Search Results - subject:"Network connectedness"

Asymmetric connectedness among regional green economies, carbon markets, and oil shocks

Hanif, Waqas; El Khoury, Rim; Gubareva, Mariya; … - In: International review of economics & finance : IREF 103 (2025), pp. 1-20

Persistent link: https://www.econbiz.de/10015470238

Are European and U.S. natural gas futures markets integrated? : insights from network-connectedness and cross-herding analysis

Amar, Amine Ben; Lmasrar, Boutaina; Bouattour, Mondher - In: Economics and Business Letters : EBL 14 (2025) 2, pp. 106-116

Persistent link: https://www.econbiz.de/10015437952

Integration and risk transmission dynamics between bitcoin, currency pairs, and traditional financial assets in south africa

Mudiangombe, Benjamin; Muteba Mwamba, John - In: Econometrics : open access journal 13 (2025) 3, pp. 1-30

This study explores the new insights into the integration and dynamic asymmetric volatility risk spillovers between Bitcoin, currency pairs (USD/ZAR, GBP/ZAR and EUR/ZAR), and traditional financial assets (ALSI, Bond, and Gold) in South Africa using daily data spanning the period from 2010 to...

Persistent link: https://www.econbiz.de/10015475545

How do US sectoral markets connect in calm and crisis? : a quantile-based network analysis

Ur Rehman, Mobeen; Zeitun, Rami; Nautiyal, Neeraj; Vo … - In: Applied economics 58 (2026) 4, pp. 680-703

Persistent link: https://www.econbiz.de/10015633810

Multivariate AutoRegressive Smooth Liquidity (MARSLiQ)

Hafner, Christian M.; Linton, Oliver; Wang, Linqi - 2025

Persistent link: https://www.econbiz.de/10015651378

Impact of Russia-Ukraine conflict on Russian financial market : evidence from TVP-VAR and quantile-VAR analysis

Ullah, Mirzat; Kazi Sohag; Khan, Shabeer; Sohail, Hafiz M. - In: Russian journal of economics 9 (2023) 3, pp. 284-305

This study aims to analyze the repercussions of the Russia–Ukraine conflict on the Russian financial market, focusing on the main stock market and sectorial stock indices. High-frequency hourly data from September 12, 2021, to April 29, 2022, covering the period before and after the outbreak...

Persistent link: https://www.econbiz.de/10015394334

The spillover effect between Chinese crude oil futures market and Chinese green energy stock market

Li, Jingpeng; Umar, Muhammad; Huo, Jiale - In: Energy economics 119 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014285017

Spillover effects and network connectedness among stock markets : evidence from the U.S. and Asia

Kuo, Chen-Yin; Chiang, Shu-Mei - In: Review of quantitative finance and accounting 64 (2025) 1, pp. 1-52

Persistent link: https://www.econbiz.de/10015194572

Network connectedness and portfolio hedging of green bonds, stock markets and commodities

Mezghani, Taicir; Ben Hamadou, Fatma; Abbes, Mouna … - In: International journal of emerging markets 20 (2025) 5, pp. 2154-2181

Persistent link: https://www.econbiz.de/10015399496

Utilizing LASSO-VAR and frequency decomposition to analyze the climate risk contagion network : Implementing decarbonization strategies in finance

Wang, Li; Zhou, Hanyu; Huang, Zeyu; Wang, Yanan - In: Energy economics 152 (2025), pp. 1-20

Persistent link: https://www.econbiz.de/10015616972