Search Results - subject:"Sector indexes"

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Spillovers between Twitter Uncertainty Indexes and sector indexes : evidence from the US

El Khoury, Rim; Alshater, Muneer Maher - In: Borsa Istanbul Review 22 (2022) 5, pp. 961-974

The study examines the spillover between Twitter Uncertainty Indexes (TUI) and 10 US sectors. Our methodology is twofold: a time-varying parameter vector autoregression (TVP-VAR) to explore the dynamic connectedness among sectoral returns and a regression, mainly ordinary least squares (OLS) and...

Persistent link: https://www.econbiz.de/10013426712

Dependence and systemic risk analysis between S&P 500 index and sector indexes : a conditional value-at-risk approach

Jiao, Shoukun; Ye, Wuyi - In: Computational economics 59 (2022) 3, pp. 1203-1229

Persistent link: https://www.econbiz.de/10013169244

Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes

Souhir, Ben Amor; Heni, Boubaker; Lotfi, Belkacem - In: Energy economics 80 (2019), pp. 635-655

Persistent link: https://www.econbiz.de/10012173700

Shock and Volatility Interaction Between The Sector Indexes of Istanbul Stock Exchange

Tokat, Ekin - In: Journal of BRSA Banking and Financial Markets 4 (2010) 1, pp. 91-104

This paper investigates the shock and volatility transmission between the Istanbul Stock Exchange (ISE) sector indexes … detected among the sectors. Since these sector indexes are taken as indicator for various investment assets, it is important …

Persistent link: https://www.econbiz.de/10010896080