Results 51 to 60 of about 253,423 (302)
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Rational actors constantly incorporate information into their decision‐making behavior. Since there is often a time lag between the announcement of a policy and its implementation, an important question arises: when do rational actors incorporate new information into their market behavior, at the announcement or at the implementation of a ...
Tim Ölkers, Oliver Mußhoff
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Angewandte Chemie, EarlyView.This review summarizes atomic‐level design strategies for single‐atom catalysts, emphasizing modulation of the local coordination environment, active‐site geometry, and metal‐support interactions to optimize catalytic activity and stability in electrocatalytic energy conversion applications.
Ashwani Kumar, Harun Tüysüz
wiley +2 more sources
Volatility Spillover Effects Between Carbon Futures and Stock Markets: A DGC-t-MSV-BN Model
MathematicsThis paper applies the Multivariate Stochastic Volatility (MSV) model, alongside its extended DGC-t-MSV model, and integrates Bayesian methods with MCMC techniques to develop the DGC-t-MSV-BN model.
Jining Wang, Tian Man, Lei Wang
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IEEE Access, 2019 This paper studies the intraday return and volatility spillovers of Chinese CSI 300 industry indices with high-frequency data over the period from May 2012 to June 2016. The dynamic correlation among the industries is calculated with VEC-DCC-GARCH model.
Feng He, Zhifeng Liu, Sicen Chen
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Another look at value and momentum: volatility spillovers [PDF]
Review of Quantitative Finance and Accounting, 2017 AbstractThis paper examines volatility interdependencies between value and momentum returns. Using U.S. data over the period 1926–2015, we document persistent periods of low and high volatility spillovers between value and momentum strategies. Moreover, we find that the intensity of the volatility spillovers may change substantially in very short ...
Klaus Grobys, Sami Vähämaa
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Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
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Volatility Spillovers Arising from the Financialization of Commodities [PDF]
SSRN Electronic Journal, 2018 This paper examines whether the proliferation of new index products, such as commodity-tracking exchange-traded funds (ETFs), amplified the volatility transmission channel introduced by financialization. This paper focuses on the volatility spillover effects among crude oil, metals, agriculture, and non-energy commodity markets.
Chan, Wing Hong +2 more
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Commodity and Equity Markets: Volatility and Return Spillovers
Commodities, 2022 The present paper provides an empirical analysis of the relationship between shocks to commodity markets and stock markets. By employing a total volatility connectedness measure, we study the relationship between shocks to oil, gold, copper, and agricultural commodity markets and emerging and developed stock markets.
Carlos Pinho, Isabel Maldonado
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Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, EarlyView.ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli +3 more
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Price volatility spillover of Indian onion markets: A comparative study
The Indian Journal of Agricultural Sciences, 2023 To investigate the interdependence between Indian onion markets in terms of price volatility, the present study was conducted in four different vital onion markets in India, viz. Mumbai, Nashik, Delhi and Bengaluru.
KANCHAN SINHA +6 more
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