Results 51 to 60 of about 4,202 (205)
Business Strategy and the Environment, Volume 35, Issue 3, Page 3561-3606, March 2026.ABSTRACT Investors have long recognized the importance of firms in promoting sustainability, leading to the rise of socially responsible investment (SRI). Specifically, there is a growing preference for exchange‐traded funds (ETFs) that prioritize environmental, social, and governance (ESG) principles.
Sandra Tenorio‐Salgueiro +3 more
wiley +1 more source
A Time Series Analysis of the Nexus Between Macroeconomic Fundamentals and Stock Prices in Nigeria
Studies in Business and Economics, 2018 Since macroeconomic fundamentals have been found to play a vital role for changes in the economy of a country. Consequently, the onus is on the appropriate regulatory authorities to take measures in making amendments in these policies to put the economy ...
Ditimi Amassoma, Ifeoluwa Bolarinwa
doaj +1 more source
Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets
Journal of Agricultural and Resource Economics, 2003 Price volatility spillovers in the U.S. catfish supply chain are analyzed based on monthly price data from 1980 through 2000 for catfish feed, its ingredients, and farm- and wholesale-level catfish.
Cumhur Buguk +2 more
doaj +1 more source
Modeling and Forecasting Volatility through EGARCH-X and EGARCH-CJ Models
ZERO: Jurnal Sains, Matematika dan Terapan<p>This study compares the performance of EGARCH-X and EGARCH-CJ models in forecasting financial market volatility using daily TOPIX data (2004–2011). Model parameters were estimated using an efficient Bayesian MCMC framework. The results indicate that the EGARCH-CJ model, which decomposes volatility into continuous and jump components, provides ...
Nugroho, Didit Budi; Universitas Kristen Satya Wacana, Indonesia +2 more
openaire +2 more sources
Forecasting Carbon Prices: A Literature Review
Journal of Forecasting, Volume 45, Issue 2, Page 496-529, March 2026.ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis +2 more
wiley +1 more source
Ekonomi Maliye İşletme DergisiThe Covid-19 pandemic is recognized as one of the most important pandemics of the last century and has led to a global recession and decline, affecting all sectors in different ways. In this study, volatility spillovers between variables are analyzed. In
Erkan Alsu, İbrahim Halil Uçar
doaj +1 more source
International Studies of Economics, Volume 21, Issue 1, Page 73-89, March 2026.ABSTRACT Communication with the market to guide public expectations has become a pivotal monetary policy instrument for central banks worldwide. Therefore, assessing the efficacy of communication in influencing personal expectations is essential for central banks.
Yuying Jin, Sunyao Xia
wiley +1 more source
Determinants of the ZAR/USD exchange rate and policy implications: A simultaneous-equation model
Cogent Economics & Finance, 2016 This paper examines the determinants of the South African rand/US dollar (ZAR/USD) exchange rate based on demand and supply analysis. Applying the EGARCH method, the paper finds that the ZAR/USD exchange rate is positively associated with the South ...
Yu Hsing
doaj +1 more source
Do political events affect stock return volatility on Indonesian Stock Exchange
Journal of Economics, Business & Accountancy Ventura, 2019 This study has the purpose to examine the effect of political events on the volatility of stocks traded on the Indonesia Stock Exchange (IDX). Furthermore, this study also sees whether such political events also influence the shares that have direct ...
Vina Nurlita, Prima Naomi
doaj +1 more source
Improving Forecasts of the EGARCH Model Using Artificial Neural Network and Fuzzy Inference System
Journal of Mathematics, 2020 This paper proposes an innovative semiparametric nonlinear fuzzy-EGARCH-ANN model to solve the problem of accurate modeling for forecasting stock market volatility.
Geleta T. Mohammed +2 more
doaj +1 more source