Results 21 to 30 of about 30,423 (304)
Energies, 2023 After the official launch of China’s unified carbon market, the potential for carbon emission reduction is huge. The pilot regional markets urgently need to be connected with the national carbon market to form a regional synergy and linkage mechanism and
Jing Liu +5 more
doaj +1 more source
Volatility spillover and hedging strategies between the European carbon emissions and energy markets
Energy Strategy Reviews, 2023 Much attention has been paid to the complex risk transmission between carbon and energy markets along with the increasing global financial market integration.
Jian Liu +3 more
doaj +1 more source
How does sovereign bond volatility interact between African countries? [PDF]
Seonmul yeongu, 2022 The importance of sovereign bond as a source of financing revenue deficit, benchmarking for corporate bonds and debt management in Africa, calls for continual monitoring of its volatility dynamics.
Kalu O. Emenike
doaj +1 more source
Impact persistence of stock market risks in commodity markets: Evidence from China.
PLoS ONE, 2021 The risk spillover among financial markets has been noticeably investigated in a burgeoning number of literature. Given those doctrines, we scrutinize the impact persistence of volatility spillover and illiquidity spillover of Chinese commodity markets ...
Shusheng Ding +5 more
doaj +2 more sources
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
Measuring Persistence in Volatility Spillovers [PDF]
, 2013 This paper analyzes volatility spillovers in multivariate GARCH-type models. We show that the cross-effects between the conditional variances determine the persistence of the transmitted volatility innovations.
Conrad, Christian, Weber, Enzo
core +4 more sources
Extreme Spillover Effects of Volatility Indices
Journal of Economic Research (JER), 2012 In this study, we analyse contagion effects and extreme comovements of equity and volatility indices in major international markets. The tail dependence coecients (TDCs) increase during a financial crisis, especially for the lower TDCs of stock index returns and upper TDCs of volatility index returns.
null Yue Peng, null Wing Lon Ng
openaire +1 more source
Journal of Finance and Data Science, 2017 This study investigates the volatility spillover effect among Asian emerging markets in pre and post 2007 financial crisis period. The sample includes five emerging markets of Asia named; China, Pakistan, Hong Kong, Sri Lanka, and India.
Khalil Jebran +3 more
doaj +1 more source
Media Statistika, 2020 Beef consumption in Indonesia tends to increase and its price fluctuates. In addition to internal factors, the volatility of beef inflation can also be influenced by other regions (spillover effect).
Ribut Nurul Tri Wahyuni +1 more
doaj +1 more source
Regime specific spillover across cryptocurrencies and the role of COVID-19
Financial Innovation, 2021 The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility regimes, while considering three pricing factors and the effect of the COVID-19 outbreak. To do so, we apply a Markov regime-switching (
Syed Jawad Hussain Shahzad +3 more
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