Results 31 to 40 of about 1,824 (264)

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

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

Measuring and Quantifying Uncertainty in Volatility Spillovers: A Bayesian Approach

Data Science in Science, 2023
Volatility spillover measures are crucial for studying connectivity of financial time series. Understanding how financial time series are interconnected can help, for example, portfolio managers and policymakers in their decision process. Besides estimating the spillover effects themselves, it is important to estimate the corresponding uncertainty ...
Shapovalova, Y., Eichler, M.
openaire   +2 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

Another look at value and momentum: volatility spillovers [PDF]

Review of Quantitative Finance and Accounting, 2017
AbstractThis paper examines volatility interdependencies between value and momentum returns. Using U.S. data over the period 1926–2015, we document persistent periods of low and high volatility spillovers between value and momentum strategies. Moreover, we find that the intensity of the volatility spillovers may change substantially in very short ...
Klaus Grobys, Sami Vähämaa
openaire   +2 more sources

Volatility Spillovers Arising from the Financialization of Commodities [PDF]

SSRN Electronic Journal, 2018
This paper examines whether the proliferation of new index products, such as commodity-tracking exchange-traded funds (ETFs), amplified the volatility transmission channel introduced by financialization. This paper focuses on the volatility spillover effects among crude oil, metals, agriculture, and non-energy commodity markets.
Chan, Wing Hong, Shelton, Bryce, Wu, Yan Wendy   +2 more
openaire   +2 more sources

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

Advanced Science, EarlyView.
Laser‐induced graphene (LIG) provides a scalable, laser‐direct‐written route to porous graphene architecture with tunable chemistry and defect density. Through heterojunction engineering, catalytic functionalization, and intrinsic self‐heating, LIG achieves highly sensitive and selective detection of NOX, NH3, H2, and humidity, supporting next ...
Md Abu Sayeed Biswas, Ankan Dutta, Shuvendu Das, Abu Musa Abdullah, Wanqing Zhang, Fatema Tuz Zohra, Huanyu Cheng   +6 more
wiley   +1 more source

Emerging Materials and Future Strategies for Solid Oxide Electrochemical Cells

Advanced Energy Materials, EarlyView.
Solid oxide electrochemical cells operate under strongly coupled electrochemical and thermodynamic conditions, where performance is constrained by interactions among crystal structure, defect chemistry, and interfacial evolution. This review, based on a structure‐defect‐property‐durability framework, reveals the roles of lattice symmetry and defect ...
Qiuchun Lu, Yufei Zhang, Han Zhao, Pooi See Lee, Daniel H.C. Chua   +4 more
wiley   +1 more source