The primary purpose of the paper is to analyze the conditional correlations, conditional covariances, and co-volatility … spillovers between international crude oil and associated financial markets. The paper investigates co-volatility spillovers … (namely, the delayed effect of a returns shock in one physical or financial asset on the subsequent volatility or co-volatility …

, there has been almost no research on China's carbon price and volatility. This paper provides an introduction to China …The purpose of the paper is to provide a clear mechanism for determining carbon emissions pricing in China as a guide … China's carbon market was established in 2013 and mainly run domestically, and not necessarily using market principles …

Since 2008, when Taiwan's President Ma Ying-Jeou relaxed the Cross-Strait policy, China has become Taiwan's largest … volatility models, namely GARCH(1,1), GJR(1,1) and EGARCH(1,1), are used to measure the short-run and long-run persistence of … tourists. The empirical results show asymmetric impacts of positive and negative shocks on the volatility of the change in the …

prices, returns and volatility of related agricultural commodities. Analyzing the spillover effects on agricultural …. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related … agricultural commodities, specifically corn and sugarcane, using the multivariate diagonal BEKK conditional volatility model. The …