1 more source

Uncovering renewable energy policy impact channels on land values, the local farm structure, and farmland heterogeneity

American Journal of Agricultural Economics, EarlyView.
Abstract Germany's Renewable Energy Sources Act (REA), enacted in 2000 and subsequently amended, subsidized national renewable energy production with fixed feed‐in tariffs for renewable energy sources (RE) from wind, solar, and biogas. Empirical studies suggest that the policy was creating windfall effects for landowners and attribute farmland use ...
Lars Isenhardt, Stefan Seifert, Saskia Wolff, Tobia Lakes, Marten Graubner, Axel Werwatz, Silke Hüttel   +6 more
wiley   +1 more source

Lost in aggregation? On the importance of local food price data for food poverty estimates

American Journal of Agricultural Economics, EarlyView.
Abstract This paper explores within‐country variations in food price dynamics and food poverty estimates by employing local market price data and national consumer price index (CPI) data. Our results show that national CPI data may be useful for approximating national trends but they fail to detect and identify spatial variations in local trends, which
Stephan Dietrich, Valerio Giuffrida, Bruno Martorano, Georg Schmerzeck, Marco Tiberti   +4 more
wiley   +1 more source

Trading volume and volatility of stock returns: Evidence from some European and Asian stock markets

Quantitative Methods in Economics, 2011
This paper analyses the relationship between the daily volatility of stock returns and the trading volume using the TGARCH models for selected European and Asian stock markets. The leverage effect has been proved in all analysed cases.
Michaela Chocholatá
doaj  

Forecasting Stock Index Volatility: The Incremental Information in the Intraday High-Low Price Range [PDF]

We compare the incremental information content of implied volatility and intraday high-low range volatility in the context of conditional volatilityforecasts for three major market indexes: the S&P 100, the S&P 500, and the Nasdaq 100.
Charles Corrado, Cameron Truong
core  

Preferential trading in agriculture: New insights from a structural gravity analysis and machine learning

American Journal of Agricultural Economics, EarlyView.
Abstract Preferential trade agreements (PTAs) contain various non‐tariff provisions, yet identifying their trade effects remains challenging because these commitments are high‐dimensional and strongly correlated within agreements. We estimated a theory‐consistent structural gravity model with domestic flows for 26 agricultural subsectors over 1988–2017
Dongin Kim, Sandro Steinbach
wiley   +1 more source

Modeling Nonstationary Financial Volatility with the R Package tvgarch

Journal of Statistical Software
Certain events can make the structure of volatility of financial returns to change, making it nonstationary. Models of time-varying conditional variance such as generalized autoregressive conditional heteroscedasticity (GARCH) models usually assume ...
Susana Campos-Martins, Genaro Sucarrat
doaj   +1 more source