Results 41 to 50 of about 35,694 (306)
Volatility transmission in the Nigerian financial market
Journal of Finance and Data Science, 2019 This paper examines the return and volatility spillovers in the Nigerian Financial market. We specifically analyse the spillovers in the capital market, money market and foreign exchange market utilizing monthly data for the period January 2002 to June ...
Ismail O. Fasanya, Mary A. Akinde
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Financialisation of commodities – Empirical evidence from the Indian financial market
IIMB Management Review, 2021 Financialisation of commodities commenced from the year 2009 with massive inflows of institutional investment. There is mixed evidence as to whether this financialisation of commodities has led to increase in price volatility of the commodities.
Salim Shamsher
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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 +6 more
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Cogent Economics & Finance, 2023 It is well known that the volatility spillover increases when a large economic shock occurs, and then the volatility spillover pattern in the market changes.
Hideto Shigemoto, Takayuki Morimoto
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Agribusiness, EarlyView.Abstract Nucleus outgrower schemes are contractual arrangements where well‐resourced large‐scale farmers (nucleus farmers) are empowered by development support agencies to take charge of smallholder farmers, by providing them with market access and the necessary training on agronomic practices and farm inputs for production.
Dominic Tasila Konja, Awudu Abdulai
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Measuring financial asset return and volatilty spillovers, with application to global equity markets [PDF]
, 2008 We provide a simple and intuitive measure of interdependence of asset returns and/or volatilities. In particular, we formulate and examine precise and separate measures of return spillovers and volatility spillovers.
Diebold, Francis X., Yilmaz, Kamil
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On detection of volatility spillovers in simultaneously open stock markets [PDF]
, 2012 Empirical research confirms the existence of volatility spillovers across national stock markets. However, the models in use are mostly statistical ones.
Kohonen, Anssi
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Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source
Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market? [PDF]
, 2014 Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in financial markets. Yet, the large literature studying information transmission mechanisms ignores the fact that bad and good volatility
Barunik, Jozef +2 more
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Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, EarlyView.ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli +3 more
wiley +1 more source