Results 51 to 60 of about 132,901 (169)
Estimating fuel price volatility and spillover effects across different European countries
Management şi Marketing, 2019 This paper analyses the volatility of retail fuel prices in nine different EU countries and the spillover effects between fuel prices across selected countries from Central and Eastern Europe and the Eurozone over the 2008-2019 period.
Kubinschi Matei +2 more
doaj +1 more source
Journal of Futures Markets, Volume 46, Issue 9, Page 1719-1747, September 2026.ABSTRACT This study examines the efficiency of systemic risk transmission to international oil futures markets by analyzing the dynamic connectedness between three distinct Common Volatility (COVOL) measures: Energy, Asset, and Country, and compares such with five major oil benchmarks.
Thomas Conlon +3 more
wiley +1 more source
Australian Economic Papers, Volume 65, Issue 3, Page 222-260, September 2026.ABSTRACT This study examines volatility interconnectedness among selected agricultural commodities and precious/industrial metals, together with oil price uncertainty and global supply chain pressure, over the period January 1998 to June 2024 using a Quantile‐on‐Quantile connectedness framework.
Muhammed Benli, Halil Altıntaş
wiley +1 more source
Apuntes del CENESThis paper examined the monetary interconnectedness among various currencies in the Americas, as well as their relationship with WTI oil prices, Henry Hub gas prices, and the S&P 500 indicator. The analysis employed the methodology proposed by Diebold &
Juan-Manuel Candelo-Viafara +2 more
doaj +1 more source
International Review of Finance, Volume 26, Issue 3, September 2026.ABSTRACT The first half of the 2020's has seen a degree of economic and geo‐political uncertainty not observed since the 1970s. This paper looks at how listed real estate is exposed to capital market shocks by estimating Conditional Value‐at‐Risk (CoVaR), which captures the sensitivity of real estate returns to extreme movements in broader equity ...
Stanimira Milcheva +2 more
wiley +1 more source
Brexit and CDS spillovers across UK and Europe [PDF]
The European Journal of Comparative Economics, 2019 The purpose of the paper is twofold. First, it aims at identifying when UK and European (France, Germany, Italy and Spain) Credit Default Swaps (CDSs) exhibit explosivity with respect to their past behaviors.
Jamal Bouoiyour, Refk Selmi
doaj +1 more source
Intraday and Daily Price Discovery in Carbon Markets: EUA Futures Versus Carbon ETFs
International Review of Finance, Volume 26, Issue 3, September 2026.ABSTRACT We investigate intraday price discovery between EUA futures and a US‐listed carbon ETF (KEUA) using hourly data and a state‐space model that separates efficient‐price innovations from transitory noise and allows adjustment speeds to differ across trading‐hour regimes. Results show that intrinsic‐value‐relevant innovations are concentrated when
Yoichi Otsubo
wiley +1 more source
Modeling return and volatility spillovers among food prices in Nigeria
Journal of Agriculture and Food Research, 2020 This paper focuses on the return and volatility spillovers among the major agricultural commodities in Nigeria. Specifically, we examine the spillovers across wheat, rice, soybeans, groundnut and palm oil both in terms of returns and volatility using ...
Ismail O. Fasanya, Temitope F. Odudu
doaj +1 more source
Aquaculture, Fish and Fisheries, Volume 6, Issue 4, August 2026.ABSTRACT This study evaluated the long‐term effects of a dietary humic substance and butyrate blend (HSB) alone or with yeast cell wall (Beta‐MOS) in channel catfish. Around 1440 fish (31.31 ± 0.24 g) were distributed among 12 outdoor tanks in a pond‐supplied flow‐through design. Four dietary treatments were evaluated in triplicate: Diets containing no
Abdulmalik A. Oladipupo +5 more
wiley +1 more source
Regime-Dependent Graph Neural Networks for Enhanced Volatility Prediction in Financial Markets
MathematicsAccurate volatility forecasting is essential for risk management in increasingly interconnected financial markets. Traditional econometric models capture volatility clustering but struggle to model nonlinear cross-market spillovers. This study proposes a
Pulikandala Nithish Kumar +2 more
doaj +1 more source