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Volatility Spillovers with Spatial Effects on the Oil and Gas Market
SSRN Electronic Journal, 2018The article is devoted to the estimation of volatility spillovers occurred on the oil and gas market taking into account cross-sectional dependence. The latter is implemented via spatial specifications of the BEKK multivariate volatility model. We also use DCC, GO-GARCH and ADCC models as a benchmark.
Efrosiniya Karatetskaya +1 more
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Spatial Spillover Effect of Provincial Institutional Quality in Vietnam
2023Viet Quoc Nguyen, Chon Van Le
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Spatial Spillover Effects of Local Government Implicit Debt
In recent years, implicit debt of Chinese local governments has continued to accumulate. The 15th Five-Year Plan explicitly identifies the prevention and resolution of local government debt risks as a core task of fiscal security. Against the backdrop of highly interconnected regional economies, localized debt risks can readily spread across provinces ...Fanglin Su, Liu Zhenyu
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Spillover Effects of Natural Disasters on Banks: A Spatial Framework
SSRN Electronic Journal, 2022James R. Barth +4 more
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Spatial spillover effects of transportation infrastructure on urbanization
Sixth International Conference on Traffic Engineering and Transportation System (ICTETS 2022), 2023openaire +1 more source
Spillover effects in neighborhood housing value change: a spatial analysis
Housing Studies, 2022Hee-Jung Jun
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