Results 21 to 30 of about 9,379,925 (161)

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
doaj   +1 more source

Interregional and intersectoral interaction of digital economy in China

Frontiers 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, Zhong Ma, Xingxing Niu, Xingxing Niu, Weijing Ma, Yanxia Kang, Yanxia Kang, Weiwei Xie, Weiwei Xie   +8 more
doaj   +1 more source

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

Mathematics, 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, Muhammad Najib Razali, Sónia R. Bentes, Isabel Vieira   +3 more
doaj   +1 more source

Regional disparities in the spillover effect [PDF]

, 2018
The aim is to identify differences in spillovers between regions within the economy of the Czech Republic. Based on the choice of spillover effect determinants and a shift-share analysis, a regional spillovers indicator has been constructed.
Kotikova, Sylvie
core   +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
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

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, Wensen She, Fang Qu, Chunyan He   +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

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
doaj   +1 more source

Are there Spillover Effects From Munis?

IMF Working Papers, 2011
This paper studies the spillover effects both within the bond markets for individual U.S. states and between the latter and the market for U.S. Treasury securities. We perform the Forbes and Rigobon (2002) spillover test using daily bond yield data over the period 2005 to 2011. Results are twofold.
Bertrand Candelon, Rabah Arezki, Amadou Sy   +2 more
openaire   +3 more sources

Spillover effects of pro-environmental behavior in the Metaverse

Frontiers in Psychology
Existing 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, Xiaoming Wang, Keqin Zhang, Jie Yu   +3 more
doaj   +1 more source

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

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, Rongzhu Cheng, Wangfang Xu   +2 more
doaj   +1 more source