Results 31 to 40 of about 10,109,486 (308)
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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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 +8 more
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Spillover effects and the evolution of firm clusters [PDF]
Journal of Economic Behavior & Organization, 2003 Abstract In this paper we consider the impact of spillovers occurring within each of two groups of firms on the long run agglomeration patterns in a market. In each period every single firm can either produce for this market or choose some outside option (e.g. a risky asset).
Bischi, G.-I., Dawid, Herbert, Kopel, M.
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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
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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 +3 more
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Managed Care Spillover Effects [PDF]
Annual Review of Public Health, 2003 ▪ Abstract In addition to influencing care for patients enrolled in managed care plans, growth in managed care could lead to broad changes in the structure and functioning of the health care system that could ultimately influence care for all patients, even those not covered by managed care plans.
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Can Formal Institutions Lead to the Spillover Effect of Cooperation? [PDF]
, 2021 Can formal institutions shape prosocial behavior and lead to the spillover effect of cooperation? To explore this question, we experimentally test the spillover- based theory in a novel context.
Mekvabishvili, Rati
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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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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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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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