Results 31 to 40 of about 4,493 (309)

Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach

Borsa Istanbul Review, 2017
This paper investigates stock returns volatility spillovers in emerging and developed markets (DMs) using multivariate-GARCH (MGARCH) models and their variants.
Dahiru A. Bala, Taro Takimoto
doaj   +1 more source

Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe

Energies, 2020
Using a fresh empirical approach to time-frequency domain frameworks, this study analyzes the return and volatility spillovers from fossil fuel markets (coal, natural gas, and crude oil) to electricity spot and futures markets in Europe.
Tiantian Liu, Xie He, Tadahiro Nakajima, Shigeyuki Hamori   +3 more
doaj   +1 more source

Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice

Energies, 2018
Energy and agricultural commodities and markets have been examined extensively, albeit separately, for a number of years. In the energy literature, the returns, volatility and volatility spillovers (namely, the delayed effect of a returns shock in one ...
Chia-Lin Chang, Yiying Li, Michael McAleer   +2 more
doaj   +1 more source

Volatility spillovers in EMU sovereign bond markets [PDF]

International Review of Economics & Finance, 2015
We analyse volatility spillovers in EMU sovereign bond markets. First, we examine the unconditional patterns during the full sample (April 1999-January 2014) using a measure recently proposed by Diebold and Yılmaz (2012). Second, we make use of a dynamic analysis to evaluate net directional volatility spillovers for each of the eleven countries under ...
Fernández Rodríguez, Fernando, 1954-, Gómez-Puig, Marta, Sosvilla Rivero, Simón   +2 more
openaire   +8 more sources

What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets

Economics: Journal Articles, 2019
The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017.
Śmiech Sławomir, Papież Monika, Fijorek Kamil, Dąbrowski Marek A.   +3 more
doaj   +1 more source

Do Rare Earths and Energy Commodities Drive Volatility Transmission in Sustainable Financial Markets? Evidence from China, Australia, and the US

International Journal of Financial Studies, 2022
The high volatility and energy usage of rare earths have raised sustainable and financial concerns for environmentalists and sustainable investors. Therefore, this paper aims to investigate time-varying volatility transmission among rare earths elements,
Inzamam UI Haq, Hira Nadeem, Apichit Maneengam, Saowanee Samantreeporn, Nhan Huynh, Thasporn Kettanom, Worakamol Wisetsri   +6 more
doaj   +1 more source

Volatility Spillovers in Energy Markets

The Energy Journal, 2019
We investigate the extent and evolution of the links between energy markets using a broad data set consisting of a total of 17 series of prices for commodities such as electricity, natural gas, coal, oil and carbon. The results shed light on a number of relevant issues such as the volatility spillover effect in energy markets (within and across sectors)
Chuliá Soler, Helena, Furió Ortega, María Dolores, Uribe Gil, Jorge Mario   +2 more
openaire   +3 more sources

Dual‐Site Ru Single‐Atoms and RuP Nanoclusters on N, P, and B Co‐Doped Porous Carbon for Efficient Alkaline HER and AEM Water Electrolysis

Advanced Functional Materials, EarlyView.
Ru single atoms and RuP nanoclusters are co‐anchored in N, P, and B co‐doped porous carbon nanospheres via in situ carbonization/phosphidation of a boronate polymer precursor. RuP activates water, while nearby Ru single atoms accelerate H2 formation through H* transfer. The catalyst delivers low overpotential and high durability in alkaline HER and AEM
Xiaohong Wang, Juguo Dai, Dongxu Li, Jianghua Wu, Hucheng Fu, Yiting Xu, Xueqiang Qi, Qian Xue, Yanbin Shen, Xiaoqing Pan, Conghui Yuan, Shuifen Xie, Andreu Cabot, Lizong Dai   +13 more
wiley   +1 more source

Volatility Spillover between Water, Energy and Food [PDF]

Sustainability, 2017
Water, energy, and food and are strongly interconnected, and the sustainability of the whole world depends on this link. The aim of this article is to analyze the volatility spillovers between indexes representing the financial component of this nexus.
M. Peri, D. Vandone, L. Baldi
openaire   +1 more source

Recent Advances in Laser‐Induced Graphene‐Based Gas Sensors: From Sensing Mechanisms to Biomedical Applications

Advanced Science, EarlyView.
Laser induced graphene offers a scalable route to flexible, porous gas sensor with tunable properties and self heating functionality. This summarizes the overview of the design and application landscape of LIG‐based wearable gas sensor in healthcare. ABSTRACT Direct laser irradiation of carbonaceous precursors such as polyimide and wood is a scalable ...
Md Abu Sayeed Biswas, Ankan Dutta, Shuvendu Das, Abu Musa Abdullah, Wanqing Zhang, Fatema Tuz Zohra, Huanyu Cheng   +6 more
wiley   +1 more source