Results 91 to 100 of about 4,493 (309)

Research on the volatility spillover effects of geopolitical conflict risks on international shipping and crude oil markets

Frontiers in Marine Science
The international shipping market, as a vital pillar of global trade, is closely intertwined with the crude oil market. Geopolitical conflicts—through mechanisms such as supply disruptions, rising transportation costs, and heightened market uncertainty ...
Xiaoying Chi, Ruimin Zheng, Yangkexu Chen, Guangnian Xiao   +3 more
doaj   +1 more source

Volatility spillover networks of credit risk: Evidence from ASW and CDS spreads in Turkey and Brazil [PDF]

Panoeconomicus
This study examines received and transmitted volatility spillovers of Credit Default Swap (CDS) and Asset-Swap Spread (ASW) for Brazil and Turkey. The empirical analysis is implemented using two country-based (stock markets and exchange rates) and two ...
Gunay Samet, Cevik Emrah Ismai, Dibooglu Sel   +2 more
doaj   +1 more source

Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets. [PDF]

Empir Econ, 2023
Korkusuz B, McMillan DG, Kambouroudis D.
europepmc   +1 more source

Investigation on the Effect of Global EPU Spillovers on Country-level Idiosyncratic Volatility

, 2021
Mustafa Çağlayan, Yuting Gong, Wenjun Xue   +2 more
openalex   +1 more source

Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums

Journal of Futures Markets, EarlyView.
ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley   +1 more source

Asymmetric Volatility Spillovers in Varying Market Conditions and Portfolio Performance Analysis of the South African Foreign Exchange Market

Economies
This paper investigates the dynamics of volatility spillovers in the South African foreign exchange market across calm and crisis periods, with particular attention paid to the pre- and post-COVID-19 eras.
Hamdan Bukenya Ntare, John Weirstrass Muteba Mwamba, Franck Adekambi   +2 more
doaj   +1 more source

Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic. [PDF]

J Econ Asymmetries, 2022
Vuong GTH, Nguyen MH, Huynh ANQ.
europepmc   +1 more source

The Impact of Democratization and Globalization on Environmental Sustainability in Brazil

Geological Journal, EarlyView.
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu, Mehmet Metin Dam, Serdar Ongan, Andrew Adewale Alola   +3 more
wiley   +1 more source

Volatility Spillovers Between BRIC © CC BY 4.0 and South African Stock Markets: Evidence from the COVID‑19 and Russia‑Ukraine Crises

Review of Business and Economics Studies
The aim of this study was to assess how global crises influenced volatility spillovers between BRIC and South African stock markets. In conducting the study, the methods employed are the generalized autoregressive conditional heteroskedasticity (GARCH ...
Lorraine Muguto, Amy Moodley, Santhiran Pillay, Mcabangomuhle Zulu, Nonkululeko Vilakazi, Hilary Tinotenda Muguto, Paul Francois Muzindutsi   +6 more
doaj   +1 more source

Oil price shocks, stock market returns, and volatility spillovers: a bibliometric analysis and its implications. [PDF]

Environ Sci Pollut Res Int, 2022
Bashir MF.
europepmc   +1 more source