Results 1 to 10 of about 768 (142)
Energies, 2021 We investigated the connectedness of the returns and volatility of clean energy stock, technology stock, crude oil, natural gas, and investor sentiment based on the time-varying parameter vector autoregressive (TVP-VAR) connectedness approach.
Shigeyuki Hámori, Hámori Shigeyuki
exaly +3 more sources
Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets: A TVP-VAR-Connectedness Approach [PDF]
FoodsThe global food market’s escalating volatility has led to a complex network of uncertainty and risk transmission across different grain markets. This study utilizes the Time-Varying Parameter Vector Autoregression (TVP-VAR)-Connectedness approach to ...
Huidan Xue +3 more
doaj +2 more sources
The dynamic impact mechanism of China's financial conditions on real economy and international crude oil market [PDF]
Heliyon, 2023 As financial conditions become more complex and variable, capturing economic patterns becomes harder. The Financial Conditions Index (FCI) has gained traction as a tool to assess the performance of financial markets in nations or regions.
Jiahui Li, Hongming Li, Yuanying Jiang
doaj +2 more sources
Interstage market spillovers of the photovoltaic industry chain in China [PDF]
Scientific ReportsDriven by the goals of “carbon peak and carbon neutrality”, China’s photovoltaic industry has experienced rapid expansion, which provides a unique opportunity to study dynamic spillover effects within a structured industry framework. This study uses data
Jia Wang, Lanze Li, Tao Shen
doaj +2 more sources
Leadership shift in the global soybean market: Dynamic connectedness approach (TVP-VAR) [PDF]
HeliyonThe price transmission in international soybean market has been extensively examined. However, recent econometric advancements have enabled the application of dynamic connectedness methodology as outlined by Antonakakis and Gabauer (2017) [1], which is ...
Gustavo María Barboza Martignone +3 more
doaj +2 more sources
TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict
Ekonomi, Politika & Finans Araştırmaları Dergisi, 2022 This paper aims to examine the spillover between volatilities obtained from the Conditional Autoregressive Range (CARR) process with the Time-Varying Parameter Vector Autoregressive (TVP-VAR) based Diebold-Yilmaz approach.
Yakup Arı
doaj +1 more source
Analysis of the impact of central bank digital currency on stock markets: Dynamics and implications [PDF]
Banks and Bank Systems, 2023 The purpose of the study is to explore the influence of central bank digital currency on stock markets. To realize the purpose, the TVP-VAR model was built, which determines the impact of volatility of the CBDC attention index (CBDCAI) on the volatility ...
Serhiy Frolov +4 more
doaj +1 more source
Oil Price Shocks to Foreign Assets and Liabilities in Saudi Arabia under Pegged Exchange Rate
Mathematics, 2022 The Saudi economy ought to maintain a significant amount of foreign exchange reserves due to the pegged exchange rate regime. As a hydrocarbon economy, we measure the dynamic response of external assets and liabilities of banks to the international oil ...
Nahla Samargandi, Kazi Sohag
doaj +1 more source
Entropy, 2021 In this paper, we investigate the time-varying interconnectedness of international Real Estate Investment Trusts (REITs) markets using daily REIT prices in twelve major REIT countries since the Global Financial Crisis.
Keagile Lesame +3 more
doaj +1 more source
IET Networks, EarlyView., 2023 We utilise a metaheuristic optimisation method, inspired by nature, called the Lévy‐flight firefly algorithm (LFA), to tackle the power regulation and user grouping in the NOMA systems. Abstract The non‐orthogonal multiple access strategies have shown promise to boost fifth generation and sixth generation wireless networks' spectral efficiency and ...
Zaid Albataineh +4 more
wiley +1 more source