Results 41 to 50 of about 2,098 (259)

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

Multi-Time Scale Spillover Effect of International Oil Price Fluctuation on China’s Stock Markets

Energies, 2020
With the continuous increase of China’s foreign-trade dependence on crude oil and the accelerating integration of the international crude oil market and the Chinese finance market, the spillover effect of international oil price fluctuation on China’s ...
Jingran Zhu, Qinghua Song, Dalia Streimikiene   +2 more
doaj   +1 more source

Exploring the Contagion Effect from Developed to Emerging CEE Financial Markets

Mathematics, 2023
The paper aims to analyze the contagion effect coming from the developed stock markets of the US and Germany to the emerging CEE stock markets of Romania, Czech Republic, Hungary, and Poland using daily data for the period April 2005–April 2021.
Adriana AnaMaria Davidescu, Eduard Mihai Manta, Razvan Gabriel Hapau, Mihaela Gruiescu, Oana Mihaela Vacaru (Boita)   +4 more
doaj   +1 more source

Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?

Agribusiness, EarlyView.
ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley   +1 more source

Spillover Volatilitas Pasar Saham Indonesia dan Singapura Periode 2001-2005

Jurnal Akuntansi dan Keuangan, 2010
Using an Autoregressive model combined with a univariate Exponential GARCH model for constructing a volatility spillover model, we investigate asymmetric effect and volatility persistence effect in Indonesia and Singapore stock market, and the effect of ...
Lestano Lestano, Julia Sucito
doaj  

Is bitcoin a safe haven or a hedging asset? Evidence from China

Journal of Management Science and Engineering, 2019
Based on daily data about Bitcoin and six other major financial assets (stocks, commodity futures (commodities), gold, foreign exchange (FX), monetary assets, and bonds) in China from 2013 to 2017, we use a VAR-GARCH-BEKK model to investigate mean and ...
Gangjin Wang, Yanping Tang, Chi Xie, Shou Chen   +3 more
doaj   +1 more source

Return and Volatility Spillovers Among Major Cotton Markets

Agribusiness, EarlyView.
ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli, Berna Karali, Yangxuan Liu, Munisamy Gopinath   +3 more
wiley   +1 more source