Results 21 to 30 of about 194,495 (358)

Interregional and intersectoral interaction of digital economy in China

open access: yesFrontiers in Environmental Science, 2023
With the continuous advancement of the integration of the world’s digital economy, the economic development of various regions has become increasingly interdependent.
Zhong Ma   +8 more
doaj   +1 more source

WIC Contract Spillover Effects [PDF]

open access: yesReview of Industrial Organization, 2013
Under the U.S. Special Nutrition Program for Women, Infants, and Children (WIC) program, the three major infant formula manufacturers compete for WIC supply contracts, state by state. Policy makers have been puzzled by the question of why the contracted WIC price is substantially lower than the retail (non-WIC) price.
Huang, Rui, Perloff, Jeffrey M.
openaire   +4 more sources

Causal Spillover Effects Using Instrumental Variables [PDF]

open access: yesJournal of the American Statistical Association, 2022
I set up a potential outcomes framework to analyze spillover effects using instrumental variables. I characterize the population compliance types in a setting in which spillovers can occur on both treatment take-up and outcomes, and provide conditions for identification of the marginal distribution of compliance types.
openaire   +2 more sources

Volatility Spillover Effect of Pan-Asia’s Property Portfolio Markets

open access: yesMathematics, 2021
This study assesses the spillover effect of the listed property companies that cover pan-Asian countries, namely Malaysia, Thailand, Indonesia, Singapore, Vietnam, South Korea, Japan, China, the Philippines, and Hong Kong.
Mário Nuno Mata   +3 more
doaj   +1 more source

An Empirical Analysis of Oil and Stock Markets’ Volatility Based on the DGC-MSV-t Model

open access: yesJournal 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
doaj   +1 more source

Asymmetric Risk Connectedness between Crude Oil and Agricultural Commodity Futures in China before and after the COVID-19 Pandemic: Evidence from High-Frequency Data

open access: yesEnergies, 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
doaj   +1 more source

Risk Dependence and Risk Spillovers Effect from Crude Oil on the Chinese Stock Market and Gold Market: Implications on Portfolio Management

open access: yesEnergies, 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
doaj   +1 more source

Spillover Effects in International Business Cycles [PDF]

open access: yesSSRN 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

Assessing volatility spillover effect between international milk powder and China’s raw milk markets in the context of import growth

open access: yesCogent 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?

open access: yesAgricultural 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
doaj   +1 more source

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