Showing 1 - 10 of 261
-pricing reform in Asia. It adopts the bootstrap sub-sample rolling-window Granger test to investigate the causality between crude oil … hubs in Asia and Europe so that gas pricing can fully reflect the fundamentals in gas markets and help to achieve more …
Persistent link: https://www.econbiz.de/10012289913
This paper examines the international transmission of volatility in the stock markets of countries in emerging Asian …. Over two decades the degree of volatility interdependence of equity markets among Asian economies has been increasing … management (CFM) measures is associated with a reduction in the volatility dependence within the region. …
Persistent link: https://www.econbiz.de/10011686493
This paper considers how exchange rates affect East Asian trade. The evidence indicates that exports produced within regional production networks depend on exchange rates throughout the region while labor-intensive exports depend on exchange rates in the exporting country. These results make...
Persistent link: https://www.econbiz.de/10008907805
in capital flow volatility in emerging Asian economies over the period 1999 to 2020. Using a panel analysis and impulse … ten Asian emerging economies in terms of capitalization helps to mitigate against capital flow volatility, while foreign …
Persistent link: https://www.econbiz.de/10012503333
This paper examines the tail dependence between energy and housing markets in the United States by using cross-quantilogram approach. Our main finding shows a housing returns are dependent on the oil returns in a large part of the return distribution, and that the housing returns are more likely...
Persistent link: https://www.econbiz.de/10012219573
East Asia remained the biggest market for liquefied natural gas (LNG) in 2018. The Russian Federation has a clear … vision to develop its East Asia LNG projects to provide a bigger share of Asian LNG imports. This paper models Russian … Federation - East Asia L NG trade patterns via the gravity trade theory, which is shown to fit well with energy trade patterns …
Persistent link: https://www.econbiz.de/10012015045
Following the collapse of the Soviet Union, Western countries have signed several agreements regarding the use of hydrocarbon resources in the Caspian Basin, with the aim of diversifying their energy suppliers. However, recession in the world economy and persistently low oil prices have...
Persistent link: https://www.econbiz.de/10012110274
volatility. Our methodology shows the efficacy of stabilization policies, initiated notably by the Federal Reserve, in dampening …
Persistent link: https://www.econbiz.de/10013334977
. We find complex intra-group return and volatility connectedness among ASEAN-4 markets and moderate inter-group return and … volatility connectedness between ASEAN-4 and regional and global markets at different time horizons. …
Persistent link: https://www.econbiz.de/10013546175
in developing Asia as a whole. However, the impacts vary dramatically by economy within developing Asia, reflecting their …
Persistent link: https://www.econbiz.de/10011441148