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Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin; McAleer, Michael; Zuo, Guangdong - 2017 - Revised: May 2017
is developed to test the multivariate conditional volatility Diagonal BEKK model, which has valid regularity conditions … and asymptotic properties, against the alternative Full BEKK model, which has valid regularity conditions and asymptotic …
Persistent link: https://www.econbiz.de/10011658757
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The Spillover Effects Following Brexit Announcements
Gifuni, Luigi - 2022
This work quantifies the financial and macroeconomic effects of the most significant Brexit events from 23 June 2016 up to 31 December 2019 for fifteen economies. The study uses high-frequency data and shows that following the referendum outcome, overall the 10-year government bond yield of the...
Persistent link: https://www.econbiz.de/10013289046
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Currency Hedging Strategies, Strategic Benchmarks and the Global and Euro Sovereign Financial Crises
Caporin, Massimiliano - 2013
This paper investigates dynamic currency hedging benefits, with a further focus on the impact of currency hedging before and during the recent financial crises originated from the subprime and the Euro sovereign bonds. We take the point of view of a Euro-based institutional investor who...
Persistent link: https://www.econbiz.de/10013074792
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Fed and ECB : which is informative in determining the DCC between bitcoin and energy commodities?
Derbali, Abdelkader; Jamel, Lamia; Ltaifa, Monia Ben; … - In: Journal of capital markets studies 4 (2020) 1, pp. 77-102
) meeting dates and production announcements for the dynamic conditional correlation (DCC) between Bitcoin and energy … of DCC as introduced by Engle (2002) during the period from August 11, 2015 to March 31, 2018. Findings The authors … incorporated in variance. These results confirmed the financialization of Bitcoin and commodity energy markets. Finally, the DCC …
Persistent link: https://www.econbiz.de/10012395339
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A Tourism Conditions Index
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2014
the multivariate BEKK model for four TCI indicators to predict specific tourism and economic environmental indicators for …
Persistent link: https://www.econbiz.de/10010227695
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European power struggles : can EU’s decarbonisation agenda break the state-company axis in the power sector?
Sattich, Thomas; Ydersbond, Inga; Scholten, Daniel - 2015
Europe's power system is still marked by a distinct national component, and despite some regions with strongly integrated power systems, electricity supply today still has a largely national basis. Policies to decarbonise the power sector may fundamentally alter this situation, because power...
Persistent link: https://www.econbiz.de/10010532121
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Dynamics of Biofuel Prices on the European Market : Impact of the EU Environmental Policy on the Resources Markets
Declerck, Francis - 2020
This paper aims at explaining the major drivers of bio-diesel market prices by examining agricultural resource prices and gas-oil prices for automotive fuels in the context of the EU environmental policy. The EU policy has enhanced bio-diesel production since 2006. Bio-diesel prices are impacted...
Persistent link: https://www.econbiz.de/10012840994
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European Power Struggles. Can EU's Decarbonisation Agenda Break the State-Company Axis in the Power Sector?
Sattich, Thomas - 2015
Europe's power system is still marked by a distinct national component, and despite some regions with strongly integrated power systems, electricity supply today still has a largely national basis. Policies to decarbonise the power sector may fundamentally alter this situation, because power...
Persistent link: https://www.econbiz.de/10013021624
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The European Union Hydrogen Strategy as a Significant Step Towards a Circular Economy
Bonciu, Florin I. - 2021
The paper is structured in three parts: the first contains some reflections on the essence of the circular economy concept; the second reviews the European Union positions vis-à-vis the circular economy and the large scale utilization of hydrogen, with reference in particular to the most recent...
Persistent link: https://www.econbiz.de/10013245049
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The Proposed EU Directive on Promoting the Use of Energy from Renewable Resources
Jefferson, Michael - 2014
The pursuit of targets which are clearly infeasible within the intended time period store up trouble for political systems, as well as failing to meet their goals. They raise questions about the target culture and its unintended consequences. There are specific concerns about food...
Persistent link: https://www.econbiz.de/10012750930