Results 51 to 60 of about 1,157,980 (244)
Transmisión de la política monetaria en Colombia: Una aproximación TVP-VAR [PDF]
, 2018 El presente trabajo de tesis pretende evaluar cómo ha cambiado el impacto de la política monetaria en Colombia durante el periodo 2000-2017, mediante el uso de un modelo de parámetros cambiantes de vectores autoregresivos (TVP-VAR).
Parra Amado, Daniel
core
Research In International Business and FinanceOur paper applies a time-varying parameter vector autoregression (TVP-VAR) in combination with an extended joint connectedness approach to investigate interlinkages among carbon emissions futures and the volatility of the renewable energy sector.
H. Lê +3 more
semanticscholar +1 more source
Time-Varying Volatility Spillover Nexus between the Green Economy and Financial Risk Indicators
İstanbul İktisat DergisiSustainability is a comprehensive development approach that seeks to preserve natural resources for future generations while accounting for the environmental and social impacts of economic activities. A central component of sustainable development is the
Fatih Güzel
doaj +1 more source
Pamukkale University Journal of Social Sciences Institute, 2019 Bu makalede Turkiye’de parasal aktarim mekanizmalarindaki degisimin finansal kosullarin rolu dikkate alinarak incelenmesi amaclanmaktadir. Bu cercevede, parasal degiskenler ve finansal kosullarin fiyatlar ve iktisadi aktivite uzerindeki etkileri zamanla degisen parametreli vektor otoregresif (TVP-VAR) modellerin tahmininden elde edilen etki-tepki ...
AKDENİZ, Coşkun, ÇATIK, Nazif
openaire +5 more sources
Do Commodity Prices and Energy Markets Drive Asymmetric Volatility in Biodiversity Finance?
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines symmetric and asymmetric volatility spillovers among biodiversity finance, commodity prices, and energy markets using daily data from 2019 to 2025. We apply the Diebold–Yilmaz time–domain connectedness model, Baruník–Křehlík frequency–domain decomposition, and an asymmetric spillover framework.
Ijaz Younis +4 more
wiley +1 more source
TAYLOR KURALININ FARKLI PARA POLİTİKASI REJİMLERİ ALTINDA GEÇERLİLİĞİ: TÜRKİYE EKONOMİSİ İÇİN TVP-VAR MODELİ UYGULAMASI [PDF]
, 2021 Bu çalışmanın amacı, Türkiye ekonomisi için Taylor kuralını zamanla-değişen parametreli vektör otoregre- sif (TVP-VAR) modeli üzerinden analiz etmektir.
Akdeniz, Coşkun, Coşkun AKDENİZ
core +1 more source
SAGE OpenThis study examines the dynamic connectedness among energy ETFs, sustainability ETFs, and the USA technology sector indices using a quantile vector autoregression (QVAR) and time-varying parameter VAR (TVP-VAR) framework over the period October 2014 to ...
Bashir Ahmad Fida +3 more
doaj +1 more source
EconomiesThis study analyzes how sectoral stock volatility in the GCC region responds to global financial uncertainty shocks originating from the U.S. (CBOE VIX), Europe (VSTOXX-50), Bitcoin investors’ Sentiment Indices (BSI), and disaggregated global Financial ...
Mosab I. Tabash +4 more
doaj +1 more source
Anatomy of the Soft Palate and Its Role in Upper Airway Function: A Narrative Review
Clinical Anatomy, EarlyView.ABSTRACT The soft palate is a complex anatomical structure, located at the posterior aspect of the oral and nasal cavities, able to dynamically create valve closure of the nasal and the oral cavities. Its precise movement is critical for speech, swallowing, and respiration. Despite its functional importance, detailed characterization of its constituent
James C. D. Miller +4 more
wiley +1 more source
Humanities and Social Sciences CommunicationsGeopolitical risk (GPR) is a critical volatility driver in agricultural futures markets. This paper innovatively integrates the cross-quantilogram approach and TVP-VAR-BK model to construct a two-dimensional framework of “extreme shock - systematic ...
Xinghan Ren +3 more
semanticscholar +1 more source