Results 31 to 40 of about 241,709 (291)

Dynamic Spillovers Between International Crude Oil Market and China's Commodity Sectors: Evidence From Time-Frequency Perspective of Stochastic Volatility

Frontiers in Energy Research, 2020
We study the time-frequency dynamics of stochastic volatility spillovers between international crude oil markets and China's commodity sectors in the spectral representation framework of generalized forecast error variance decomposition (GFEVD).
Zhenghui Li, Yaya Su
doaj   +1 more source

Volatility and Spillover Effects of Yen Interventions

Review of International Economics, 2013
AbstractWe consider the effects of interventions by the Bank of Japan's (BoJ) on the intraday volatility of the US dollar/Japanese yen (USD/JPY) exchange rates and their spillovers to volatility of the euro/JPY exchange rates. We use 15‐minute data during the period 2000–2004 and employ multivariate generalized autoregressive conditional ...
Chortareas, Georgios, Jiang, Ying, Nankervis, John C.   +2 more
openaire   +3 more sources

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

Dynamic Connectedness, Spillovers, and Delayed Contagion between Islamic and Conventional Bond Markets: Time- and Frequency-Domain Approach in COVID-19 Era

Discrete Dynamics in Nature and Society, 2022
Using the Baruník and Křehlík spillover index, the study examines the dynamic connectedness and spillovers between Islamic and conventional (G6) bond markets to reveal the time- and frequency-domain dynamics of the two asset classes under different ...
Peterson Owusu Junior
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

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

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 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

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

Understanding and Regulating C–N Coupling Pathways for Electrocatalytic Urea Synthesis From CO2 and NO3−/NO2−

Advanced Science, EarlyView.
Understanding and regulating C–N coupling is central to electrocatalytic urea synthesis from CO2 and NO3−/NO2−. This review outlines representative coupling pathways, summarizes carbon‐ and nitrogen‐side intermediate regulation strategies, and highlights in situ/operando tools for mechanistic clarification and catalyst design. ABSTRACT Electrocatalytic
Xingbao Chen, Zhuo Li, Lebin Cai, Paul Kilmartin, Bao Yu Xia, Ziyun Wang   +5 more
wiley   +1 more source