Results 1 to 10 of about 253,423 (302)
Volatility spillover and hedging strategies between the European carbon emissions and energy markets
Energy Strategy Reviews, 2023 Much attention has been paid to the complex risk transmission between carbon and energy markets along with the increasing global financial market integration.
Chun-Ping Chang
exaly +3 more sources
Analysis of meat price volatility and volatility spillovers in Finland [PDF]
Agricultural Economics (AGRICECON), 2020 Unforeseen important changes in price can present a significant risk in the market. The price fluctuation of agricultural commodities has raised concern for studying the volatility of different agricultural products.
Marwa Ben Abdallah +2 more
doaj +2 more sources
Asymmetric volatility spillover among Chinese sectors during COVID-19 [PDF]
International Review of Financial Analysis, 2021 Muhammad Abubakr Naeem +2 more
exaly +2 more sources
Volatility spillover from the united states and Japanese stock markets to the Vietnamese stock market: A frequency domain approach [PDF]
Panoeconomicus, 2021 Using frequency domain analysis, this paper examines the volatility spillover from the United States and Japanese stock markets to the Vietnamese stock market.
Nghi Le Dinh, Kieu Nguyen Minh
doaj +1 more source
Frontiers in Public Health, 2022 The outbreak of the COVID-19 epidemic intensified the volatility of commodity markets (the energy and precious metals markets), which created a significant negative impact on the volatility spillovers among these markets. It may also have triggered a new
Xiaoyu Tan +5 more
doaj +1 more source
Ekoist Journal of Econometrics and Statistics, 2022 Volatility is the upward and downward movements in the prices of financial assets that are used as indicators of price and involves the income fluctuation levels of investment instruments. Volatility has great importance in assessing risk and uncertainty
Nazan Şak +1 more
doaj +1 more source
Borsa Istanbul Review, 2021 This paper examines the direction and extent of the asymmetric volatility connectedness among international equity markets using 5-minute interval data from 16 stock markets.
Walid Mensi +3 more
doaj +1 more source
Are the systemic risk spillovers of good and bad volatility in oil and global equity markets alike?
Energy Strategy Reviews, 2023 This paper explores the asymmetric connectedness of systemic risk between the oil and global stock markets in both the time and frequency domains. To do so, we introduce time-varying parametric vector autoregressive (TVP-VAR) spillover index models and ...
Qichang Xie, Jingrui Qin, Jianwei Li
doaj +1 more source
A test for volatility spillovers [PDF]
Economics Letters, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martin Sola +2 more
openaire +2 more sources
Volatility Spillovers among Cryptocurrencies [PDF]
Journal of Risk and Financial Management, 2021 The cryptocurrency market has experienced stunning growth, with market value exceeding USD 1.5 trillion. We use a DCC-MGARCH model to examine the return and volatility spillovers across three distinct classes of cryptocurrencies: coins, tokens, and stablecoins.
openaire +2 more sources