Results 121 to 130 of about 1,824 (264)
A first‐of‐its‐kind review benchmarks three solar methane valorization pathways with unified performance metrics for clean fuel production. Meeting global climate targets and sustainable energy demands requires carbon‐neutral fuels and innovative conversion pathways.
Muhammad Abdulmoez +3 more
wiley +1 more source
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
This paper examines tail risk spillovers and cross-market volatility forecasting between the U.S. equity market and the crude oil market. Using realized and implied volatility within a heterogeneous autoregressive (HAR) framework, we document asymmetric ...
Shaocong Peng, Yun Shi
doaj +1 more source
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
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
This study examines volatility spillovers among climate-policy-relevant sectors in the Chinese stock market across both time and frequency domains. It further explores the impact of climate policy uncertainty on the risk spillover effect in the Chinese ...
Zhiwei Zhang, Yahua Xu, Fei Su
doaj +1 more source
Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model
ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
wiley +1 more source
Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets
ABSTRACT This paper examines the relationship between skewness and kurtosis in Bitcoin spot and futures markets using high‐frequency data. We document a strong convex skewness–kurtosis relationship consistent with theoretical moment restrictions. Trading activity is positively associated with realized kurtosis, particularly in futures markets, though ...
Ariston Karagiorgis, Antonis Ballis
wiley +1 more source
The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications. [PDF]
Morema K, Bonga-Bonga L.
europepmc +1 more source
Should multinationals care about development? Rethinking global strategy in an unequal world
Abstract Research Summary While multinational corporations (MNCs) can profoundly shape global development trajectories, global strategy research has largely treated development as peripheral to core strategic concerns. This Perspective paper examines the contested relationship between global strategy and development, arguing that MNCs are neither ...
Marcus M. Larsen +2 more
wiley +1 more source

