Do Commodity Prices and Energy Markets Drive Asymmetric Volatility in Biodiversity Finance?
ABSTRACT This study examines symmetric and asymmetric volatility spillovers among biodiversity finance, commodity prices, and energy markets using daily data from 2019 to 2025. We apply the Diebold–Yilmaz time–domain connectedness model, Baruník–Křehlík frequency–domain decomposition, and an asymmetric spillover framework.
Ijaz Younis +4 more
wiley +1 more source
Gender-Responsive Macro-Level Policies and Women's Economic Empowerment in Sub-Saharan Africa: An Evidence and Gap Map. [PDF]
Nyan CP +7 more
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Macroeconomic fluctuations and the prioritization of healthcare funding by local governments: longitudinal evidence from 5461 Brazilian municipalities. [PDF]
Arruda H +4 more
europepmc +1 more source
A Hybrid Model for Copper Futures Price Forecasting Utilizing Complexity-Aware Variational Mode Decomposition and Reconstruction and Multi-Behavior-Triggered Interaction Modeling. [PDF]
Li Y, Liu D.
europepmc +1 more source
Strategic Risk Based Forecasting of Brent Crude Oil Prices: A Comparative Analysis of Econometric and Machine Learning Models. [PDF]
Yılmaz TE, Zehir C.
europepmc +1 more source
Can systematic skewness factors predict future interest rates: Evidence from China. [PDF]
Liang X, Sun Y.
europepmc +1 more source
'Beyond GDP' Requires Replacement, Not Just Additional Metrics. [PDF]
van den Bergh J.
europepmc +1 more source
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