The paper explores the trade competitiveness of seven major shrimp exporting countries, namely Vietnam, China, Thailand …

liquidity shock, separating information maximum likelihood estimation of the integrated volatility and covariance with micro … illustrations, EVT and tail-risk modelling, with evidence from market indices and volatility series, the economics of data using … simple model free volatility in a high frequency world, arbitrage-free implied volatility surfaces for options on single …

mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models … price while the volatility of global fertilizer prices and crude oil price from March to December 2008 are higher than in …

For forecasting volatility of futures returns, the paper proposes an indirect method based on the relationship between … futures and the underlying asset for the returns and time-varying volatility. For volatility forecasting, the paper considers … the stochastic volatility model with asymmetry and long memory, using high frequency data for the underlying asset …

development of clean energy, including hydroelectric power, wind power, and solar energy generation. In order to involve companies …, there has been almost no research on China’s carbon price and volatility. This paper provides an introduction to China … Development and Reform Commission has proposed a national carbon market, which can attract investors and companies to participate …