Results 21 to 30 of about 192,671 (311)
Detecting Intra-Urban Housing Market Spillover through a Spatial Markov Chain Model
ISPRS International Journal of Geo-Information, 2020 This study analyzed the spillovers among intra-urban housing submarkets in Beijing, China. Intra-urban spillover imposes a methodological challenge for housing studies from the spatial and temporal perspectives.
Daijun Zhang +5 more
doaj +1 more source
An Empirical Analysis of Oil and Stock Markets’ Volatility Based on the DGC-MSV-t Model
Journal of Mathematics, 2021 We investigate the spillover effect between crude oil future prices, crude oil spot prices, and stock index by using the multivariate stochastic volatility model.
Jing Zhang, Ya-Ming Zhuang, Jia-Bao Liu
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Energies, 2023 Based on the spillover index and an improved spillover asymmetric measure method, this paper studies the volatility spillover and its asymmetric effect between crude oil and agricultural commodity futures in pre- and post-outbreak of COVID-19.
Deyuan Zhang +3 more
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Energies, 2023 We analyze crude oil’s dependence and the risk spillover effect on the Chinese stock market and the gold market. We compare both static and dynamic copula functions and calculate the average upward and downward spillover effect using the time-varying ...
Bin Mo, Juan Meng, Guannan Wang
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Spillover Effects in International Business Cycles [PDF]
SSRN Electronic Journal, 2020 To analyze the international transmission of business cycle fluctuations, we propose a new multilevel dynamic factor model with a block structure that (i) does not restrict the factors to being orthogonal and (ii) mixes data sampled at quarterly and monthly frequencies.
Camacho, Maximo +2 more
openaire +2 more sources
Cogent Food & Agriculture, 2023 With the increased opening of China’s dairy industry to the outside world and the cost advantages of imported dairy products, China’s dairy product import trade has grown rapidly in recent years.
Qianqian Wang +2 more
doaj +1 more source
Is there co-movement between the China and US agricultural futures markets?
Agricultural Economics (AGRICECON), 2015 The paper examines the co-movements between the agricultural markets of China and the US. First, the empirical findings indicate that long-term equilibrium exists between the China and US soybean futures markets but not in the wheat futures markets ...
Bing Zhang
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Revisiting spillover effect: An empirical evidence from GARCH-ARMA approach [PDF]
Industrija, 2021 This study analyzes the spillover effect of markets' commodity, exchange rate, and stock price. Starting from July 1, 2009, the daily data to December 31, 2019, are conducted in our study. The GARCH-ARMA approach has been undertaken in this study.
Dolfriandra Huruta Andrian +4 more
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Spillover effects of pro-environmental behavior in the Metaverse
Frontiers in PsychologyExisting research has extensively explored the spillover effects of pro-environmental behavior. However, systematic research regarding the spillover effects and psychological mechanisms of pro-environmental behavior in the Metaverse remains scarce.
Xiaoming Wang +3 more
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The moderating effect of psychological trust on knowledge spillovers and firms’ open innovation
Frontiers in Psychology, 2022 Psychological trust is an important link in building interpersonal relationships and has a significant impact on the attitude and behavior of knowledge subjects.
Rui Huang +3 more
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