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Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann - 2016
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 …
Persistent link: https://www.econbiz.de/10011441704
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Time-Frequency connectedness between developing countries in the COVID-19 pandemic : the case of East Africa
Katusiime, Lorna - In: Quantitative finance and economics 6 (2022) 4, pp. 722-748
Persistent link: https://www.econbiz.de/10013500737
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Volatility transmission in selected African foreign exchange markets
Carsamer, Emmanuel - In: International journal of economic perspectives : IJEP 10 (2016) 2, pp. 43-61
Persistent link: https://www.econbiz.de/10011660180
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Measuring return and volatility spillovers among sectoral stocks in Nigeria
Fasanya, Ismail Olaleke; Oyewole, Oluwatomisin; … - In: Zagreb international review of economics & business 22 (2019) 2, pp. 71-93
Persistent link: https://www.econbiz.de/10012174084
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Do COVID-19 epidemic explains the dynamic conditional correlation between china's stock market index and international stock market indices?
Derbali, Abdelkader; Naoui, Kamel; Ben Sassi, Mounir; … - In: The Chinese economy : translations and studies 55 (2022) 3, pp. 227-242
Persistent link: https://www.econbiz.de/10013204855
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International trade policy uncertainty spillover on stock market : evidence from fragile five economies
Mohammad Enamul Hoque; Low, Soo Wah; Uddin, Md Akther; … - In: Journal of international trade & economic development : … 32 (2023) 1, pp. 104-131
Persistent link: https://www.econbiz.de/10013493099
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Do domestic sentiment and the spillover of US investor sentiment impact Mexican stock market returns?
Perez Liston, Daniel; Huerta-Sanchez, Daniel; … - In: Journal of emerging market finance 17 (2018), pp. 185-212
Persistent link: https://www.econbiz.de/10011925525
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R&D returns, spillovers and firm incentives : evidence from China
Goh, Chorching; Li, Wei; Xu, Lixin Colin - In: Frontiers of economics in China : selected publications … 11 (2016) 4, pp. 581-607
Persistent link: https://www.econbiz.de/10011674081
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Return and volatility spillover among commodity futures, stock market and exchange rate : evidence from India
Maitra, Debasish; Dawar, Varun - In: Global business review 20 (2019) 1, pp. 214-237
Persistent link: https://www.econbiz.de/10011984156
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Price and volatility spillovers of the producer price of milk between some EU member states
Szenderák, János; Popp, József; Harangi-Rákos, Mónika - In: German journal of agricultural economics : GJAE 68 (2019) 2, pp. 61-76
Persistent link: https://www.econbiz.de/10012018725