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.
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
Theoretical Economics Letters,
Год журнала:
2024,
Номер
14(04), С. 1488 - 1496
Опубликована: Янв. 1, 2024
We
adopt
a
time-varying
parameter
vector
autoregressive
model
with
stochastic
volatility
(TVP-SV-VAR)
to
unveil
the
dynamic
nexus
between
FinTech
development,
shadow
banking,
and
stock
market
activity
in
China.
Our
analysis
highlights
consistent
suppressive
effect
of
on
growth
banking
diminishing
positive
activity.
The
effects
show
noticeable
characteristics.
Besides,
impacts
relevant
policy
measures
regarding
tend
decay
over
time.
also
observe
divergence
different
types
stocks.
This
study
encapsulates
intricate
connections
evolving
influences
among
FinTech,
market.
Journal of Financial Economic Policy,
Год журнала:
2024,
Номер
unknown
Опубликована: Сен. 23, 2024
Purpose
The
study
aims
to
investigate
the
risk
transmission
from
COVID-19
global
agriculture,
energy,
natural
resources/mining
and
environmentally/socially
responsible
investments.
Additionally,
it
explores
connectedness
of
energy
indices
with
develops
a
new
COVID-19-based
Global
Fear
Index
(GFI)
achieve
objectives,
thus
contributing
prevailing
literature.
Design/methodology/approach
data
are
selected
January
2020
December
2021.
uses
multivariate
BEKK-GARCH
TVP-VAR
models
explore
between
indices.
Findings
Significant
shock
volatility
transmissions
all
observed.
Results
show
that
resource/mining
markets
environmentally
socially
investments
safe
havens
during
COVID-19.
Furthermore,
these
investment
choices
barely
connected
Practical
implications
Portfolio
managers
investors
should
invest
in
gauge
risk-adjusted
return
pandemic
upcoming
health-related
risks.
Investors
sectors
advised
diversify
by
adding
safe-haven
assets
their
portfolios.
Social
findings
shed
light
on
importance
as
separate
asset
class
where
ecologically
friendly
sentimental
could
diversifying
Originality/value
paper
offers
valuable
insights
policymakers
regarding
pricing,
management
financial
market
stability
pandemic-type
emergencies.
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.
