Results 41 to 50 of about 1,824 (264)

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

Time-Frequency Volatility Spillovers among Major International Financial Markets: Perspective from Global Extreme Events

Discrete Dynamics in Nature and Society, 2023
In the context of the gradual intensification of the Russia-Ukraine conflict and the continuous spread of the COVID-19 pandemic, this paper concentrates on the impact of global extreme events such as the COVID-19 pandemic and the Russia-Ukraine conflict ...
Yao Xiao, Zibing Dong, Shihua Huang, Yanshuang Li, Jian Wang, Xintian Zhuang   +5 more
doaj   +1 more source

Labeling Quality or Quantity? The Differential Impact of Geographical Indications on Export Performance in Turkish Agri‐Food Products

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT This study investigates the impact of geographical indication (GI) certification on the export performance of Turkish agri‐food products by analyzing both trade volume and unit value dynamics. Drawing on monthly data from 2000 to 2024 across 22 GI‐certified products, the research employs product‐level regressions, fixed‐effects panel models ...
Ihlas Sovbetov, Muge Burcu Ozdemir
wiley   +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

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

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

Volatility Spillovers in the Thai Palm Oil Market [PDF]

Advanced Science Letters, 2018
This paper investigates the effect of global prices in the Thai palm oil market. We provide comprehensive evidence of growth and volatility spillovers for the key crop, crude palm oil in Thailand over the period 1996 to 2015. The Dynamic Conditional Correlation model (DCC) and Granger Causality tests are used, to analyze price volatility effects among ...
Songsiengchai, Patchaya, Sidique, Shaufique Fahmi, Djama, Marcel, Hook, Law Siong   +3 more
openaire   +2 more sources

Commodity and Equity Markets: Volatility and Return Spillovers

Commodities, 2022
The present paper provides an empirical analysis of the relationship between shocks to commodity markets and stock markets. By employing a total volatility connectedness measure, we study the relationship between shocks to oil, gold, copper, and agricultural commodity markets and emerging and developed stock markets.
Carlos Pinho, Isabel Maldonado
openaire   +2 more sources

Does Endogenous Inter-Firm Spillover Amplify Industry-Wide Risk? Evidence from China’s New Energy Sector

Economies
This study examines whether endogenous inter-firm volatility spillovers amplify industry risk in China’s new energy sector. It constructs a leave-one-out industry index under a market–industry two-factor framework, extracts residual stock returns, and ...
Chengyao Xie, Heguang Zhao, Xie He, Shigeyuki Hamori   +3 more
doaj   +1 more source