The spillover effect is a significant factor impacting the volatility of commodity prices. Unlike earlier studies, this research uses a relatively recent estimation technique such as rolling window-based Quantile VAR (QVAR) advanced by Ando et al. (2018) to describe the conditional volatility...

Utilizing more renewable energy in a market that combines advancements in technology, finance, and customer engagement is one of the African Union's top priorities. On the other side, there is a dearth of information on how the financial sector upsets the development of renewable energy. We...

Reaching emission mitigation targets has become increasingly paramount in the OECD bloc considering that the bloc’s per capita emissions are still higher than the rest of the world while accounting for 35% of all atmospheric emissions. We adopt the novel panel NARDL framework to assess the...

Changes in crude oil prices affect corporate debt position. This study investigates the association between changes in debt and crude oil price volatility in nonfinancial, BG, and SA firms in India. We use financial variables, crude oil prices, and macroeconomics data from 2004 to 2020 for...

Liberalization measures was adopted by the developed and developing countries to realize the benefit from expansion of market size, inflow of low priced product, inflow of foreign capital, increase in productivity, and growth which in turn reduces social problem of unemployment and income and...

The study applies the effective transfer entropy (ETE) and Renyi transfer entropy (RTE) to quantify the information flow between government bonds and equity market of G7 countries. The magnitude and direction of information flow between these two markets are dynamic across the state of the...

This paper uses a new approach to estimate public sentiments during the outbreak of Russia-Ukraine conflict and their consequences for the global financial technology industry and blockchain markets. We develop a Russia-Ukraine War Economic Sanctions News Sentiment Index (RUWESsent) to reflect...

This study attempts to analyze the effect of volatility in the real exchange rate of Indian Rupee with US Dollar, UK Pound, Euro and Japanese Yen on India’s real exports of agricultural commodities such as Tea, Coffee, Cereals and Rice to Euro area, USA, UK and Japan for the period 2002-2009...

Purpose – The purpose of this paper is to examine the long-run sustainability of trade deficits for the ASEAN-five economies, viz., Indonesia, Malaysia, the Philippines, Myanmar and Thailand, in the presence of structural breaks. Design/methodology/approach – It utilizes the Saikkonen and...

The purpose of the paper is to revisit the inflation–output gap relationship using a new approach known as the wavelet transform. This approach combines the classical time series analysis with frequency domain analysis and presents the advantages of assessing the co-movement of the two series...