Results 81 to 90 of about 9,540,414 (299)

THE VOLATILITY SPILLOVER EFFECT OF COVID-19 ON INVESTOR SENTIMENT IN JOHANNESBURG STOCK EXCHANGE

Acta Economica
This study investigates the volatility spillover effect of the COVID-19 pandemic on investor sentiment for the Johannesburg Stock Exchange (JSE). The study analyses how new cases and deaths affected the sentiment of participants in the stock market ...
Kago Matlhaku, Sune Ferreira-Schenk
doaj   +3 more sources

Forecasting Volatility and Spillovers in 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).
Roengchai Tansuchat, Michael McAleer, Chia-Lin Chang   +2 more
core   +2 more sources

Unpacking ESG Controversies: A Proposed Integrated Framework of Organizational Frictions and Fallout From a Systematic Literature Review

Business Strategy and the Environment, EarlyView.
ABSTRACT Research on ESG controversies has expanded rapidly, but findings remain fragmented and lack a unifying perspective. This study conducts a PRISMA‐guided, framework‐based systematic review of 68 empirical articles published between 2018 and 2025 (May) to synthesize the main determinants and consequences of ESG controversies.
Cristina Alexandrina Ştefănescu, Andra Larisa Suciu   +1 more
wiley   +1 more source

Volatility Spillover Effects in European Equity Markets [PDF]

This paper quantifies the magnitude and time-varying nature of volatility spillovers from the aggregate European (EU) and US market to 13 local European equity markets.I develop a shock spillover model that decomposes local unexpected returns into a ...
Baele, L.
core  

Does natural gas volatility affect Bitcoin volatility? Evidence from the HAR-RV model

, 2023
While volatility spillover is a vital research area in financial economics (due to its importance for risk valuation and portfolio diversification strategies), the volatility linkage between Bitcoin and electricity/energy markets has not received ...
Omura, Akihiro, Su, Jen Je, Cheung, Adrian Wai Kong   +2 more
core   +1 more source

Leading the Loop: Anchor‐Led Orchestration in Nascent Circular Ecosystems—A Qualitative Case Study

Business Strategy and the Environment, EarlyView.
ABSTRACT The transition towards a circular economy necessitates coordinated, systemic change across value chains. Yet the role of anchor firms in initiating and orchestrating nascent circular ecosystems remains underexplored. Using an inductive, qualitative single‐case design, we analyse a German mid‐sized entrepreneurial firm, drawing on 21 interviews
Johann Felix Mader, Patrick Spieth
wiley   +1 more source

VOLATILITY AND SPILL OVER EFFECTS IN INDIAN COMMODITY MARKETS: A CASE OF PEPPER [PDF]

Modeling of volatility has been felt one of the major academic contributions in Indian commodity futures market. We have selected black pepper as a commodity for estimating volatility and its spillover incorporating a series of models.
Maitra Debasish, Dey Kushankur
core  

Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model [PDF]

تحقیقات مالی
ObjectiveIn financial literature, there are two well-explored characteristics of volatility. The first pertains to the asymmetric reactions of volatility to positive and negative news, while the second involves the presence of volatility spillover ...
Gholamhosein Golarzi, Seyed Ramin Abolfazli   +1 more
doaj   +1 more source

Interactive Framework on Absorptive Capacity and Organizational Learning for Circular Economy Transition

Business Strategy and the Environment, EarlyView.
ABSTRACT The transition to a circular economy (CE) requires organizations to move beyond linear production systems toward regenerative, resource‐efficient models. For small and medium‐sized enterprises (SMEs), this transition is especially demanding due to constrained financial, technological, and human resources.
Hadi Zarea
wiley   +1 more source

Credit Spread Changes And Volatility Spillover Effects

, 2007
{"references": ["Y. Baba, R. Engle, D. Kraft, and K. Kroner, \"Multivariate simultaneous\ngeneralized ARCH,\" Mimeo, Department of Economics, University of\nCalifornia, San Diego, 1990.", "H. Bierens, J. Huang, and W. Kong, \"An econometric model of credit\nspreads with rebalancing, ARCH and jump effects,\" Working paper,\nPenn State University, 2003.",
openaire   +2 more sources