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Correlation and spillover effects between the carbon market and China's stock market : evidence from wavelet and quantile coherency network analysis

Sun, Luxi; Wang, Zhili; Kong, Shuning; Xia, Xiaohua - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1175-1196

Persistent link: https://www.econbiz.de/10014535452

Risk exposure in ESG-driven portfolios : a wavelet study within the tail-concerned insurance sector

Jareño, Francisco; Esparcia, Carlos; Fantini, Giulia - In: Finance research letters 67 (2024) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10015062482

Opacity and frequency dependence of beta

Ejaz, Sana; Volkov, Vladimir - In: Finance research letters 67 (2024) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10015062536

Structural breaks detection using step-indicator saturation technique in state-space model

Farid Zamani Che Rose; Mohd Tahir Ismail; Nur Aqilah … - In: International journal of computational economics and … 14 (2024) 1, pp. 61-80

Persistent link: https://www.econbiz.de/10015062778

Renewable, non-renewable energy consumption and economic growth in South Africa : fresh evidence from ARDL and wavelet coherence analysis

Phiri, Andrew; Sesoai, Tsepiso - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 4, pp. 580-589

Persistent link: https://www.econbiz.de/10015047752

Aggregate production planning problem for a hybrid stochastic system under partially observed state variables

Salviano, Oscar; Andres, Frederic - In: International journal of business performance and … 14 (2023) 4, pp. 421-449

Persistent link: https://www.econbiz.de/10015062904

State-space models : applications in economics and finance

Zeng, Yong (ed.); Wu, Shu (contributor) - 2013

Persistent link: https://www.econbiz.de/10011760896

Picking funds in China

Zhang, Yu; Zhao, Mengxiang - In: Finance research letters 67 (2024) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10015061670

Does China's iron ore futures market have price discovery function? : analysis based on VECM and State-space perspective

Ge, Yongbo; Cao, Tingting; Jiang, Ruchuan; Liu, Peide; … - In: Journal of business economics and management 20 (2019) 6, pp. 1083-1101

As the world's largest importer, trading of iron ore occupies a pivotal position in China's international trade. In order to seek the decision power of deciding the price for iron ore, China's Dalian Commodity Exchange (DCE) listed iron ore futures in October 2013,which has become the world's...

Persistent link: https://www.econbiz.de/10012176079

A learning-augmented approach to pricing risk in South Africa

Peeperkorn, Jacques; Seetharam, Yudhvir - In: Eurasian business review 6 (2016) 1, pp. 117-139

Through application of state-space modelling, the asset pricing model is re-explored. The result is an asset pricing model which tracks the evolution of investor probability beliefs and learning through a Kalman filter. This behaviourally inspired model shows marked improvement over a...

Persistent link: https://www.econbiz.de/10011631661