This study, set against the backdrop of escalating trade tensions between China and the United States, examines the impact of soybean tariff adjustments on the abnormal asymmetric behavior in the futures market. By employing specialized analytical methods that capture market volatility asymmetry...

In recent years, several automated caps, or algorithmic quantity regulations (AQRs), have been deployed to police supply conditions in sharing economy platforms. AQRs constitute a paradigm shift in platform regulation, as they enable exhaustive, and low-cost enforcement, thus comprehensively...

In recent decades, the rising challenges posed by climate change have prompted investors to take a keen interest in green assets and incorporate them into their portfolios to achieve optimal returns. Therefore, this article explores the static and dynamic connectedness between renewable energy...

This paper shows that incorporating what we call antidotal variables (AV) into a causal treatment effects analysis can with one cross-sectional regression identify the causal effect, the spillover effect, as well as possible biases from selectivity. We apply the AV technique to analyze leave...

Using a diagonal BEKK model, this paper estimates a spillover effect from the international crude oil market to the Korean stock market. Empirical results suggest that shocks and volatility in Dubai oil prices are significantly transmitted into twenty portfolios of the Korean stock market. Also,...