Results 141 to 150 of about 253,423 (302)
Global food and energy markets: volatility transmission and impulse response effects [PDF]
This paper investigates volatility spillover across crude oil market and wheat and corn markets. The corn commodity is taken here to assess the impact of change in demand for biofuel on wheat market.
Sergi, Bruno, Onour, Ibrahim
core
Volatility spillover around price limits in an emerging market. [PDF]
Financ Res Lett, 2021 Aktas OU, Kryzanowski L, Zhang J.
europepmc +1 more source
Agentic AI and Circular Procurement Performance: An Empirical Study
Business Strategy and the Environment, EarlyView.ABSTRACT Organizations that practice circular procurement in this rapidly changing world face many uncertainties. However, emerging digital technologies, such as agentic AI, can help manage resources and improve responsiveness to better serve both internal and external customers.
Surajit Bag +3 more
wiley +1 more source
HIGH PRICE VOLATILITY AND SPILLOVER EFFECTS IN ENERGY MARKETS [PDF]
Replaced with revised version of paper 07/22/11.Asymmetric shocks, energy markets, oil, spillover effects, volatility, Marketing, Resource /Energy Economics and Policy, GARCH,
Ramirez, Octavio A. +2 more
core
Volatility Spillover between the Stock Market and the Foreign Market in Pakistan [PDF]
Our paper examines the volatility spillover between the stock market and the foreign exchange market in Pakistan. For the longrun relationship we use the Engle Granger two-step procedure and the volatility spillover is modelled through the bivariate ...
A. R. Kemal, Abdul Qayyum
core +2 more sources
Volatility Spillovers and Market Integration in South Africa’s Fresh Produce Markets
CommoditiesPrice volatility in the South African fresh produce market poses significant risks to the entire value chain. This study examines the extent of price volatility and spillover effects in these markets to improve price risk management and enhance market ...
David Kalima +2 more
doaj +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Environmental performance has become strategically critical as regulators mandate disclosure, investors screen for ESG commitments, and consumers reward sustainable practices. Yet whether environmental performance enhances or constrains corporate innovation capacity remains contested.
Jiyeon Kim, Wooyoung Yang
wiley +1 more source
Volatility Transmission: What Does Asia-Pacific Markets Expect? [PDF]
The purpose of this paper is to investigate the international information transmission of return and volatility spillovers from the US and Japan and the rest of the Asia-Pacific markets using daily stock market return data covering the last 14 years.
Shamiri, Ahmed
core
The Dark Side of AI Readiness? Institutional Logics, Signalling and Carbon Transition Risk
Business Strategy and the Environment, EarlyView.ABSTRACT The influence of institutional environments on corporate sustainability is well established, yet how digital readiness restructures institutional logics and signalling mechanisms through which firms manage carbon transition risk (CTR) remains undertheorised.
Emilia Vann Yaroson +5 more
wiley +1 more source
Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa [PDF]
This paper attempts to assess the extent of volatility spillovers between the equity market and the foreign exchange market in South Africa. The multi-step family of GARCH models are used for this end, whereby volatility shocks obtained from the mean ...
Lumengo Bonga-Bonga, Jamela Hoveni
core