Showing 181 - 190 of 203
This paper is the first study to examine the effectiveness of the Shanghai Fuel Oil Futures Contract (SHF) in risk reduction on the Chinese energy oil market. We find that the SHF contract can help investors reduce risk by approximately 45%, lower than empirical evidence in developed markets,...
Persistent link: https://www.econbiz.de/10011260966
This paper examines the hedging performance of the Shanghai futures market, with the London futures market acting as the channel for volatility spillover. Taking into consideration structural change, basis effects, and return and volatility spillover effects, the authors find that the estimated...
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This study investigates the environmental implications of cryptocurrency energy consumption on climate change. Using a spectrum of approaches, including Granger causality across quantiles, cross-quantilograms, and dynamic connectedness, we provide novel evidence on the nexus between Bitcoin...
Persistent link: https://www.econbiz.de/10014237724
There are many empirical studies trying to test if there is income convergence across the provinces of China. In this paper, we bring new information to the current literature by applying non-linear panel unit root test of Exponential Smooth Auto-Regressive Augmented Dickey-Fuller (ESTAR-ADF)...
Persistent link: https://www.econbiz.de/10013127318
How Polish Firms Use the EU Funds for Innovative Projects? -- Competitive Intelligence Among SMEs -- Workplace Bullying in Malaysia -- Team Context and Team Performance -- Discussion Frames in Motherhood Blogs -- Strategic Partnerships in the Construction Industry in Latvia -- A Proposed...
Persistent link: https://www.econbiz.de/10014019844
This paper examines return and volatility connectedness between Bitcoin, traditional financial assets (Crude Oil, Gold, Stocks, Bonds, and the United States Dollar-USD), and major global uncertainty measures (the Economic Policy Uncertainty-EPU, the Twitter-based Economic Uncertainty-TEU, and...
Persistent link: https://www.econbiz.de/10013306862
This study investigates the time-varying causal relationship between geopolitical risk and green finance during the period of 1 March 2012- 16 February 2022. By using the novel time-varying causality testing framework, our findings shed light on the nexus between geopolitical risk and green...
Persistent link: https://www.econbiz.de/10014255292