Results 31 to 40 of about 2,098 (259)

Investigating the volatility spillover effect between derivative markets and spot markets via the wavelets: The case of Borsa İstanbul

Borsa Istanbul Review, 2022
Using data from the Borsa İstanbul (BIST), this study analyzes whether derivatives market operations have a volatility spillover effect on stock indexes using multivariate GARCH models and wavelet methods.
Süleyman Gürbüz, Ahmet Şahbaz
doaj   +1 more source

Volatility Spillover pada Pasar Saham Indonesia, Cina, dan India

Binus Business Review, 2010
Globalization and advanced information technology easing us for obtaining information from global stock markets. With that condition, volatility in domestic capital market could be affected by volatility from global stock markets.
Martin Martin, Yunita Yunita
doaj   +1 more source

Study on Return and Volatility Spillover Effects among Stock, CDS, and Foreign Exchange Markets in Korea

East Asian Economic Review, 2015
The key objective of this study is to investigate the return and volatility spillover effects among stock market, credit default swap (CDS) market and foreign exchange market for three countries: Korea, the US and Japan.
Taly I
doaj   +1 more source

Inter-markets volatility spillover in U.S. bitcoin and financial markets

Journal of Business Economics and Management, 2019
This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 to December 29, 2017. Diebold and Yilmaz (2012) volatility spillover index, Barunik, Kocenda, and Vacha (2017) Spillover Asymmetry ...
Muhammad Owais Qarni, Saqib Gulzar, Syeda Tamkeen Fatima, Majid Jamal Khan, Khurram Shafi   +4 more
doaj   +1 more source

Asymmetric spillover between economic policy uncertainty and exchange rate volatility: A global network connectedness perspective

PLoS ONE, 2023
This study employs the network connectedness approach to examine the risk spillover between the economic policy uncertainty (EPU) and exchange rate volatility (ERV) of 21 countries.
Panpan Wang, Yishi Li, Xiaoxing Liu
doaj   +2 more sources

Recent Advances in Laser‐Induced Graphene‐Based Gas Sensors: From Sensing Mechanisms to Biomedical Applications

Advanced Science, EarlyView.
Laser‐induced graphene (LIG) provides a scalable, laser‐direct‐written route to porous graphene architecture with tunable chemistry and defect density. Through heterojunction engineering, catalytic functionalization, and intrinsic self‐heating, LIG achieves highly sensitive and selective detection of NOX, NH3, H2, and humidity, supporting next ...
Md Abu Sayeed Biswas, Ankan Dutta, Shuvendu Das, Abu Musa Abdullah, Wanqing Zhang, Fatema Tuz Zohra, Huanyu Cheng   +6 more
wiley   +1 more source

Emerging Materials and Future Strategies for Solid Oxide Electrochemical Cells

Advanced Energy Materials, EarlyView.
Solid oxide electrochemical cells operate under strongly coupled electrochemical and thermodynamic conditions, where performance is constrained by interactions among crystal structure, defect chemistry, and interfacial evolution. This review, based on a structure‐defect‐property‐durability framework, reveals the roles of lattice symmetry and defect ...
Qiuchun Lu, Yufei Zhang, Han Zhao, Pooi See Lee, Daniel H.C. Chua   +4 more
wiley   +1 more source

Volatility Spillover Between the Carbon Market and Traditional Energy Market Using the DGC-t-MSV Model

Mathematics
This study employed the dynamic conditional correlation algorithm and incorporated the temporal dynamics of spillover effect to enhance the Multivariate Stochastic Volatility (MSV) model.
Jining Wang, Renjie Zeng, Lei Wang
doaj   +1 more source

Labeling Quality or Quantity? The Differential Impact of Geographical Indications on Export Performance in Turkish Agri‐Food Products

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT This study investigates the impact of geographical indication (GI) certification on the export performance of Turkish agri‐food products by analyzing both trade volume and unit value dynamics. Drawing on monthly data from 2000 to 2024 across 22 GI‐certified products, the research employs product‐level regressions, fixed‐effects panel models ...
Ihlas Sovbetov, Muge Burcu Ozdemir
wiley   +1 more source

Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe

Energies, 2020
Using a fresh empirical approach to time-frequency domain frameworks, this study analyzes the return and volatility spillovers from fossil fuel markets (coal, natural gas, and crude oil) to electricity spot and futures markets in Europe.
Tiantian Liu, Xie He, Tadahiro Nakajima, Shigeyuki Hamori   +3 more
doaj   +1 more source