Results 221 to 230 of about 1,157,980 (244)

Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches

Resources Policy, 2022
Aswini Mishra, Kshitish Ghate
exaly  

Time-frequency spillovers between carbon, fossil fuels, and clean energy markets: New insights from the TVP-VAR framework

Energy
Qin Yi, Yuanying Jiang
semanticscholar   +1 more source

How do Carbon Pricing Spillover Effects Impact Green Asset Price Volatility? An Empirical Study Based on the TVP-VAR-DY Model

Economic Analysis and Policy
Zheng He, Zhengkai Liu, Cong-Zhi Zhang, Yuanjun Zhao   +3 more
semanticscholar   +1 more source

Crude Oil and Islamic Sectoral Stocks: Asymmetric Tvp-Var Connectedness and Investment Strategies

SSRN Electronic Journal, 2022
Oluwasegun B. Adekoya, Ademola B. Akinseye, Nikolaos Antonakakis, Ioannis Chatziantoniou, David Gabauer, Johnson Oliyide   +5 more
openaire   +1 more source

Exploring the time-varying dependence between Bitcoin and the global stock market: Evidence from a TVP-VAR approach

Finance Research Letters, 2023
Tianding Zhang
exaly  

A Feasible Likelihood-Based Estimation of a TVP-VAR

SSRN Electronic Journal, 2018
openaire   +1 more source

Liquidity - The Role of Broker-Dealers in a TVP VAR Setting

SSRN Electronic Journal, 2013
openaire   +1 more source

Dynamic relationship among climate policy uncertainty, oil price and renewable energy consumption—findings from TVP-SV-VAR approach

Renewable Energy, 2023
Abu Bakkar Siddik, Houjian Li, Lili Guo   +2 more
exaly  

Dynamics analysis of factors affecting electricity consumption fluctuations based on economic conditions: Application of SVAR and TVP-VAR models

Energy, 2021
Parisa Esmaeili, Meysam Rafei
exaly  

Connectedness Among Geopolitical Risk, Inflation, Currency Values, and Exports by TVP-VAR Analysis: A Worldwide Perspective

Peace Economics, Peace Science and Public Policy, 2023
Nikolaos Kyriazis, Emmanouil M L Economou, Andreas Stergiou   +2 more
exaly