Zobrazeno 1 - 10
of 823
pro vyhledávání: '"volatility transmission"'
Publikováno v:
International Journal of Emerging Markets, 2023, Vol. 20, Issue 1, pp. 135-156.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/IJOEM-10-2021-1551
Autor:
Karim, Muhammad Mahmudul, Noman, Abu Hanifa Md., Hassan, M. Kabir, Khan, Asif, Kawsar, Najmul Haque
Publikováno v:
International Journal of Islamic and Middle Eastern Finance and Management, 2024, Vol. 17, Issue 4, pp. 662-692.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/IMEFM-02-2023-0069
Publikováno v:
Technological and Economic Development of Economy (2024)
The commodity market is a key element of the global economy. It is influenced by the political and economic situation of the major participants on the supply and demand side, as exemplified by the geopolitical and economic situation related to the co
Externí odkaz:
https://doaj.org/article/c3a0b2c711db4e48b468c59848317f34
Publikováno v:
Scientific Annals of Economics and Business, Vol 71, Iss 2, Pp 301-314 (2024)
This paper analyzes the returns and volatility connectedness between oil prices and Eurozone sector returns during the global financial crisis. We employ the TVP-VAR frequency connectedness approach with daily data of Brent prices and 18 Eurozone sup
Externí odkaz:
https://doaj.org/article/8bcd210abc1146828f20c46839a0ed35
Publikováno v:
Journal of Economic Studies, 2023, Vol. 51, Issue 2, pp. 408-423.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JES-01-2023-0009
Publikováno v:
International Journal of Emerging Markets, 2022, Vol. 18, Issue 11, pp. 5068-5086.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/IJOEM-01-2021-0082
Autor:
Mathias Tessmann, Carlos Carrasco-Gutierrez, Omar Khodr, Luiz Augusto Magalhães, Marcelo Passos
Publikováno v:
International Journal of Energy Economics and Policy, Vol 14, Iss 3 (2024)
This paper explores the interconnections between metal and energy commodities by assessing the transmission of volatility within their futures markets. Achieved through the spillover index, the analysis reveals the impact of shocks on asset pairs—h
Externí odkaz:
https://doaj.org/article/4ce0ca887f414513987f2d639a849486
Autor:
Üzeyir AYDIN
Publikováno v:
Dokuz Eylül Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, Vol 25, Iss 4, Pp 1647-1662 (2023)
ÖZ: Bir finansal varlığın fiyatındaki değişkenliğe oynaklık denilmekte ve çoğunlukla standart sapma ile ölçülmektedir. Yüksek belirsizlik durumunda oynaklık artmaktadır. Bir piyasada yaşanan şokun diğer piyasalarda getiri ve oyna
Externí odkaz:
https://doaj.org/article/43e4bb76321f4d74840a0ae3708db221
TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries
Autor:
Akbulut Nesrin, Ari Yakup
Publikováno v:
Folia Oeconomica Stetinensia, Vol 23, Iss 2, Pp 1-23 (2023)
The main purpose of monetary integration between EU countries is to eliminate excessive fluctuations in exchange rates. High volatility in exchange rates can cause various negative economic and financial effects, especially during periods of economic
Externí odkaz:
https://doaj.org/article/acff1680d0104285889af951ce0cf319
Autor:
Reha Memişoğlu, Seçil Sigalı
Publikováno v:
Journal of Eta Maritime Science, Vol 11, Iss 2, Pp 127-135 (2023)
Shipping is a highly volatile, cyclical, and capital-intensive industry defined by extreme highs and lows. This makes information regarding volatility in this market material and relevant for decisions related to portfolio diversification, forecastin
Externí odkaz:
https://doaj.org/article/109bed15f1f54c5283e13e89fc630107