Results 51 to 60 of about 1,824 (264)

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

Mapping the Innovation DNA of Agribusiness Firms: A Multi‐Method Analysis of Strategic Capabilities and Performance

Agribusiness, EarlyView.
ABSTRACT Innovation is essential for competitiveness in agribusiness facing dynamic environments. This study examines how market orientation, marketing, relational, and social capabilities influence innovation performance. Using data from 751 Spanish firms and a multi‐method approach that integrates Structural Equation Modeling (PLS‐SEM), Necessary ...
Beatriz Corchuelo Martínez‐Azúa, Alvaro Dias   +1 more
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

Cost Pass‐Through in Crisis: Evidence From the German Malt‐Beer Supply Chain

Agribusiness, EarlyView.
Abstract Global agri‐food supply chains are increasingly exposed to geopolitical shocks, climate volatility, and market consolidation, factors that disrupt traditional price relationships and reshape market power dynamics. Nowhere is this more visible than in the brewing sector, where agricultural raw materials meet complex industrial processing and ...
Nikolas Bublik, Lukáš Čechura
wiley   +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

Volatility spillovers in EMU sovereign bond markets [PDF]

International Review of Economics & Finance, 2015
We analyse volatility spillovers in EMU sovereign bond markets. First, we examine the unconditional patterns during the full sample (April 1999-January 2014) using a measure recently proposed by Diebold and Yılmaz (2012). Second, we make use of a dynamic analysis to evaluate net directional volatility spillovers for each of the eleven countries under ...
Fernández Rodríguez, Fernando, 1954-, Gómez-Puig, Marta, Sosvilla Rivero, Simón   +2 more
openaire   +8 more sources

Does Participating in Agricultural Global Value Chains Promote Agricultural Growth?

Agribusiness, EarlyView.
ABSTRACT This study examines the relationship between GVC participation and agricultural value‐added growth in 43 countries over the period 1995–2022. In contrast to prior literature, we disaggregate the agricultural sector into four sub‐sectors namely crop cultivation, animal production, forestry and fishing.
Taner Turan, Halit Yanıkkaya, Hüseyin Alperen Özer   +2 more
wiley   +1 more source

Unraveling COVID-19-induced volatility spillover: a study of the dynamic interplay between NIFTY 50 spot and options markets [PDF]

Seonmul yeongu
This study unravels the transmission of volatility spillovers between NIFTY 50 spot prices and the options market, addressing a significant gap in existing studies.
Nisha Tokas, Ruchika Gahlot, Neha Puri, Himani Gupta, Kunal Malhotra   +4 more
doaj   +1 more source

Perimeter‐intensified inverse Zr‐Co oxygen carrier for biomass chemical‐looping gasification with high CO selectivity

AIChE Journal, EarlyView.
Abstract Chemical‐looping gasification (CLG) offers a promising route for renewable biomass valorization, yet conventional oxygen carrier regeneration with O₂/H₂O is energy‐intensive and often produces low‐quality syngas. Here, we develop an inverse ZrO2/Co3O4 oxygen carrier that enables selective biochar oxidation and efficient lattice‐oxygen transfer
Junling Gao, Haifeng Qi, Kun Lei, Tingwei Wang, Yijie Yang, Hongwei Li, Rongjun Zhang, Yu Wu, Canran Huang, Zhao Sun   +9 more
wiley   +1 more source