Results 131 to 140 of about 2,098 (259)

LSTM-augmented vine copula modelling for energy-finance contagion analysis. [PDF]

Sci Rep
Zeng L, Huang J, Lin X.
europepmc   +1 more source

Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris, Manolis G. Kavussanos, Stergiani (Stella) A. Moysiadou   +2 more
wiley   +1 more source

How the Sino-U.S. Trade War Rewired Global Soybean Price Linkages: Time-Varying Spillovers and Frequency-Domain Evidence. [PDF]

Foods
Zhang Q, Hu Y, Yue Y.
europepmc   +1 more source

Stock Price Deviations From Fundamentals Levels: Mis‐Valuation due to Investor Overconfidence?

International Journal of Finance &Economics, EarlyView.
ABSTRACT We use the Residual Income Valuation Model to obtain fundamental values for sample stocks in six Eurozone markets. We then estimate the deviation between the fundamental values and actual stock prices. Subsequently, we examine whether these deviations can be systematically explained by business cycle trends, trends in local economic sentiment,
Stella N. Spilioti, Andrianos E. Tsekrekos   +1 more
wiley   +1 more source

How climate change shapes global systemic risk transmission: A complex network approach. [PDF]

PLoS One
Zeng L, Lau WY.
europepmc   +1 more source

Realistic Representation, Dynamic Evolution and Determinants of Institutional Quality in China

International Studies of Economics, EarlyView.
ABSTRACT The paper delves into the role of institutional quality in bolstering China's economic resilience post‐COVID‐19, CITIC‐Entropy. It divides institutions into basic and changeable categories, establishing an index system via the CITIC‐Entropy TOPSIS model.
Susu Wang, Qidi Zhang, Jing Fang
wiley   +1 more source

The impact of China's clean energy market on the market connectivity of rare earth industrial chain. [PDF]

PLoS One
Li J, Zhao Y, Dou S, Zhu Y, Xu D.
europepmc   +1 more source

Adolescents' Long‐Term Identity Tension After Politicized Cyber Shaming: Peer Support and Behavioural Visibility Management As Joint Conditions

Journal of Adolescence, EarlyView.
ABSTRACT Introduction Politicized cyber shaming recodes adolescents' cultural interests as evidence of political loyalty or moral belonging. This study examines how such shaming is associated with longer‐term identity tension in adolescence, focusing on public expression, peer belonging, and self‐evaluation after politicized online controversy ...
Linsen Yang
wiley   +1 more source

Valuation effects of U.S. monetary policy tightening: The roles of foreign exposure. [PDF]

PLoS One
Fang X, Peng X.
europepmc   +1 more source

Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper investigates whether the effects of monetary policy shocks on real exchange rates have changed over time and, if so, whether these changes stem from shifts in transmission mechanisms or from variation in the volatility of the shocks themselves.
Madison Terrell, Qazi Haque, Jamie L. Cross, Firmin Doko Tchatoka   +3 more
wiley   +1 more source