Results 91 to 100 of about 9,540,414 (299)
Speculation and Volatility Spillover in the Crude Oil and Agricultural Commodity Markets: A Bayesian Analysis [PDF]
This paper assesses the roles of various factors influencing the volatility of crude oil prices and the possible linkage between this volatility and agricultural commodity markets.
Du, Xiaodong +2 more
core
Business Strategy and the Environment, EarlyView.ABSTRACT Firms increasingly commit to climate targets yet doubts remain about whether such pledges translate into substantive corporate governance or remain symbolic. The study examines how emission reduction targets (ERTs) in sustainability strategies are reflected in compensation among German listed firms.
Victoria Fohrer, Anna‐Sofia Grabowski
wiley +1 more source
A comparison of Spillover Effects before, during and after the 2008 Financial Crisis [PDF]
This paper applies graphical modelling to the S&P 500, Nikkei 225 and FTSE 100 stock market indices to trace the spillover of returns and volatility between these three major world stock market indices before, during and after the 2008 financial crisis ...
Alethea Rea +3 more
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Dynamic Spillovers Between FinTech, Blockchain, and Green Finance: A Quantile Connectedness Approach
Business Strategy and the Environment, EarlyView.ABSTRACT This paper explores how financial innovation and environmental sustainability intersect by analyzing spillovers between FinTech, blockchain energy use, and green finance. Using a Quantile Vector Autoregression (QVAR) framework, we examine weekly data from 2018 to 2024 across 11 digital, environmental, and macro‐financial indices.
Mehmet Sahiner, Sisi Sung, James Devlin
wiley +1 more source
Stock Market Volatility: Examining North America, Europe and Asia [PDF]
An understanding of volatility in stock markets is important for determining the cost of capital and for assessing investment and leverage decisions as volatility is synonymous with risk. Substantial changes in volatility of financial markets are capable
Lakshmi Bala, Gamini Premaratne
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Climate Change Risk and Financial Stability: Implications for European Banking Institutions
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines whether climate change risk weakens banking‐system stability in the European Union and assesses how renewable energy adoption and energy‐related taxation moderate this relationship. Using panel data for 27 EU countries from 2012 to 2022 and applying fixed‐effects OLS, two‐stage least squares (2SLS), and robust generalized ...
Md Yousuf Ali
wiley +1 more source
The effects of volatility spillover in the US basis swap markets
International Journal of Financial Services Management, 2012 This paper examines time series properties of the swap spreads in three segments of the US dollar interest rate swaps market. Specifically, the relationship between the swap spreads in US dollar fixed-for-floating Interest Rate Swaps (IRS), Treasury bill versus LIBOR basis swaps and commercial paper versus LIBOR basis swaps are analysed.
Vivek Bhargava, D.K. Malhotra
openaire +1 more source
Spillover impacts of the US macroeconomic news: Australian sectoral perspective [PDF]
We study the spillover effects of the US macroeconomic news on different sectors of the Australian stock market. We find that an indication of economic contractionary from the US raises the conditional mean, and most news elicits the associated ...
Tho D.Q. Nguyen
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Business Strategy and the Environment, EarlyView.ABSTRACT This study examines the strategic efficacy of corporate low‐carbon energy transition, such as through nuclear energy adoption, as a response to decarbonization pressures. Analyzing an international sample of energy firms, we demonstrate that the relationship between this form of transition and emission reductions is not technologically ...
Bilal Ahmed Abbasi +4 more
wiley +1 more source
Spillover Effect of Food Producer Price Volatility in Indonesia
EconomiesFood price volatility is a persistent challenge in Indonesia, where agriculture is central to food security and rural livelihoods. While price transmission has been studied, little is known about how volatility spreads sub-nationally in archipelagic economies with fragmented infrastructure.
Anita Theresia +3 more
openaire +1 more source