Tail-risk spillovers and interconnectedness in international logistics markets: a QVAR approach DOI Creative Commons
Huthaifa Alqaralleh, Rim El Khoury, Muneer M. Alshater

et al.

Cogent Economics & Finance, Journal Year: 2024, Volume and Issue: 12(1)

Published: Oct. 12, 2024

This research explores the interdependence within international logistics sector among 17 nations, utilizing a quantile-based technique to assess transmission of returns. By analyzing daily data from DataStream spanning 1 June 2016, 12 August 2024, we apply Quantile Vector Autoregression framework examine synchronous behavior variables, considering magnitude shocks. Our findings reveal varying degrees linkage at lower, median, and upper quantiles conditional distribution. The results show that extreme events, such as COVID-19 pandemic Russia-Ukraine war, significantly amplified spillovers across markets, while impact Israel-Hamas conflict was more regionally contained. Regional clustering geographical proximity play crucial role, with stronger interconnections observed neighboring countries, US Canada, Germany France. stands out dominant transmitter shocks, countries in Asia Oceania tend be net receivers, highlighting their vulnerability external disruptions. These underscore need for risk assessments regulatory frameworks management strategies better manage asymmetric transmissions during global crises.

Language: Английский

Green Investment Under Market Uncertainty: Scrubber Installation in Shipping DOI

Ioannis Moutzouris,

Malvina Marchese,

Nikos C. Papapostolou

et al.

Published: Jan. 1, 2025

Language: Английский

Citations

0
Dynamic spillovers connectedness among carbon trading, shipping freight, bunker oil and crude oil market: Evidence from quantile-frequency analysis DOI

Tanzila Yeasmin Nilu,

Chuanxu Wang,

Shek Ahmed

et al.

Research in Transportation Economics, Journal Year: 2025, Volume and Issue: 111, P. 101544 - 101544

Published: April 21, 2025

Language: Английский

Citations

0
Global Climate Risk Perception and Its Dynamic Impact on the Clean Energy Market: New Evidence from Contemporaneous and Lagged R2 Decomposition Connectivity Approaches DOI Open Access

Yi Dan,

Sheng Lin,

J. C. S. Yang

et al.

Sustainability, Journal Year: 2025, Volume and Issue: 17(8), P. 3596 - 3596

Published: April 16, 2025

The acceleration of global climate change presents unprecedented challenges to market stability and sustainable social development. Understanding how dynamics are impacted by perceptions risk is essential creating management plans that work. Current research frequently concentrates on static evaluations perceived, ignoring its dynamic influence clean energy markets the intricate channels via which these risks spread. To examine markets, this study builds a spillover network model. We determine main transmission pathways their temporal variations looking at changes in connection over time. Our results demonstrate have substantial direct indirect impact volatility markets. Specifically, ‘Risk Concern Index (GCTC GCPC) → Clean Energy Market Climate Policy Uncertainty (CPU) Risk Indices (GCTRI GCPRI)’ pathway highlights public policymaker concerns about significantly behavior overall dynamics. Furthermore, analysis demonstrates spillovers amplified economic geopolitical events, highlighting necessity taking external shocks into account when designing policies. This offers fresh perspectives perception affects serves as useful resource for investors policymakers, encourages creation robust mechanisms.

Language: Английский

Citations

0
Tail-risk spillovers and interconnectedness in international logistics markets: a QVAR approach DOI Creative Commons
Huthaifa Alqaralleh, Rim El Khoury, Muneer M. Alshater

et al.

Cogent Economics & Finance, Journal Year: 2024, Volume and Issue: 12(1)

Published: Oct. 12, 2024

This research explores the interdependence within international logistics sector among 17 nations, utilizing a quantile-based technique to assess transmission of returns. By analyzing daily data from DataStream spanning 1 June 2016, 12 August 2024, we apply Quantile Vector Autoregression framework examine synchronous behavior variables, considering magnitude shocks. Our findings reveal varying degrees linkage at lower, median, and upper quantiles conditional distribution. The results show that extreme events, such as COVID-19 pandemic Russia-Ukraine war, significantly amplified spillovers across markets, while impact Israel-Hamas conflict was more regionally contained. Regional clustering geographical proximity play crucial role, with stronger interconnections observed neighboring countries, US Canada, Germany France. stands out dominant transmitter shocks, countries in Asia Oceania tend be net receivers, highlighting their vulnerability external disruptions. These underscore need for risk assessments regulatory frameworks management strategies better manage asymmetric transmissions during global crises.

Language: Английский

Citations

0