Search Results - subject:"Spillover connectedness"

Quantifying spillovers and connectedness among commodities and cryptocurrencies : evidence from a Quantile-VAR analysis

Kyriazēs, Nikos K.; Papadamou, Stephanos; Tzeremes, … - In: Journal of commodity markets : JCM 33 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014526881

Analyzing crisis dynamics : how metal-energy markets influence green electricity investments

Goutte, Stéphane; Mhadhbi, Mayssa - In: Energy economics 134 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015047139

Dynamic spillovers connectedness among carbon trading, shipping freight, bunker oil and crude oil market : evidence from quantile-frequency analysis

Nilu, Tanzila Yeasmin; Wang, Chuanxu; Ahmed, Shek - In: Research in transportation economics 111 (2025), pp. 1-12

Persistent link: https://www.econbiz.de/10015449421

Quantile-based spillover connectedness among stochastic volatilities of ESG equities, Islamic and conventional stocks with implications for portfolio management

Asl, Mahdi Ghaemi; Khalfaoui, Rabeh; Tavakkoli, Hamid Reza - In: International journal of emerging markets 19 (2024) 11, pp. 3938-3976

Persistent link: https://www.econbiz.de/10015394633

Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods

Raza, Syed Ali; Guesmi, Khaled; Benkraiem, Ramzi; … - In: Research in international business and finance 67 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10014451526

Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities

Agyei, Samuel Kwaku; Umar, Zaghum; Bossman, Ahmed; … - In: Emerging markets review 56 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014478648

The impact of the US yield curve on sub-Saharan African equities

Bossman, Ahmed; Umar, Zaghum; Agyei, Samuel Kwaku; … - In: Finance research letters 53 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472430

Quantile-based spillover connectedness among stochastic volatilities of ESG equities, Islamic and conventional stocks with implications for portfolio management

Asl, Mahdi Ghaemi; Khalfaoui, Rabeh; Tavakkoli, Hamid Reza - In: International Journal of Emerging Markets 19 (2023) 11, pp. 3938-3976

-varying spillover connectedness across quantiles, (2) bidirectional and asymmetric spillover effect among the ESG index and the other … sectoral indices, (3) the strength of spillover connectedness is time-varying across quantiles, (4) based on the perspective of … this evidence, the authors employ the quantile vector autoregressive (QVAR) approach to examine the dynamic spillover …

Persistent link: https://www.econbiz.de/10015346470

Volatility spillovers across NFTs news attention and financial markets

Wang, Yizhi - In: International review of financial analysis 83 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013460887