Results 51 to 60 of about 9,540,414 (299)

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

Mapping the Innovation DNA of Agribusiness Firms: A Multi‐Method Analysis of Strategic Capabilities and Performance

Agribusiness, EarlyView.
ABSTRACT Innovation is essential for competitiveness in agribusiness facing dynamic environments. This study examines how market orientation, marketing, relational, and social capabilities influence innovation performance. Using data from 751 Spanish firms and a multi‐method approach that integrates Structural Equation Modeling (PLS‐SEM), Necessary ...
Beatriz Corchuelo Martínez‐Azúa, Alvaro Dias   +1 more
wiley   +1 more source

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

Cost Pass‐Through in Crisis: Evidence From the German Malt‐Beer Supply Chain

Agribusiness, EarlyView.
Abstract Global agri‐food supply chains are increasingly exposed to geopolitical shocks, climate volatility, and market consolidation, factors that disrupt traditional price relationships and reshape market power dynamics. Nowhere is this more visible than in the brewing sector, where agricultural raw materials meet complex industrial processing and ...
Nikolas Bublik, Lukáš Čechura
wiley   +1 more source

Does Participating in Agricultural Global Value Chains Promote Agricultural Growth?

Agribusiness, EarlyView.
ABSTRACT This study examines the relationship between GVC participation and agricultural value‐added growth in 43 countries over the period 1995–2022. In contrast to prior literature, we disaggregate the agricultural sector into four sub‐sectors namely crop cultivation, animal production, forestry and fishing.
Taner Turan, Halit Yanıkkaya, Hüseyin Alperen Özer   +2 more
wiley   +1 more source

Do More Open Economies Export Less Diversely in Brazilian Agribusiness?

Agribusiness, EarlyView.
ABSTRACT This paper asks whether municipalities with a larger export‐to‐revenue ratio display a more concentrated bundle of exported goods in Brazilian agribusiness. Recent advances in export imputation for Brazilian municipalities allow for an analysis of the concentration profile of each municipality and its association with export openness.
Alan Leal, Michelle Marcia Viana Martins
wiley   +1 more source

Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility [PDF]

, 2021
We forecast realized volatility extending the heterogeneous autoregressive model (HAR) to include implied volatility (IV), the leverage effect, overnight returns, and the volatility of realized volatility.
Dimos S. Kambouroudis, Kambouroudis, Dimos, Katerina Tsakou, McMillan, David, Tsakou, Katerina, David G. McMillan   +5 more
core   +1 more source

Will Bitcoin become the 21st century gold: Spillover effect of return and volatility between digital and traditional assets [PDF]

Industrija
This study aims to examine the spillover effects of return and volatility between three different assets (Bitcoin, Gold, and Nasdaq) using GARCH-ARMA models.
Sadewa Putra, Huruta Andrian Dolfriandra
doaj   +1 more source

Food inflation pass‐through from agricultural imports in a small open economy

American Journal of Agricultural Economics, EarlyView.
Abstract This paper develops a new framework for quantifying cost pass‐through in a small open economy by estimating firm‐level markup responses to agricultural import price shocks. We show theoretically that markup adjustments depend on firms' reliance on imported inputs and demand curvature, generating heterogeneous inflationary effects across firm ...
Minseong Kang, Seungki Lee
wiley   +1 more source