Mathematics,
Journal Year:
2024,
Volume and Issue:
12(23), P. 3789 - 3789
Published: Nov. 30, 2024
This
study
employed
the
dynamic
conditional
correlation
algorithm
and
incorporated
temporal
dynamics
of
spillover
effect
to
enhance
Multivariate
Stochastic
Volatility
(MSV)
model.
Consequently,
a
DGC-t-MSV
model
(multiple
stochastic
volatility
coefficient
with
Granger
causality
test)
was
constructed
simulate
examine
effects
between
China’s
carbon
market
traditional
energy
market.
The
findings
reveal
following:
(1)
A
significant
in
price
exists
markets,
notably
fluctuating
index.
China
exerts
stronger
unidirectional
on
Price
fluctuations
impact
prices
through
mechanisms
such
as
cost
transmission
expectations.
(2)
In
initial
stages,
markets
showed
an
overall
downward
trend,
underscoring
positive
influence
policy
incentives
technological
advancements
growth
alternative
energy.
mutual
weakening
markets.
(3)
display
high
degree
interdependence
short-term
persistence,
evidence
long
memory
inertia
these
movements.
Integration
Bayesian
approach
Markov
Chain
Monte
Carlo
(MCMC)
method
introduction
time-varying
factor
enabled
efficient
measurement
International Review of Economics & Finance,
Journal Year:
2024,
Volume and Issue:
93, P. 469 - 484
Published: March 23, 2024
This
study
explores
the
connectedness
between
investor
sentiment
(IS)
and
Chinese
green
bonds
using
a
QVAR
from
30th
June
2017
to
29th
2022.
Dynamic
is
more
apparent
in
short
term
(23%)
compared
long
(4%).
Net
total
directional
over
quantiles
suggests
that
IS
main
net
receiver
of
shocks
during
our
sample
period
under
20%
80%
quantile.
However,
also
transmitter
Green
bond
quantiles.
Uncertainties
such
as
recent
COVID-19
pandemic
are
attributed
changes
bonds.
The
findings
this
article
have
profound
implications
for
investors,
policymakers,
broader
financial
community,
terms
gaining
insights
into
warnings
about
how
uncertainty
occurrences
can
spread,
accordingly
designing
appropriate
investment
policies
stabilizing
stock
market
China,
emerging
economies
at
large.
Journal of Islamic marketing,
Journal Year:
2024,
Volume and Issue:
unknown
Published: June 14, 2024
Purpose
The
purpose
of
this
paper
is
to
examine
the
connectedness
among
Memecoin,
Halal
exchange
traded
funds
(ETF)
and
environmental,
social
governance
(ESG)
indexes
in
different
quantiles.
Design/methodology/approach
authors
consider
Dogecoin
measure
Memecoin
while
Wahed
FTSE
USA
Shariah
ETF
(HLAL)
SP
Funds
S&P
500
Sharia
Industry
Exclusions
(SPUS)
are
used
represent
Halaf
ETF.
Similarly,
iShares
ESG
Aware
MSCI
(ESGU)
Vanguard
US
Stock
(ESGV)
proxy
index
daily
price
these
examined
markets
considered
from
January
2,
2020,
18,
2024.
quantile
vector
autoregression
deployed
for
empirical
computation.
Findings
result
reveals
that
(Dogecoin)
emerges
as
best
diversifier
irrespective
various
quantiles
because
it
least
connected
terms
recipient
transmission
shock.
In
addition,
observe
an
intriguing
observation
total
higher
large,
followed
by
lower
quantile.
Originality/value
This
study
undertaken
considering
novelty
form
proxies
along
with
natural
outbreak
(COVID-19)
man-made
(Russia–Ukraine
invasion)
periods.
Current Issues in Tourism,
Journal Year:
2024,
Volume and Issue:
unknown, P. 1 - 25
Published: Aug. 9, 2024
We
employed
the
Cross-quantilogram
method
for
first
time
to
assess
cross-quantile
risk
relationship
among
clean
energy
market
and
Dow
Jones
U.S.
Travel
&
Leisure
Index
during
period
from
2014
2023.
This
investigation
aimed
explore
asymmetric
nature
of
risk-dependence
structure.
Our
findings
reveal
that,
under
stability
conditions,
index
exhibited
highest
correlation
with
all
stocks.
However,
NASDAQ
OMX
Geothermal,
Solar,
Wind
Indices
significantly
decreased
longer
investment
horizons
extreme
quantiles.
Notably,
in
tail,
between
specific
markets
displayed
heterogeneity.
results
have
new
practical
implications
policymakers
investors
who
need
capture
connection
indices
sector.
