Association between stock market volatility and severe mental disorders: a multi-city time-series study. [PDF]
Hu J +10 more
europepmc +1 more source
Volatility spillovers and contagion from mature to emerging stock markets [PDF]
This paper models volatility spillovers from mature to emerging stock markets, tests for changes in the transmission mechanism during turbulences in mature markets, and examines the implications for conditional correlations between mature and emerging ...
Beirne, John +3 more
core
Fueling Tomorrow: Scenario Planning for the Future of Gas Stations
ABSTRACT Transport electrification is reshaping the service infrastructures that mediate everyday mobility, yet most electrification scenario studies remain macrolevel and offer limited insight into how incumbent forecourt (gas‐station) networks can adapt under deep uncertainty.
Joao Gabriel Rosa +2 more
wiley +1 more source
The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic. [PDF]
Li Y, Liang C, Ma F, Wang J.
europepmc +1 more source
Have volatility spillover effects of cointegrated European stock markets increased over time? [PDF]
In this study volatility spillover effects in preselected cointegrated European stock markets are investigated. The data generating processes are estimated by applying Vector-Auto Regression (VAR) models. Thereby, the impacts of volatility spillovers are
Klaus Grobys
core
ABSTRACT This study examines the strategic efficacy of corporate low‐carbon energy transition, such as through nuclear energy adoption, as a response to decarbonization pressures. Analyzing an international sample of energy firms, we demonstrate that the relationship between this form of transition and emission reductions is not technologically ...
Bilal Ahmed Abbasi +4 more
wiley +1 more source
DETERMINATION OF VOLATILITY AND MEAN RETURNS: AN EVIDENCE FROM AN EMERGING STOCK MARKET [PDF]
In the present research we work with excess returns for an emerging stock market i.e. Jamaican Stock Price Index for the determination of volatility persistence and persistence in the mean returns series.
KIANI, Khurshid M.
core
Supply Chain Network, ESG Scores and Financial Performance
ABSTRACT This paper provides novel evidence on the role of supply chain networks in influencing firms' environmental, social and governance (ESG) scores and financial performance. Our analysis employs financial, board, ESG and supply chain data, resulting in an unbalanced panel of over 16,000 firm‐year observations from 3028 publicly traded US firms ...
Michail Filippidis +2 more
wiley +1 more source
Retraction notice to "Dynamic association of stock market volatility, foreign portfolio investment and macroeconomic indicators by taking the impact of structural breaks" [Heliyon 9 (2023) e19115]. [PDF]
Shah SSH +7 more
europepmc +1 more source
On the out-of-sample predictability of stock market returns [PDF]
In this paper, we provide new evidence of the out-of-sample predictability of stock returns. In particular, we find that the consumption-wealth ratio in conjunction with a measure of aggregate stock market volatility exhibits substantial out-of-sample ...
Hui Guo
core

