Results 71 to 80 of about 1,157,980 (244)

Connectedness of Agricultural Commodities Under Climate Stress: Evidence from a TVP-VAR Approach

The Scientist
Agricultural markets are increasingly exposed to global risks as climate change intensifies and macro-financial volatility becomes more prevalent. This study examines the dynamic interconnection between major agricultural commodities—soybeans, corn ...
Nini Johana Marín-Rodríguez, Juan David González-Ruíz, Sergio Botero   +2 more
semanticscholar   +1 more source

Coin Specific Sentiments Matter For The Non-Fungible Tokens Spillovers: How And When?

Buletin Ekonomi Moneter dan Perbankan, 2023
This paper explores the impact of sentiment on return spillovers among seven major Non-Fungible Tokens (NFTs). Using daily sentiment data from Thomson Reuters MarketPysch Indices and controlling for uncertainty factors and NFT sales, we examine the ...
Oguzhan Cepni, Ahmet Faruk Aysan
doaj   +1 more source

Heating the Inflation Inequality in Greece

International Journal of Finance &Economics, EarlyView.
ABSTRACT The aim of the current study is twofold. First, we assess the household inflation inequality in Greece not only across different income groups but also across other households' social and economic characteristics, such as occupational status and household composition, among others.
Stavros Degiannakis, Panagiotis Delis, George Filis   +2 more
wiley   +1 more source

CDS Primleri ile Petrol Arasındaki Bağlantılılık ve Portföy Stratejileri: Asimetrik TVP-VAR Yaklaşımdan Kanıtlar

Trends in Business and Economics
Bu çalışmada petrol ihraç eden altı ülke CDS primleriyle ham petrol getirileri arasındaki bağlantılılık, portföy stratejileri ve riskten korunma (hedge) açısından çeşitli analizler yapılmıştır.
Bahri Fatih Tekin, Z. Şenol
semanticscholar   +1 more source

Interpretable Deep Learning for REIT Return Forecasting: A Comparative Study of LSTM, TVP–VAR Proxy, and SHAP-Based Explanations

International Journal of Financial Studies
Forecasting returns in Real Estate Investment Trust (REIT) markets remains challenging because REIT performance is shaped by nonlinear and time-varying interactions with macro-financial conditions. This study evaluates the forecasting performance of Long
Eddy Suprihadi, Nevi Danila, Zaiton Ali, Gede Pramudya Ananta   +3 more
doaj   +1 more source

The Time-(In)Variant Interplay of Government Spending and Private Consumption in Brazil

Economia Aplicada, 2015
O presente estudo analisa a relação entre gasto público e consumo privado no Brasil através de um modelo VAR com parâmetros variantes no tempo e volatilidade estocástica, estimado com simulação bayesiana para o período 1996:T1–2014:T2.
Diego Ferreira
doaj   +3 more sources

Low‐Field NMR Relaxometry for Elucidating the Effect of Temperature on the Rehydration Kinetics and pH and Ionic Strength on Rehydration Capacity of Texturized Soy Protein

Magnetic Resonance in Chemistry, EarlyView.
NMR T2 relaxation measurements enabled following hydration kinetics of texturized soy protein in real time, and to examine the effects of pH and ionic strength on water mobility in rehydrated, texturized soy protein at equilibrium. ABSTRACT Rehydration of texturized vegetable proteins (TVPs) is decisive for their functional properties, but little is ...
Louise Margrethe Arildsen Jakobsen, Narges Fathali, Heidi Najbjerg, Hanne Christine Bertram   +3 more
wiley   +1 more source

A Hybrid Mathematical and Deep Learning Framework for Forecasting Volatility Spillovers in Green Finance and Renewable Energy Markets

Mathematics
This study proposes a novel hybrid mathematical framework that integrates the Time-Varying Parameter Vector Autoregression (TVP-VAR) connectedness approach with Long Short-Term Memory (LSTM) deep learning networks to analyze, forecast, and manage ...
Abdulazeez Y. H. Saif-Alyousfi
doaj   +1 more source

Dynamic spillovers between climate risk, energy transition, and sustainable finance: implications for financial markets [PDF]

International Journal of Climate Change Strategies and Management
PurposeThe purpose of this paper is to analyze the dynamic interconnections and spillover effects among climate risk, carbon emissions, renewable and nonrenewable energy markets and sustainable finance instruments over time and across different market ...
Dhoha Mellouli
doaj   +1 more source

Does Online Public Opinion Regarding Swine Epidemic Diseases Influence Fluctuations in Pork Prices?—An Analysis Based on TVP-VAR and LDA Models

Agriculture
In modern society with a highly developed Internet, online public opinions on swine epidemic diseases have become one of the important influencing factors for the fluctuation of pork prices. In this paper, the Baidu AI large model, Time-Varying Parameter-
Fei Li, Hui-Shang Li, Xin Dai, Hongjie Ren, Huai-Yang Li   +4 more
semanticscholar   +1 more source