Zobrazeno 1 - 10
of 676
pro vyhledávání: '"Risk spillover"'
Autor:
Chen, Menggen, Zhou, Yuanren
Publikováno v:
International Journal of Emerging Markets, 2022, Vol. 19, Issue 10, pp. 2734-2777.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/IJOEM-04-2022-0654
Publikováno v:
Ziyuan Kexue, Vol 46, Iss 11, Pp 2093-2107 (2024)
[Objective] Exploring the dynamic risk spillover characteristics and causal paths between steel products in China is of practical significance for understanding the market dynamics of the steel industry and formulating effective risk management strat
Externí odkaz:
https://doaj.org/article/7270bf413f59484c9b079ce0be3ed705
Autor:
Hongjun Zeng, Abdullahi D. Ahmed
Publikováno v:
American Business Review, Vol 27, Iss 2, Pp 372-400 (2024)
This paper focuses on the multi-scale spillover and time-varying dependence of Chinese stock market and its important trading partners along the Belt and Road around the COVID-19 crisis. We use multiple methods - the DY (12) and BK (18) connectedness
Externí odkaz:
https://doaj.org/article/77ffdbe7835e4cfcad66c0d2932fb61e
Publikováno v:
Energy Science & Engineering, Vol 12, Iss 10, Pp 4680-4702 (2024)
Abstract Widely concerns over the carbon emission problems have been aroused. Prior studies have documented the correlation between the carbon emission market and industries separately. This study compared the tail risks and risk spillover effect of
Externí odkaz:
https://doaj.org/article/93606745cb55404eb5182cd599184bc9
Autor:
Liushuang Meng, Bin Wang
Publikováno v:
AIMS Mathematics, Vol 9, Iss 10, Pp 29076-29106 (2024)
We first utilized the Bayes positive diagonal BEKK generalized autoregressive conditional heteroskedasticity (Bayes-pdBEKK-GARCH) model to evaluate the risk spillovers between the e-commerce and logistics, then applied the adaptive Fourier decomposit
Externí odkaz:
https://doaj.org/article/ed80b46cf4224b8c9fa372b9f1143330
Publikováno v:
Frontiers in Physics, Vol 12 (2024)
This study proposes a novel perspective to calibrate the conditional value at risk (CoVaR) of countries based on the monotone composite quantile regression neural network (MCQRNN). MCQRNN can fix the “quantile crossing” problem, which is more rob
Externí odkaz:
https://doaj.org/article/3482cd5a50104b39a6d92f6225eaf8a8
The risk spillover between geopolitical risk and China's 5G, semiconductor and rare earth industries
Publikováno v:
Heliyon, Vol 10, Iss 22, Pp e40048- (2024)
Spillover effect refers to the phenomenon that when an economic entity, industry or market encounters a change or shock, its impact is transmitted to other entities, industries or markets. In recent years, 5G, semiconductors and rare earths have succ
Externí odkaz:
https://doaj.org/article/50161069897542868bf6b919d1941e85
Publikováno v:
Heliyon, Vol 11, Iss 1, Pp e41186- (2025)
Pollution caused by environmental problems has aggravated the problem of resource scarcity, and the destruction of the ecological environment by mankind has shown serious consequences. Countries around the world are actively launching various carbon
Externí odkaz:
https://doaj.org/article/e20a4b2537ac4ca286332f261256ac2c
Publikováno v:
Heliyon, Vol 10, Iss 15, Pp e34669- (2024)
The complex interplay between agricultural and energy commodities has been a subject of interest in past research, gaining more relevance recently due to geopolitical events such as the conflict between Ukraine and Russia. This conflict has systemati
Externí odkaz:
https://doaj.org/article/ada2be8e13f54eff81107a7e8091b9c6
The risk spillover between geopolitical risk and China's 5G, semiconductor and rare earth industries
Publikováno v:
In Heliyon 30 November 2024 10(22)