Results 41 to 50 of about 253,423 (302)
Volatility Spillovers in Energy Markets
The Energy Journal, 2019 We investigate the extent and evolution of the links between energy markets using a broad data set consisting of a total of 17 series of prices for commodities such as electricity, natural gas, coal, oil and carbon. The results shed light on a number of relevant issues such as the volatility spillover effect in energy markets (within and across sectors)
Chuliá Soler, Helena +2 more
openaire +3 more sources
Analysis of return and volatility spillover between oil-gold and oil-bitcoin during the covid-19 pandemic [PDF]
E3S Web of ConferencesThis study analyzes the return and volatility spillover between oil-gold and oil-Bitcoin pairs before and after the COVID-19 pandemic using the Dynamic Conditional Correlation Generalized Autoregressive Conditional Heteroskedasticity (DCC-GARCH) model ...
Inayah Asty Khairi +4 more
doaj +1 more source
Volatility spillover between Germany, France, and CEE stock markets
Journal of Business Economics and Management, 2022 The CEE stock markets are more and more integrated in the European financial markets. The growth of the integration of financial markets favours the volatility and return spillover between them.
Viorica Chirilă, Ciprian Chirilă
doaj +1 more source
Inter-markets volatility spillover in U.S. bitcoin and financial markets
Journal of Business Economics and Management, 2019 This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 to December 29, 2017. Diebold and Yilmaz (2012) volatility spillover index, Barunik, Kocenda, and Vacha (2017) Spillover Asymmetry ...
Muhammad Owais Qarni +4 more
doaj +1 more source
Advanced Science, EarlyView.Understanding and regulating C–N coupling is central to electrocatalytic urea synthesis from CO2 and NO3−/NO2−. This review outlines representative coupling pathways, summarizes carbon‐ and nitrogen‐side intermediate regulation strategies, and highlights in situ/operando tools for mechanistic clarification and catalyst design. ABSTRACT Electrocatalytic
Xingbao Chen +5 more
wiley +1 more source
Modeling return and volatility spillovers among food prices in Nigeria
Journal of Agriculture and Food Research, 2020 This paper focuses on the return and volatility spillovers among the major agricultural commodities in Nigeria. Specifically, we examine the spillovers across wheat, rice, soybeans, groundnut and palm oil both in terms of returns and volatility using ...
Ismail O. Fasanya, Temitope F. Odudu
doaj +1 more source
Measuring and Quantifying Uncertainty in Volatility Spillovers: A Bayesian Approach
Data Science in Science, 2023 Volatility spillover measures are crucial for studying connectivity of financial time series. Understanding how financial time series are interconnected can help, for example, portfolio managers and policymakers in their decision process. Besides estimating the spillover effects themselves, it is important to estimate the corresponding uncertainty ...
Shapovalova, Y., Eichler, M.
openaire +2 more sources
Emerging Materials and Future Strategies for Solid Oxide Electrochemical Cells
Advanced Energy Materials, EarlyView.Solid oxide electrochemical cells operate under strongly coupled electrochemical and thermodynamic conditions, where performance is constrained by interactions among crystal structure, defect chemistry, and interfacial evolution. This review, based on a structure‐defect‐property‐durability framework, reveals the roles of lattice symmetry and defect ...
Qiuchun Lu +4 more
wiley +1 more source
Volatility spillovers between ethanol and corn prices: A Bayesian analysis
Energy Reports, 2022 The relationship between corn and ethanol markets has become a popular topic and has been investigated in various studies. However, examining the co-volatility spillover between corn and ethanol markets remains neglected in the literature.
Siraprapa Yosthongngam +2 more
doaj +1 more source
Volatility Spillovers Across the Tasman [PDF]
Australian Journal of Management, 1996 The study of volatility inter-dependence provides useful insights into how information is transmitted and disseminated across markets. Research results in this area have implications for international diversification and market efficiency. This paper explores volatility spillovers between the Australian and New Zealand stock markets.
openaire +1 more source