Do Time-Varying Covariances, Volatility Comovement and Spillover Matter? [PDF]
Financial markets and their respective assets are so intertwined; analyzing any single market in isolation ignores important information. We investigate whether time varying volatility comovement and spillover impact the true variance-covariance matrix ...
Lakshmi Balasubramanyan
core
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets [PDF]
Crude oil price volatility has been analyzed extensively for organized spot, forward and futures markets for well over a decade, and is crucial for forecasting volatility and Value-at-Risk (VaR).
Chang, C., McAleer, M.J., Tansuchat, R.
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A Systemic Model for Understanding Business Interactions With Biodiversity and Ecosystems
Business Strategy and the Environment, EarlyView.ABSTRACT Biodiversity loss and ecosystem degradation represent critical threats to human well‐being and economic resilience, challenging businesses to understand and manage their interdependence with natural systems. This study develops a systemic framework—the BioModel—that elucidates the reciprocal relationship between businesses, biodiversity, and ...
Lino Cinquini +2 more
wiley +1 more source
The Volatility Spillover Effects and Optimal Hedging Strategy in the Corn Market [PDF]
This article examines the volatility spillovers from energy market to corn market. Using a volatility spillover model from the finance literature, we found significant spillovers from energy market to corn cash and futures markets, and the spillover ...
Wu, Feng, Guan, Zhengfei
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Business Strategy and the Environment, EarlyView.ABSTRACT This article contributes to sustainability research by investigating the complex, geopolitically induced challenges faced by industrial supply chains under international sanctions. Using Iran's steel industry as a case, it examines sustainability barriers through the lens of stakeholder theory. A mixed methods approach was employed.
Seyed Hamed Moosavirad +2 more
wiley +1 more source
Price and Volatility Spillovers across North American, European and Asian Stock Markets: With Special Focus on Indian Stock Market [PDF]
This paper investigates interdependence of fifteen world indices including an Indian market index in terms of return and volatility spillover effect.
Brajesh Kumar +2 more
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Volatility Dynamics of Base Metal Futures: Empirical Evidence from an Emerging Economy
Organizations and Markets in Emerging EconomiesThe paper examines the leverage effects and the spillover effects in the base metal cash and futures market. The study also attempts to find the trend and the pattern of volatility clustering in the base metal markets of India. Further, the significance
Laxmidhar Samal
doaj +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT The United States (U.S.) faces challenges in achieving its ambitious net‐zero carbon emissions target by 2050, with current emissions having fallen by less than 1% in 2024. Despite an investment of $500 billion in low‐carbon resources while holding the second‐largest green technology patent portfolio globally, it is further imperative to ...
Md Zubair Ahmad +5 more
wiley +1 more source
Volatility-spillover effects in European bond markets [PDF]
, 2003 Udgivelsesdato: Nov,
openaire +3 more sources
Measuring Asymmetric Price and Volatility Spillover in the South African Broiler Market [PDF]
This study investigated asymmetric price and volatility spillover in the broiler value chain. The data used for the study includes farm and retail broiler monthly prices dated from January 2000 to August 2008.
Jooste, Andre +2 more
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