Results 41 to 50 of about 30,423 (304)

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

Volatility Spillover in India, USA and Japan Investigation of Recession Effects [PDF]

, 2010
In the past decades, there has been an unprecedented increase in cross border transactions between countries in terms of goods and financial flows. This integration has been fuelled by search of lower risk investments, risk diversification, search for ...
Sinha, Gyanesh, Sinha, Pankaj
core   +1 more source

Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index [PDF]

, 2018
The Eurozone crisis is one the most important economic event in recent years. At its peak, the effects of the crisis have put at serious risk the outcome of the euro project, exposing the inherent weaknesses and vulnerabilities of the monetary union.
MacDonald, Ronald, Sogiakas, Vasilios, Tsopanakis, Andreas   +2 more
core   +3 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

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

Volatility term structures in commodity markets [PDF]

, 2019
In this study, we comprehensively examine the volatility term structures in commodity markets. We model state‐dependent spillovers in principal components (PCs) of the volatility term structures of different commodities, as well as that of the equity ...
Goyal A., Lindeman R. H., Samuelson P. A., Working H.   +3 more
core   +4 more sources

Do outgrower schemes enhance technology adoption and productivity? Evidence from maize farmers in Northern Ghana

Agribusiness, EarlyView.
Abstract Nucleus outgrower schemes are contractual arrangements where well‐resourced large‐scale farmers (nucleus farmers) are empowered by development support agencies to take charge of smallholder farmers, by providing them with market access and the necessary training on agronomic practices and farm inputs for production.
Dominic Tasila Konja, Awudu Abdulai
wiley   +1 more source

Time-Frequency Connectedness between Green Bonds and Conventional Financial Markets: Evidence from China

Discrete Dynamics in Nature and Society
This paper examines the dynamic evolution and volatility spillovers between China’s green bond market and conventional financial markets (bond, stock, commodity, and foreign exchange markets) using time and frequency connectedness measures. The empirical
Yingliang Chen, Guifen Shi, Guanchong Hou   +2 more
doaj   +1 more source

Price Volatility Spillovers in Energy Supply Chains: Empirical Evidence from China

Energies
Based on the theoretical framework of Multivariate Stochastic Volatility (MSV), this paper combines the Dynamic Generalized Correlation (DGC) model with the t-distribution, establishes the DGC-t-MSV model, and employs the Markov Chain Monte Carlo (MCMC ...
Lei Wang, Yu Sun, Jining Wang
doaj   +1 more source

Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets

Energies, 2019
We examine spillovers among the North American, European, and Asia−Pacific natural gas markets based on daily data. We use daily natural gas price indexes from 2 February 2009 to 28 February 2019 for the Henry Hub, National Balancing Point, Title ...
Tadahiro Nakajima, Yuki Toyoshima
doaj   +1 more source