Results 41 to 50 of about 1,157,980 (244)

Dynamic Spillovers of Economic Policy Uncertainty: A TVP-VAR Analysis of Latin American and Global EPU Indices

Economies
This study examines the dynamic interconnectedness of economic policy uncertainty (EPU) among Latin American economies—Brazil, Chile, Colombia, and Mexico—and significant international regions, including the United States, Europe, and Japan, as well as a
N. Marín-Rodríguez, Juan David González-Ruíz, Sergio Botero   +2 more
semanticscholar   +1 more source

Estimation results of TVP-VAR model.

, 2018
Estimation results of TVP-VAR model.
Zhifang He (5613911), Fangzhao Zhou (5613914)   +1 more
core   +1 more source

Multi‐tissue Metabolic GWAS and Drought‐Responsive Multi‐omics Reveal the Genetic Basis of the Quinoa Metabolome

Advanced Science, EarlyView.
A multi‐omics framework combining multitissue genome‐wide association studies, metabolomics, transcriptomics, proteomics, and functional validation uncovers the genetic basis of specialized metabolism in quinoa. The study identifies hundreds of metabolite‐associated loci, prioritizes candidate genes for saponin, betalain, and flavonoid biosynthesis ...
Julia von Steimker, Elodie L. Rey, Clara Stanschewski, Regina Wendenburg, Annabella Klemmer, Markéta Macho, Venkatesh P. Thirumalaikumar, Noha O. Saber, Aleksandra Skirycz, Alisdair R. Fernie, Mark Tester, Saleh Alseekh   +11 more
wiley   +1 more source

Frequency Connectedness and Portfolio Implication Between Financial, Green and Commodity Markets: A TVP-VAR Approach

Studies in Nonlinear Dynamics & Econometrics
This paper examines the dynamic connectedness and optimal hedging strategy of the global stock markets indices, commodities and green bonds. We use the novel frequency TVP-VAR method, and then we apply different portfolio construction approaches, namely ...
Nawel Ben Amor, Amal Ghorbel, Slah Bahloul   +2 more
semanticscholar   +1 more source

The impact of central bank digital currency news on the stock and cryptocurrency markets: Evidence from the TVP-VAR model [PDF]

, 2023
This study employs a non-linear framework to investigate the impacts of central bank digital currency (CBDC) news on the financial and cryptocurrency markets.
Helmi, Mohamad Husam, Akdeniz, Coşkun, Çatık, Abdurrahman Nazif, Catik, Abdurrahman Nazif   +3 more
core   +1 more source

A TVP-VAR assessment of the spillover effects of geopolitical risk shocks on macroeconomic variability: a study of the Ghanaian economy

Future Business Journal
Our study verified the implications of the spillover of geopolitical risk (GPR) shocks to the economic crisis in Ghana. Our analysis employed the VAR-based spillover models by Diebold and Yilmaz (Int J Forecast 28:57–66, 2012; J Econ 182:119–134, 2014 ...
Kwame Ofori Asomaning, Shah Hamayoon, Emmanuel Uche   +2 more
doaj   +1 more source

Baltık Kuru Yük Endeksi, Petrol, Altın, Dolar, MSCI Dünya Endeksi Arasındaki Volatilite Yayılımı

Ekonomi, Politika & Finans Araştırmaları Dergisi, 2022
Finansal piyasalarda oluşabilecek fiyat hareketlerinin yönü hakkında bilgi sahibi olmak yatırımcılar, portföy yöneticileri ve riskten korunmak isteyenler için oldukça önemlidir.
Kader Çınar, Şerife Kılıcaslan, Erdinç Akyıldırım, Arife Özdemir Höl   +3 more
doaj   +1 more source

Enabling Bioprocess Upscaling Prediction Through Hybrid Modelling and Transfer Learning Under Small‐Data Scenarios

Biotechnology and Bioengineering, EarlyView.
ABSTRACT Accurate prediction of bioprocess scale‐up is critical for accelerating the deployment of novel and sustainable biomanufacturing systems. However, this remains challenging as multi‐scale data is expensive to generate and mechanistic understanding is often incomplete, leading upscaling decisions to rely heavily on empirical expertise. This work
Harvey Al‐Ramadhan, Fernando Vega‐Ramon, Keju Jing, Dongda Zhang   +3 more
wiley   +1 more source

Connectedness Between Green Financial and Cryptocurrency Markets: A Multivariate Analysis Using TVP-VAR Model and Wavelet-Based VaR Analysis

Journal of Risk and Financial Management
This paper examines the interconnection and wavelet coherence between the green cryptocurrency market and the green conventional market, utilizing daily data. The research period covers 1 July 2020 to 30 September 2024.
Lamia Sebai, Yasmina Jaber
semanticscholar   +1 more source

Dynamic Spillovers Between FinTech, Blockchain, and Green Finance: A Quantile Connectedness Approach

Business Strategy and the Environment, EarlyView.
ABSTRACT This paper explores how financial innovation and environmental sustainability intersect by analyzing spillovers between FinTech, blockchain energy use, and green finance. Using a Quantile Vector Autoregression (QVAR) framework, we examine weekly data from 2018 to 2024 across 11 digital, environmental, and macro‐financial indices.
Mehmet Sahiner, Sisi Sung, James Devlin
wiley   +1 more source