Results 161 to 170 of about 9,540,414 (299)

The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization. [PDF]

PLoS One
Aljughaiman AA, Tabash MI, Issa SS, Almulhim AA.   +3 more
europepmc   +1 more source

A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley   +1 more source

Volatility Spillovers in Agricultural Commodity Markets: An Application Involving Implied Volatilities from Options Markets [PDF]

Replaced with revised version of paper 07/22/11 and 2/14/2012.Volatility Spillovers, Implied Volatility, Structural Change, Risk and Uncertainty,
Goodwin, Barry K., Zhao, Jieyuan
core  

Tail Risk Transmission in Agricultural and Energy Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines downside hedging, tail diversification, and extreme tail risk transmission between crude oil and agricultural commodity futures over two decades. We develop complementary indicators of downside dependence, including sign‐switching frequency and persistence, to assess tail risk dynamics, hedging effectiveness, and associated
Emmanuel Senyo Fianu, Daniel Felix Ahelegbey, Roberto Casarin, Luigi Grossi   +3 more
wiley   +1 more source

How do price spillovers between natural gas and copper-aluminum markets differ in international vs. Chinese contexts? [PDF]

PLoS One
Wang L, Lu Q, Chen T, Xiao B.
europepmc   +1 more source

Should multinationals care about development? Rethinking global strategy in an unequal world

Global Strategy Journal, EarlyView.
Abstract Research Summary While multinational corporations (MNCs) can profoundly shape global development trajectories, global strategy research has largely treated development as peripheral to core strategic concerns. This Perspective paper examines the contested relationship between global strategy and development, arguing that MNCs are neither ...
Marcus M. Larsen, Rajneesh Narula, Thomas DeBerge   +2 more
wiley   +1 more source

An Entropy-Regularised AI Framework for Multi-Asset Volatility Spillover Forecasting and CVaR-Constrained Portfolio Allocation in Financial Markets. [PDF]

Entropy (Basel)
Yu J, Wang L, Sun X.
europepmc   +1 more source

Beyond political risk: Toward a holistic understanding of multinational enterprise resilience in the era of cascading crises

Global Strategy Journal, EarlyView.
Abstract Research Summary This article develops a conceptual framework for understanding multinational enterprise (MNE) resilience in the era of cascading crises. We define resilience as the MNE's capacity to absorb disruption, maintain or restore functioning, and reconfigure operations as conditions shift.
Gerard George, Chang Hoon Oh
wiley   +1 more source

Are there Spillover Effects from Hong Kong and the United States to Chinese Stock Markets? [PDF]

Stock market integration of mainland China is analyzed before and after the liberalization of Chinese stock exchange segments. We apply a causality-in-variance procedure, using four mainland China stock market indices, two indices of the stock exchange ...
Katharina Diekmann
core  

Political uncertainty and multi-scale systemic risk spillovers in the cryptocurrency market: A STVAR-based network topology approach. [PDF]

PLoS One
Wang Z, Zhang X, Xu W, Yang X, Rauf A.
europepmc   +1 more source