Results 231 to 240 of about 2,098 (259)

Agricultural price volatility spillover effects: the case of Greece

European Review of Agriculture Economics, 2003
This paper investigates volatility spillover effects across agricultural input prices, agricultural output prices and retail food prices using the technique of Generalised Autoregressive Conditional Heteroscedastic (GARCH) models. The empirical findings show that the volatility of both agricultural input and retail food prices exerts significant ...
openaire   +1 more source

Spillover Effects in the Volatility of Financial Markets

2012
Recent econometric and statistical models for the analysis of volatility in financial markets serve the purpose of incorporating the effect of other markets in their structure, in order to study the spillover or the contagion phenomena. Extending the Multiplicative Error Model we are able to capture these characteristics, under the assumption that the ...
openaire   +1 more source

Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method

International Review of Financial Analysis, 2021
Xu Gong, Xiong Wang
exaly  

Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets

Research in International Business and Finance, 2022
Shangrong Jiang, Yuze Li, Quanying Lu
exaly  

Spillover effects between derivatives and spot markets : volatility spillovers

2008
Το αποτέλεσμα της διαπραγμάτευσης παραγώγων προϊόντων στη διαπραγμάτευση των υποκειμένων τους τίτλων και αντιστρόφως, αποτελεί αντικείμενο μελέτης για πάρα πολλούς ερευνητές. Όταν διαταράσσεται μία από τις 2 αυτές αγορές η διαταραχή αυτή μπορεί να προκαλέσει διαταραχή και στην άλλη αγορά. Οι πληροφορίες που αντλούνται από τέτοιες μελέτες συμβάλλουν στη
openaire   +1 more source

From volatility spillover to risk spread: An empirical study focuses on renewable energy markets

Renewable Energy, 2021

exaly  

Asymmetric volatility spillover among Chinese sectors during COVID-19

International Review of Financial Analysis, 2021
Syed Jawad Hussain Shahzad, Muhammad Abubakr Naeem, Zhe Peng   +2 more
exaly  

The volatility spillover effect of the European Union (EU) carbon financial market

Journal of Cleaner Production, 2021
Shihong Zeng, Bin Su, Chunxia Jiang
exaly  

Volatility spillover effect between internet finance and banks

Journal of Business Research, 2022
Zhenlong Chen, Changmei Zheng, Xiaozhen Hao   +2 more
openaire   +1 more source

Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method

Energy Economics, 2023
Zheng-Zheng Li, Adelina Dumitrescu Peculea   +1 more
exaly