Positive and Negative Shocks of Financial Markets on Sustainable Finance in Europe: Evidence from Vector Auto regression and Granger Causality
International Review of Economics & Finance,
Год журнала:
2025,
Номер
unknown, С. 104042 - 104042
Опубликована: Март 1, 2025
Язык: Английский
Dynamic Connectedness and Portfolio Strategies: Insights from Fintech, Robotics, Renewable Energy, and Green Bonds in China
Journal of Climate Finance,
Год журнала:
2025,
Номер
unknown, С. 100060 - 100060
Опубликована: Янв. 1, 2025
Язык: Английский
Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening
Financial Innovation,
Год журнала:
2025,
Номер
11(1)
Опубликована: Янв. 6, 2025
Abstract
This
study
utilizes
two
complementary
models,
the
Time-Varying
Parameter
Vector
Autoregressive
Diebold–Yilmaz
(TVP-VAR-DY)
and
Baruník–Křehlík
(TVP-VAR-BK),
to
investigate
dynamic
volatility
transmission
between
exchange
rates
stock
returns
in
major
commodity-exporting
-importing
countries.
The
analysis
focuses
on
periods
of
quantitative
easing
(QE)
tightening
(QT)
from
March
15,
2020
December
30,
2022.
countries
examined
are
Canada
Australia
(major
commodity
exporters)
UK
Germany
importers).
An
essential
contribution
this
paper
is
new
empirical
insights
into
dynamics
market
these
markets
during
QE
QT
periods.
results
reveal
that
causality
primarily
flows
rates,
especially
period
across
all
investment
horizons.
Toronto
Stock
Exchange
(TSX)
emerges
as
principal
net
driver
among
under
study.
Furthermore,
Canadian
rate
(USDCAD)
Australian
(ASX)
most
significantly
affected
indices
within
network
various
horizons
(excluding
long-term).
These
findings
underscore
importance
for
investors
policymakers
consider
interplay
returns,
particularly
context
periods,
well
other
economic,
political,
health-related
events.
Our
relevant
stakeholders,
including
governments,
traders,
portfolio
managers,
multinationals.
Язык: Английский
The Impact of Carbon Emissions Trading on Agricultural Economic Development - Based on Empirical Data from China's Carbon Emissions Trading Pilot Policies
International Review of Economics & Finance,
Год журнала:
2025,
Номер
unknown, С. 104150 - 104150
Опубликована: Май 1, 2025
Язык: Английский
Carbon price prediction based on multidimensional association rules and optimized multi-factor LSTM model
Energy,
Год журнала:
2025,
Номер
unknown, С. 136768 - 136768
Опубликована: Май 1, 2025
Язык: Английский
Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis
Finance research letters,
Год журнала:
2025,
Номер
82, С. 107553 - 107553
Опубликована: Май 26, 2025
Язык: Английский
Extreme co-movements between CO2 emission allowances and commodity markets and their response to economic policy uncertainty
Energy Economics,
Год журнала:
2024,
Номер
138, С. 107868 - 107868
Опубликована: Авг. 26, 2024
Язык: Английский
Sustainability Implications of Commodity Price Shocks and Commodity Dependence in Selected Sub-Saharan Countries
Sustainability,
Год журнала:
2024,
Номер
16(20), С. 8928 - 8928
Опубликована: Окт. 15, 2024
Sub-Saharan
economies
often
rely
heavily
on
a
narrow
range
of
commodities,
making
them
particularly
vulnerable
to
price
fluctuations
in
global
markets.
This
volatility
predisposes
these
countries
economic
instability,
threatening
short-term
growth
and
long-term
development
goals.
As
result,
this
study
examines
the
sustainability
implications
commodity
dependence
for
31
African
from
2000
2023.
Eleven
agricultural
commodity-dependent
countries,
six
energy
fourteen
mineral
metal
ore-dependent
were
chosen.
uses
balanced
annual
panel
data
World
Development
Indicators,
Bank
Commodity
Price
Data,
Federal
Reserve
Data.
The
analyzed
using
VECM,
study’s
findings
threefold
unanimous
all
three
categories
commodities
(agricultural,
mineral,
ore).
First,
is
positively
related
growth,
suggesting
that
higher
prices
benefit
economy
long
run.
Second,
negatively
indicating
adverse
impacts
stability
Third,
By
analyzing
interconnectedness
factors,
underscores
need
diversified
policies
sustainable
practices
reduce
vulnerability
promote
region.
highlight
critical
role
strategic
resource
management
policy
interventions
achieving
ensuring
well-being
future
generations.
Язык: Английский