Results 71 to 80 of about 35,893 (313)
Spillover Volatilitas Pasar Saham Indonesia dan Singapura Periode 2001-2005
Jurnal Akuntansi dan Keuangan, 2010 Using an Autoregressive model combined with a univariate Exponential GARCH model for constructing a volatility spillover model, we investigate asymmetric effect and volatility persistence effect in Indonesia and Singapore stock market, and the effect of ...
Lestano Lestano, Julia Sucito
doaj
Business Strategy and the Environment, EarlyView.ABSTRACT The blue economy has emerged as a key sector for linking sustainability and innovation, yet existing research has largely overlooked how firms operationalize these processes in practice. This study addresses that gap by asking: How do Portuguese blue economy firms embed sustainability‐oriented innovation (SOI) into their strategies, and what ...
Jennifer Nicole Elston +2 more
wiley +1 more source
MathematicsThis paper investigates the volatility spillover effects from the crude oil market to domestic stock markets using high-frequency data. We propose an enhanced methodology, the MS-HAR-TVP model, which extends the standard HAR framework.
Haoqing Yu
doaj +1 more source
Volatility Spillover Between Stock Market and Foreign Exchange Market in Indonesia [PDF]
, 2009 Foreign exchange rate risk is one the market risk factors that effects investments. Understanding the foreign exchange risk exposure of each sector is necessary to set foreign exchange risk management.
Widjonarko, Y. E. (Yohanes) +1 more
core
Business Strategy and the Environment, EarlyView.ABSTRACT The supply chain consists of interconnected businesses and organisations responsible for the flow of goods and services. As firms increasingly adopt digital technologies, the spillover effects of supply chain digitalisation (SCD) on environmental performance remain underexplored.
Zengdong Cao +4 more
wiley +1 more source
Volatility Spillover Among Equity and Commodity Markets
SAGE Open, 2020 This study aims to examine volatility spillover among equity and commodity markets of the United States. The analysis focuses on crude oil (Brent and WTI [West Texas Intermediate]), rice, and gasoline.
Tariq Aziz +3 more
doaj +1 more source
Analysis of meat price volatility and volatility spillovers in Finland
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 +1 more source
Too Hot to Profit? Climatic Stress and Farm‐Level Performance in Italian Viticulture
Business Strategy and the Environment, EarlyView.ABSTRACT This paper investigates the economic impact of long‐run climatic conditions on Italian wine farms by applying a Ricardian framework to 1431 firms from the 2022 RICA‐FADN survey. We combine farm‐level revenues with viticulture‐specific agroclimatic indicators to assess how climate stress shapes profitability across 77 Italian NUTS3 provinces ...
Diego Grazia +4 more
wiley +1 more source
Volatility spillover in Indonesia, USA, and Japan capital market [PDF]
Globalization and advanced information technology easing us for obtaining information from global stock markets. With that condition, volatility in domestic capital market could be affected by volatility from global stock markets.
Mulyadi, Martin Surya
core +1 more source
Trade Realignments and the Need for Integrated Modeling Research in Latin America's Agri‐Food Sector
Agribusiness, EarlyView.
Emiliano Lopez Barrera
wiley +1 more source