Results 81 to 90 of about 4,493 (309)
European Policy Analysis, EarlyView.ABSTRACT Policy process research has excelled in explaining structural policy change within national settings, but extensions and applications to the EU level have long proven challenging for scholars. Given that the EU is currently experiencing its longest period of Treaty stability since the 1980s—having evolved into a sui generis political system ...
Vassilis Karokis‐Mavrikos
wiley +1 more source
Quantitative Finance and EconomicsThis paper quantitatively investigated the historical transition of return transmission, volatility spillovers, and correlations between the US, UK, and Japanese stock markets.
Chikashi Tsuji
doaj +1 more source
Waves of Uncertainty: Crude Oil Under Geopolitical, Economic, and ESG Turbulence
Energy Science &Engineering, EarlyView.Dynamic copula and wavelet coherence reveal that geopolitical, economic, and sustainability uncertainties significantly shape crude oil price co‐movements. Long‐term coherence, especially post‐2015, highlights the growing role of ESG risks alongside geopolitical shocks and economic crises in global energy risk transmission.
Sana Braiek +3 more
wiley +1 more source
Cogent Economics & Finance, 2016 This paper investigates linkages among equity market returns and volatility spillovers in the following countries: Germany, United Kingdom, China, Russia, and Turkey.
Lidija Dedi, Burhan F. Yavas
doaj +1 more source
Volatility spillovers across sectors and their magnitude: A sector-based analysis for Australia. [PDF]
PLoS One, 2023 Vo DH.
europepmc +1 more source
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, EarlyView.ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets
Journal of Agricultural and Resource Economics, 2012 This article analyzes recent volatility spillovers in the United States from crude oil using futures prices. Crude oil spillovers to both corn and ethanol markets are somewhat similar in timing and magnitude, but moderately stronger to the ethanol market.
Andres Trujillo-Barrera +2 more
doaj +1 more source
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs. [PDF]
Energy Econ, 2023 Naeem MA, Karim S, Yarovaya L, Lucey BM.
europepmc +1 more source
The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis
Journal of Futures Markets, EarlyView.ABSTRACT This paper revisits the relationship between the US dollar and cross‐currency basis (XCB) swap spreads. We show that the strength and direction of this relationship depend on the prevailing regime of the broad dollar. The evidence suggests that the well‐documented “dollar appreciates, basis widens” result holds primarily when the dollar is in ...
Daniel Felix Ahelegbey +2 more
wiley +1 more source