Results 91 to 100 of about 35,694 (306)
European Policy Analysis, EarlyView.ABSTRACT Policy process research has excelled in explaining structural policy change within national settings, but extensions and applications to the EU level have long proven challenging for scholars. Given that the EU is currently experiencing its longest period of Treaty stability since the 1980s—having evolved into a sui generis political system ...
Vassilis Karokis‐Mavrikos
wiley +1 more source
Cogent Economics & Finance, 2016 This paper investigates linkages among equity market returns and volatility spillovers in the following countries: Germany, United Kingdom, China, Russia, and Turkey.
Lidija Dedi, Burhan F. Yavas
doaj +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, EarlyView.ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets
Journal of Agricultural and Resource Economics, 2012 This article analyzes recent volatility spillovers in the United States from crude oil using futures prices. Crude oil spillovers to both corn and ethanol markets are somewhat similar in timing and magnitude, but moderately stronger to the ethanol market.
Andres Trujillo-Barrera +2 more
doaj +1 more source
Volatility spillovers across sectors and their magnitude: A sector-based analysis for Australia. [PDF]
PLoS One, 2023 Vo DH.
europepmc +1 more source
Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets [PDF]
Price volatility spillovers in the U.S. catfish supply chain are analyzed based on monthly price data from 1980 through 2000 for catfish feed, its ingredients, and farm- and wholesale-level catfish.
Buguk, Cumhur +2 more
core +1 more source
Journal of Forecasting, EarlyView.ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková +4 more
wiley +1 more source
Frontiers in Marine ScienceThe 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 +3 more
doaj +1 more source
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs. [PDF]
Energy Econ, 2023 Naeem MA, Karim S, Yarovaya L, Lucey BM.
europepmc +1 more source
Transmission of prices and price volatility in Australian electricity spot markets: A multivariate GARCH analysis [PDF]
This paper examines the transmission of spot electricity prices and price volatility among the five Australian electricity markets in the National Electricity Market (NEM): namely, New South Wales (NSW), Queensland (QLD), South Australia (SA), the Snowy ...
Adam Kay-Spratley +2 more
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