Results 251 to 260 of about 15,085 (294)

Understanding the FTX exchange collapse: A dynamic connectedness approach

Finance Research Letters, 2023
Conlon acknowledges the support of Science Foundation Ireland under Grant Number 16/SPP/33 and 13/RC/2106 and 17/SP/5447.
Thomas Conlon, Shaen Corbet, John W Goodell   +2 more
exaly   +3 more sources

Dynamic volatility spillover and network connectedness across ASX sector markets

Journal of Economics and Finance, 2021
Data source: Additional information, https://doi.org/10.1007/s12197-021-09544-wThis study measures dynamic volatility spillovers and identifies the connectedness network across 11 Australian Securities Exchange (ASX) sector indices using the spillover ...
Ki-Hong Choi, Ron Mciver, Salvatore Ferraro   +2 more
exaly   +2 more sources

Dynamic Asymmetric Connectedness in Technological Sectors

SSRN Electronic Journal, 2022
This paper investigates the asymmetric, time, and frequency-based volatility spillovers in global IT industries. To this end, we introduce a new Wavelet-Time Varying Parameter-VAR (W-TVP-VAR) approach to compute connectedness combined with the asymmetrical connectedness of (Barndorff-Nielsen et al., 2010) and (Baruník et al., 2016, 2017) at different ...
Muneer M. Alshater, Huthaifa Alqaralleh, Rim El Khoury   +2 more
openaire   +2 more sources

Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions

Journal of Risk and Financial Management, 2020
In this study, we enhance the dynamic connectedness measures originally introduced by Diebold and Yılmaz (2012, 2014) with a time-varying parameter vector autoregressive model (TVP-VAR) which predicates upon a time-varying variance-covariance structure ...
Nikolaos Antonakakis, Ioannis Chatziantoniou, David Gabauer   +2 more
exaly   +2 more sources

Shape, connectedness and dynamics in neuronal networks

Journal of Neuroscience Methods, 2013
The morphology of neurons is directly related to several aspects of the nervous system, including its connectedness, health, development, evolution, dynamics and, ultimately, behavior. Such interplays of the neuronal morphology can be understood within the more general shape-function paradigm.
Cesar Henrique, Comin, Luciano, da Fontoura Costa   +1 more
openaire   +2 more sources

Geopolitical risk and dynamic connectedness between commodity markets

Energy Economics, 2021
In this paper, we use the improved Diebold & Yilmaz method based on TVP-VAR-SV model to analyze dynamic connectedness between energy, precious metal, industrial metal, agriculture and livestock commodity markets. The results show that the energy, industrial metal, and precious metal commodity markets are the information transmitters in commodity ...
Gong Xu, Jun Xu
openaire   +1 more source

Dynamic connectedness, portfolio performance, and hedging effectiveness of the hydrogen economy, renewable energy, equity, and commodity markets: Insights from the COVID-19 pandemic and the Russia-Ukraine war

Journal of Cleaner Production
This study employs a Time-Varying Parameter Vector Auto Regressive (TVP-VAR) connectedness approach to investigate the dynamic interconnections, portfolio performance, and hedging effectiveness across hydrogen economy, renewable energy markets, equities,
Ghulame Rubbaniy, Aktham Maghyereh, Walid Cheffi   +2 more
exaly   +1 more source

The social connectedness of older Europeans: patterns, dynamics and contexts

Journal of European Social Policy, 2009
Using longitudinal data from the Survey of Health, Ageing and Retirement in Europe (SHARE), our article shows that the population aged 50 or older is socially connected in several ways. The various dimensions of social connectedness turn out to be complementary rather than substitutive, except for the relationship between informal social relations and
KOHLI, Martin, HANK, Karsten, KÜNEMUND, Harald   +2 more
openaire   +3 more sources

Dynamic Returns Connectedness: Portfolio Hedging Implications During the COVID‐19 Pandemic and the Russia–Ukraine War

Journal of Futures Markets
We apply a Time-Varying Parameter Vector Auto Regressive (TVP-VAR) connectedness approach on global assets to investigate time-varying dynamic connectedness, portfolio performance, and hedge effectiveness during COVID-19 and the Russia–Ukraine war.
Ghulame Rubbaniy, Ali Awais Khalid, Costas Siriopoulos   +2 more
exaly   +2 more sources

Measuring the dynamics of APEC output connectedness

Asian-Pacific Economic Literature, 2018
We examine the dynamics of output connectedness of Asian Pacific Economic Cooperation (APEC) economies using time‐varying, region‐specific, generalised connectedness measures. We find that the connectedness of APEC economies with the rest of the world is quite substantial, with the 2008–09 Global Financial Crisis increasing the connectedness measures ...
Jonathan E. Ogbuabor, God’stime O. Eigbiremolen, Gladys C. Aneke, Manasseh O. Charles   +3 more
openaire   +1 more source