Manchester School,
Год журнала:
2024,
Номер
unknown
Опубликована: Дек. 19, 2024
ABSTRACT
Investigating
gold's
safe‐haven
status
is
crucial
to
stabilising
energy
and
cryptocurrency
markets.
To
capture
the
dynamic
relationships
between
energy‐related
uncertainty
(ERU),
gold
prices
(GP),
policy
(CPOU),
this
study
employs
TVP‐SV‐VAR
methodology.
Through
quantitative
analysis,
we
find
ERU
has
favourable
unfavourable
effects
on
GP.
The
impact
underscores
role
against
market
uncertainty.
At
same
time,
negative
contradicts
view
theoretical
models,
likely
due
U.S.
dollar's
value
hedging
performance
other
uncertainties.
CPOU,
however,
positively
impacts
GP,
supporting
characteristics
in
aligning
with
predictions.
Gold's
comparably
more
consistent
but
slightly
less
significant.
Additionally,
validates
findings
by
substituting
CPOU
price
(CPRU),
confirming
their
robustness.
Given
high
volatility
markets,
article
offers
valuable
insights
for
authorities
maximise
profits
ensure
stable
growth.
International Journal of Financial Studies,
Год журнала:
2024,
Номер
12(4), С. 108 - 108
Опубликована: Окт. 25, 2024
This
study
employs
the
economic
policy
uncertainty
index
to
gauge
level
of
in
China.
Utilizing
textual
data
from
growth
enterprise
market
internet
community,
we
construct
investor
sentiment
by
applying
deep
learning
ERNIE
(Enhanced
Representation
through
Knowledge
Integration)
model,
thereby
capturing
investors’
within
market.
The
dynamic
interplay
between
uncertainty,
sentiment,
and
returns
is
scrutinized
via
TVP-SV-VAR
(time-varying
parameter
stochastic
volatility
vector
auto-regression)
asymmetric
response
different
industries’
stock
shock.
findings
this
research
are
that
exerts
a
negative
influence
on
both
While
it
may
trigger
temporary
decline
prices,
empirical
evidence
suggests
impact
short
duration.
characterized
reversal
effect,
suggesting
improved
initially
boost
prices
but
could
lead
subsequent
over
long
term.
relationship
time-variant,
with
heightened
sensitivity
observed
during
bull
markets.
Lastly,
effects
industries
found
be
asymmetric.
These
conclusions
contribute
existing
body
literature
Chinese
capital
market,
offering
deeper
understanding
complex
dynamics
factors
influencing
behavior.
Foods,
Год журнала:
2024,
Номер
13(20), С. 3317 - 3317
Опубликована: Окт. 18, 2024
The
global
food
market's
escalating
volatility
has
led
to
a
complex
network
of
uncertainty
and
risk
transmission
across
different
grain
markets.
This
study
utilizes
the
Time-Varying
Parameter
Vector
Autoregression
(TVP-VAR)-Connectedness
approach
analyze
price
dynamics
key
grains,
including
wheat,
maize,
rice,
barley,
peanut,
soybean,
soybean
meal,
their
dynamic
spillover
directions,
intensity,
network.
By
integrating
TVP-VAR-Connectedness
model,
this
research
captures
time-varying
variability
interconnected
nature
movements.
main
findings
reveal
significant
effects,
particularly
in
corn
prices,
with
prices
dominating
other
grains
while
peanut
experience
higher
external
effects
from
grains.
conclusions
drawn
underscore
imperative
for
policymakers
consider
holistic
perspective
all
types
when
addressing
security,
providing
valuable
insights
management
sector
at
both
level
country
level.
Purpose
This
paper
aims
to
explore
the
impact
of
cycle
superposition
on
bank
liquidity
risk
under
different
levels
financial
openness
so
that
banks
can
better
manage
their
risk.
Meanwhile,
it
also
provide
some
ideas
for
in
other
emerging
economies
cope
with
shocks
global
cycle.
Design/methodology/approach
Employing
monthly
data
16
commercial
China
from
2005
2021
and
based
time-varying
parameter
vector
autoregressive
model
stochastic
volatility
(TVP-SV-VAR)
model,
authors
first
examine
whether
magnify
China's
Subsequently,
investigate
amplification.
Finally,
shock
world's
major
Chinese
is
empirically
analyzed.
Findings
Cycle
However,
there
are
significant
differences
openness.
Compared
low
openness,
period
high
magnifying
effect
strengthened
short
term
but
obviously
weakened
long
run.
In
addition,
authors'
findings
demonstrate
although
United
States
main
country,
influence
developed
economies,
such
as
Japan
Eurozone
countries,
cannot
be
ignored.
Originality/value
Firstly,
index
constructed.
Secondly,
supplement
literature
by
providing
evidence
association
between
depends
dominant
countries
have
been
rejudged.
Frontiers in artificial intelligence and applications,
Год журнала:
2024,
Номер
unknown
Опубликована: Июль 31, 2024
Bulk
commodity
circulation
trade
has
stepped
into
an
advanced
stage,
the
traditional
model
can
not
adapt
to
needs
of
high-quality
development
enterprises.
If
enterprises
want
achieve
sustainable
development,
they
must
try
every
means
continuously
innovate
model.
Today,
with
rapid
information
technology,
digital
economy
become
a
key
element
driving
evolution
global
bulk
models,
which
are
also
undergoing
profound
changes.
This
paper
synthesizes
relevant
research
on
models
and
risk
management
through
method
literature
review,
basis
goes
discuss
how
rise
affects
domestic
s
emerging
risks
be
effectively
efficiently
managed
in
this
new
economic
environment.
By
combing
summarizing
literature,
argues
that
improves
transaction
efficiency
price
transparency,
reduces
costs,
at
same
time
makes
logistics
chain
more
efficient
controllable
promotes
financialization
trade.
The
brings
series
challenges
while
bringing
opportunities
In
context
economy,
mainly
include
security
risk,
supply
technology
network
risk.
For
proposes
corresponding
strategies.
order
make
modest
contribution
promote
better
China’s
