Results 41 to 50 of about 4,493 (309)

Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers

Financial Innovation
This paper examines the dynamics of the asymmetric volatility spillovers across four major cryptocurrencies comprising nearly 61% of cryptocurrency market capitalization and covering both conventional (Bitcoin and Ethereum) and Islamic (Stellar and ...
Elie Bouri, Mahdi Ghaemi Asl, Sahar Darehshiri, David Gabauer   +3 more
doaj   +1 more source

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
doaj   +1 more source

Do outgrower schemes enhance technology adoption and productivity? Evidence from maize farmers in Northern Ghana

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
wiley   +1 more source

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
doaj   +1 more source

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

On the usefulness of dynamically spilled risk: An optimal portfolio allocation based on cross-sector information contagion

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
doaj   +1 more source

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, Berna Karali, Yangxuan Liu, Munisamy Gopinath   +3 more
wiley   +1 more source

The Role of Certifications in Improving Household Food Security Among Peruvian Farmers

Agribusiness, EarlyView.
ABSTRACT Achieving global food security requires sustainable transformations in agri‐food systems. Voluntary Sustainability Standards (VSS) such as Organic and Fairtrade aim to internalize certain social and environmental costs while promoting more equitable value distribution, improved market access, and sustainable production practices.
Lisa‐Marie Schulte, Awudu Abdulai
wiley   +1 more source

What causes the return and volatility spillover in Chinese green finance markets? A time-frequency perspective

Journal of Business Economics and Management
This paper analyzes both return and volatility spillovers between green bonds, green stocks, clean energy, and carbon markets from April 28, 2014, to May 31, 2024, using the time-frequency connectedness methodology.
Rongyan Liu, Lingyun He, Ling Chen, Yating Fu   +3 more
doaj   +1 more source

Volatility Spillovers Across the Tasman [PDF]

Australian Journal of Management, 1996
The study of volatility inter-dependence provides useful insights into how information is transmitted and disseminated across markets. Research results in this area have implications for international diversification and market efficiency. This paper explores volatility spillovers between the Australian and New Zealand stock markets.
openaire   +1 more source