Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness

International Review of Financial Analysis, Год журнала: 2024, Номер 95, С. 103434 - 103434

Опубликована: Июль 1, 2024

This study uses quantile vector-autoregressive to examine volatility connectedness among a global financial stress index (including five categories: credit, equity valuation, funding, safe assets, and volatility) US sectors under low, moderate, extreme conditions. The dataset includes the special periods covering crisis, China COVID-19 pandemic, Russian–Ukrainian war, Silicon Valley Bank failure, Credit Suisse bank crisis. findings imply that spillover effects series are higher during than low moderate periods. During of volatility, credit category sector indices net shock transmitters, but periods, become receivers alongside funding categories indices. also exhibit recipient roles at levels those

Язык: Английский

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Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises

Research in International Business and Finance, Год журнала: 2024, Номер 73, С. 102548 - 102548

Опубликована: Авг. 31, 2024

Язык: Английский

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Risk dynamics in energy transition: Evaluating downside risks and interconnectedness in fossil fuel and renewable energy markets

Resources Policy, Год журнала: 2024, Номер 92, С. 105032 - 105032

Опубликована: Апрель 26, 2024

Язык: Английский

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Cambodian Green Economy Transition: Background, Progress, and SWOT Analysis

World, Год журнала: 2024, Номер 5(2), С. 413 - 452

Опубликована: Июнь 10, 2024

A green economy is not a common economic practice. This leads the governments in many countries to focus on institutional arrangement and policy development. The one of main significant factors, while policies have be well developed support stakeholders put less pressure local communities. Hence, this research aims understand development Cambodia by focusing arrangements policies. Thus, research’s priority was evaluate their background progress, comprehensive SWOT (strengths, weaknesses, opportunities, threats) analysis conducted based progress/transition. background, analyses (i) government’s documents, including code, laws, royal decrees, sub-decrees, prakas, policies, strategic plans, roadmaps, reports; (ii) partners’ reports from reliable sources, such as UN agencies, Programs, ASEAN, Asian Development Bank, World Bank; (iii) existing literature. presented results discussed findings encompassed political conditions, capacities, coordination, participation public stakeholders, global cooperation funding, which were conditioned experiences COVID-19 pandemic uncertainties resulting geopolitical conflicts, Russian–Ukrainian conflicts. Moreover, weaknesses against strengths threats opportunities suggest solutions or implications.

Язык: Английский

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Oil shocks and the transmission of higher-moment information in US industry: Evidence from an asymmetric puzzle

Borsa Istanbul Review, Год журнала: 2024, Номер 24(6), С. 1190 - 1204

Опубликована: Июль 14, 2024

Using a cross-quantilogram approach, this study analyzes the transmission of higher-moment information across US industries with high-frequency (1-min) data. We investigate effects oil demand and supply shocks on transmission, revealing that impact is asymmetric. Specifically, negative price amplify asymmetric information, whereas positive have opposite effect. The findings highlight complexity in dynamics response to fluctuations, highlighting need for policy makers investors account these nuances when assessing risk making decisions. results emphasize critical role direction magnitude prices shaping landscape industries.

Язык: Английский

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The contagion effect of artificial intelligence across innovative industries: From blockchain and metaverse to cleantech and beyond

Technological Forecasting and Social Change, Год журнала: 2024, Номер 210, С. 123822 - 123822

Опубликована: Ноя. 16, 2024

Язык: Английский

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Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors

Emerging Markets Review, Год журнала: 2025, Номер unknown, С. 101253 - 101253

Опубликована: Янв. 1, 2025

Язык: Английский

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Inhibiting or exacerbating? Digital financial inclusion and renewable energy efficiency

Science Progress, Год журнала: 2025, Номер 108(2)

Опубликована: Март 31, 2025

Fully analyzing the impact and role of digital inclusive finance on improvement renewable energy efficiency plays an important in realizing long-term sustainable development regional economy. This research undertakes a comprehensive empirical examination to investigate influence financial growth across 30 Chinese provinces cities, spanning from 2011 2021. The results demonstrate that advancement significantly improves energy. variations indicates while inclusion markedly enhances both eastern western areas, its remains negligible central region. In addition, our influencing mechanism show progress science technology, alongside effectiveness services, boosts beneficial effects enhancement efficiency. Furthermore, degrees innovation technology services act as singular threshold for Our study provides new evidence implications fully combination between efficiency, thereby promoting development.

Язык: Английский

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Climate change and financial system stability in China: a theoretical and empirical analysis

Applied Economics, Год журнала: 2025, Номер unknown, С. 1 - 16

Опубликована: Май 15, 2025

Язык: Английский

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Geopolitical risks and oil market fear: Country-specific spillover effects

Research in International Business and Finance, Год журнала: 2025, Номер unknown, С. 102985 - 102985

Опубликована: Май 1, 2025

Язык: Английский

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