Annals of Operations Research,
Journal Year:
2023,
Volume and Issue:
unknown
Published: Dec. 22, 2023
Abstract
The
COVID-19
has
caused
unprecedented
disruptions
to
supply
chains
(SC)
worldwide,
posing
numerous
challenges
for
industries,
particularly
in
the
emerging
economies
(EE).
These
are
undergoing
a
phase
of
recovery
from
pandemic
devastations
now,
requiring
investigation
into
(RCs)
and
propositions
effective
strategies
(RSs)
address
RCs.
Given
this
backdrop,
study
aims
explore
COVID-19-related
RCs
Bangladeshi
leather
industry
build
an
integrated
decision-making
model
formulate
RSs
counteract
while
seeks
recover.
This
used
Pareto
analysis
deduce
lists
nine
most
critical
vital
industry.
also
applied
best
worst
method
(BWM)
identify
long-term
liquidity
crisis
increasing
bankruptcy
business
stakeholders
as
urgent
RCs,
highlighting
financial
sustainability
significant
matter
concern
sector.
With
regard
RSs,
application
fuzzy
Technique
Order
Preference
by
Similarity
Ideal
Solution
(TOPSIS)
indicated
need
solve
existing
problems
central
effluent
treatment
plant
(CETP)
provisioning
solid
waste
management
facilities
long
run
priorities
make
SC
more
financially
operationally
sustainable.
formulated
have
managerial
implications
decision-makers
reducing
adversities
hence
improving
performance
Although
not
totally,
these
valuable
insights
during
following
periods
can
be
generalized
across
other
industries
Bangladesh
EE
regions
affected
pandemic.
Research in International Business and Finance,
Journal Year:
2023,
Volume and Issue:
65, P. 101948 - 101948
Published: March 31, 2023
This
paper
investigates
spillover
from
energy
commodities
to
Shanghai
stock
exchange
and
European
Stock
market,
identifies
possible
risks
transmission
portfolio
diversification
opportunities.
The
study
is
conducted
on
daily
spot
prices
of
carbon
(CO2)
emission,
natural
gas
crude
oil
16
December
2010
29
2022,
employing
Granger
causality
test,
dynamic
conditional
correlation
(DCC),
Diebold-Yilmaz
(2012)
Barunik-Krehlic
(2017)
models.
Results
identify
higher
volatility
imply
greater
connectedness
in
the
longer
run.
Additionally,
witnessed
as
highest
contributor
shocks
receiver
network
connection.
Further
results
suggest
for
investment
shorter
run
rather
than
long
efficient
diversification.
this
are
expected
have
practical
implications
managers,
investors,
market
regulators,
given
suggestion
incorporate
stocks
risk.
Research in International Business and Finance,
Journal Year:
2024,
Volume and Issue:
69, P. 102278 - 102278
Published: Feb. 16, 2024
Our
paper
applies
a
time-varying
parameter
vector
autoregression
(TVP-VAR)
in
combination
with
an
extended
joint
connectedness
approach
to
investigate
interlinkages
among
carbon
emissions
futures
and
the
volatility
of
renewable
energy
sector.
The
findings
show
that
system-wide
dynamic
realized
peak
early
2020
wake
COVID-19
crisis.
Net
total
directional
proves
wind
play
roles
both
net
transmitters
receivers
shocks
periods
–
before
after
pandemic.
this
can
support
policy
formulations
avoid
rapid
fluctuations
prices,
make
price
table,
limit
negative
effect
risk
on
market,
while
promoting
protection
systemic
financial
risks
sector
ensuring
green
supply.
Research in International Business and Finance,
Journal Year:
2023,
Volume and Issue:
67, P. 102146 - 102146
Published: Oct. 24, 2023
This
paper
investigates
the
connectedness
of
Artificial
intelligence
stocks
with
agri-commodity
during
COVID-19
and
Russia-Ukraine
invasion.
To
measure
stocks,
we
consider
Microsoft,
Google,
Amazon,
Meta
NVIDA
while
US
wheat,
corn,
soyabean,
oats
Rice
are
proxied
to
represent
stocks.
The
daily
closing
price
these
is
taken
from
December
31,
2019
February
23,
2022
(COVID-19)
24,
August
10,
(Russia-Ukraine
Invasion).
For
an
empirical
estimation,
Diebold
&
Yilmaz
(2012)
Barunik
Krehlik
(2018)
models
employed
investigate
among
assets
class.
result
reveals
that
Microsoft
highest
receiver
as
well
contributor
shocks;
rice
corn
least
shocks
respectively
period.
PLoS ONE,
Journal Year:
2024,
Volume and Issue:
19(3), P. e0299237 - e0299237
Published: March 6, 2024
The
linkages
between
the
US
and
China,
world’s
two
major
agricultural
powers,
have
brought
great
uncertainty
to
global
food
markets.
Inspired
by
these,
this
paper
examines
extreme
risk
spillovers
Chinese
futures
markets
during
significant
crises.
We
use
a
copula-conditional
value
at
(CoVaR)
model
with
Markov-switching
regimes
capture
tail
dependence
in
their
pair
study
covers
period
from
January
2006
December
2022
identifies
distinct
(stable
crisis
periods).
Moreover,
we
find
asymmetric
upside/downside
markets,
which
are
highly
volatile
Additionally,
impact
of
international
capital
flows
(the
financial
channel)
on
is
particularly
pronounced
crisis.
During
COVID-19
pandemic
Russia-Ukraine
war,
supply
chain
disruptions
non-financial
highlighted.
Our
findings
provide
theoretical
reference
for
monitoring
co-movements
practical
insights
managing
investment
portfolios
enhancing
market
stability
Journal of Futures Markets,
Journal Year:
2023,
Volume and Issue:
43(12), P. 1853 - 1871
Published: Sept. 2, 2023
Abstract
This
study
employs
the
quantile‐on‐quantile
method,
casualty‐in‐quantiles
and
rolling
window
regression
to
investigate
impact
of
international
crude
oil
future
prices
on
stock
both
traditional
new
energy
sectors
in
China.
The
empirical
results
reveal
that
effect
market
China
varies
across
quantiles
is
easily
affected
by
extreme
events.
Specifically,
significant
volatile,
while
it
less
volatile
displays
a
negative
correlation
with
market.
Furthermore,
concentrated
positive
observed
middle
low
quantile
stages
A
Granger
causality
exists
between
different
quantiles.
Those
findings
can
provide
useful
guidance
for
policymakers,
investors,
consumers.
