Results 61 to 70 of about 241,709 (291)

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

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

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

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

Do More Open Economies Export Less Diversely in Brazilian Agribusiness?

Agribusiness, EarlyView.
ABSTRACT This paper asks whether municipalities with a larger export‐to‐revenue ratio display a more concentrated bundle of exported goods in Brazilian agribusiness. Recent advances in export imputation for Brazilian municipalities allow for an analysis of the concentration profile of each municipality and its association with export openness.
Alan Leal, Michelle Marcia Viana Martins
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

Food inflation pass‐through from agricultural imports in a small open economy

American Journal of Agricultural Economics, EarlyView.
Abstract This paper develops a new framework for quantifying cost pass‐through in a small open economy by estimating firm‐level markup responses to agricultural import price shocks. We show theoretically that markup adjustments depend on firms' reliance on imported inputs and demand curvature, generating heterogeneous inflationary effects across firm ...
Minseong Kang, Seungki Lee
wiley   +1 more source

Preferential trading in agriculture: New insights from a structural gravity analysis and machine learning

American Journal of Agricultural Economics, EarlyView.
Abstract Preferential trade agreements (PTAs) contain various non‐tariff provisions, yet identifying their trade effects remains challenging because these commitments are high‐dimensional and strongly correlated within agreements. We estimated a theory‐consistent structural gravity model with domestic flows for 26 agricultural subsectors over 1988–2017
Dongin Kim, Sandro Steinbach
wiley   +1 more source

Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets

Journal of Agricultural and Resource Economics, 2003
Price volatility spillovers in the U.S. catfish supply chain are analyzed based on monthly price data from 1980 through 2000 for catfish feed, its ingredients, and farm- and wholesale-level catfish.
Cumhur Buguk, Darren Hudson, Terrill R. Hanson   +2 more
doaj   +1 more source

Volatility spillovers in EMU sovereign bond markets [PDF]

International Review of Economics & Finance, 2015
New evidence is presented on the sudden shift in the sentiment of market participants with the outbreak of the sovereign debt crisis. Since volatility reflects the extent to which the market evaluates the arrival of new information and provides useful insights into the dynamics of EMU sovereign debt markets, we analyze their spillovers. To that end, we
Fernández Rodríguez, Fernando, 1954-, Gómez-Puig, Marta, Sosvilla Rivero, Simón   +2 more
openaire   +4 more sources