Results 21 to 30 of about 15,085 (294)
Return and volatility transmission between oil price shocks and agricultural commodities.
This paper studies the connectedness between oil price shocks and agricultural commodities. Our sample period ranges from January 2002 to July 2020, covering the three global crises; Global Financial Crisis, the European sovereign debt crisis and Covid ...
Zaghum Umar +3 more
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Dynamic Connectedness of Asian Equity Markets [PDF]
Understanding how markets are connected and shocks are transmitted is an important issue for policymakers and market participants. In this paper, we examine the connectedness of Asian equity markets within the region and vis-a-vis other major global markets.
Gee Hee Hong, Roberto Guimarães-Filho
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On the Connectedness of Attractors for Dynamical Systems
The paper addresses the question of when the global attractor of a continuous semigroup of operators acting on a connected metric space is connected (assuming that the global attractor exists). The two main results are that the attractor is connected if the semigroup is actually a semiflow, or for arbitrary semigroups, if the space is also locally ...
GOBBINO, MASSIMO, SARDELLA M.
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Technology Spillovers among Innovation Agents from the Perspective of Network Connectedness
By constructing a technology spillover connectedness index and connectedness matrix, this paper studies the technology spillover connectedness among innovation agents in China from the perspective of network topology.
Cui Zhang, Xiongjin Feng, Yanzhen Wang
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This paper explores the dynamic return and volatility connectedness for the three most relevant agricultural and livestock commodity indexes (Softs, Grains and Livestock) and a media sentiment index as the Coronavirus Media Coverage Index (MCI).
Jareño, Francisco +2 more
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We contribute to the literature by investigating the connectedness between crude oil prices and stock returns and the impact of the Russia-Ukraine war on stock returns in selected East Asia countries. Using the TVP-VAR model, we find that, on average, 42.
Chinmaya Behera
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The mobility processes associated with the dynamic formations of locality shape and reshape international students’ connectedness with teachers, peers, families, institutions and the broader community.
Pham, LT, Tran, LT
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The price of fertiliser, which is one of the most important inputs of agricultural production, has increased significantly in recent years. In this study, we empirically analysed the effect of volatility in fertiliser prices on selected agricultural ...
Harun Uçak, Yakup Ari, Esin Yelgen
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Interconnectedness and Spillover Effects amongst Stock Markets of the US, China, Germany, Japan and India using DCC-GARCH Model and Diebold Yilmaz Method [PDF]
In a rapidly globalising world, economic boundaries are dissolving as stakeholders seek broader opportunities. Corporations are now multinational, and investors are increasingly turning to global stock markets to maximise gains.
Archana Agarwal +2 more
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Baltık Kuru Yük Endeksi, Petrol, Altın, Dolar, MSCI Dünya Endeksi Arasındaki Volatilite Yayılımı
Finansal piyasalarda oluşabilecek fiyat hareketlerinin yönü hakkında bilgi sahibi olmak yatırımcılar, portföy yöneticileri ve riskten korunmak isteyenler için oldukça önemlidir.
Kader Çınar +3 more
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