Results 121 to 130 of about 1,157,980 (244)

Analysis of factors influencing small-scale agricultural product prices from the perspective of the online public—a case study of China

Frontiers in Sustainable Food Systems
In recent years, the high-frequency abnormal price fluctuations of small-scale agricultural products have been detrimental to market stability. The traditional method based on statistical data of production factors can no longer accurately predict ...
Lifang Fu, Huaxu Zhang
doaj   +1 more source

How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. [PDF]

Resour Policy, 2021
Adekoya OB, Oliyide JA.
europepmc   +1 more source

Asymmetric spillover and quantile linkage between the United States and ASEAN+6 stock returns under uncertainty

Journal of Open Innovation: Technology, Market and Complexity
This study examines the spillover and connectedness network among the United States and the Association of Southeast Asian Nations (ASEAN)+6 stock market returns during times of uncertainty in the world economy, such as the COVID-19 pandemic and the ...
Surachai Chancharat, Nongnit Chancharat
doaj   +1 more source

Examining the impact of monetary policy in Turkey: TVP-VAR with stochastic volatility

Panoeconomicus
This study aimed to examine the time-varying effects of monetary policy on macroeconomic variables, addressing the price puzzle problem in Turkey from 1994 and 2020 by using a time-varying parameter vector autoregression with a stochastic volatility model. The spread between long-term and short-term interest rates served as a measure of monetary policy.
Savas Gayaker, Yeliz Yalcin
openaire   +1 more source

Monetary policy spillovers between the US and African Central Banks: A time- and frequency-varying connectedness study

Central Bank Review
This study investigates time and frequency connectedness between monetary policy in the US and 7 African countries to determine the extent to which US monetary policy influences policy conduct amongst African Central Banks.
Clement Moyo, Andrew Phiri
doaj   +1 more source

A Multiscale Decomposition-Ensemble Framework with Explainable AI for Carbon Price Forecasting and Driver Analysis

Systems
Accurate carbon price prediction and fluctuation analysis are essential for carbon market risk management and achieving carbon neutrality goals. However, carbon prices exhibit complex multi-scale nonlinear dynamics intertwined with time-varying external ...
Yuanyuan Ma, Siyu Peng, Yun Yu
doaj   +1 more source

Spillover Effects in Green and Traditional Assets During Global Crises: Evidence from TVP-VAR Analysis

International Journal of Energy Economics and Policy
This paper employs the Time-Varying Parameter Vector Autoregression (TVP-VAR) model to analyze return and volatility spillovers, along with portfolio implications, across Green Bonds (GB), ESG stocks, the clean energy index (SP_CE), green ...
Felicia Chiaka, Gwenda Deanita, Fitriya Fauzi   +2 more
semanticscholar   +1 more source

Carbon Market Efficiency and Economic Policy Uncertainty: Evidence from a TVP‐VAR Model

Discrete Dynamics in Nature and Society
This paper examines the dynamic linkages among economic policy uncertainty (EPU), the green bond market, the carbon market, and the macroeconomy using the time‐varying parameter vector autoregressive (TVP‐VAR) model with monthly data spanning from January 2016 to December 2021.
Min Liu, Ruixin Huang, Lu Yang
openaire   +2 more sources

Oil Price Volatility and Tail Risk Dynamics in the Indian Stock Market: Insights From the CAViaR and TVP ‐ VAR Models

International Review of Finance
This study examines tail risk transmission across Indian stock sectors, employing the conditional autoregressive value‐at‐risk (CAViaR) model and time‐varying parameter vector autoregression (TVP‐VAR) methodology.
S. Pham, P. Srivastava, Thao Thac Thanh Nguyen   +2 more
semanticscholar   +1 more source

Effects of Oil Shocks on the Trade Balance of Azerbaijan: Evidence from the TVP-VAR Model

International Journal of Energy Economics and Policy
This study examines the effect of oil shocks on Azerbaijan’s trade balance using a Time-Varying Parameter Vector Autoregression (TVP-VAR) model, drawing on monthly data from December 1994 to November 2024.
A. Çatık, Esra Ballı, E. Arica, S. Makhmudov, Sevara Sultanova, Nozima Uktamova   +5 more
semanticscholar   +1 more source