Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach
This study introduces a novel time-varying parameter vector autoregression (TVP-VAR)
based extended joint connectedness approach in order to characterize connectedness of 11 …
based extended joint connectedness approach in order to characterize connectedness of 11 …
[HTML][HTML] Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis
This study examines the financial connectedness and risk transmission among MENA
economies by accounting for financial connectedness in the short and long run as well …
economies by accounting for financial connectedness in the short and long run as well …
[HTML][HTML] Sustainability indices nexus: Green economy, ESG, environment and clean energy
In this article, we examine the spillover effects and connectedness among four prominent
sustainability-related indices. We analyze daily data spanning from August 8, 2014, to April …
sustainability-related indices. We analyze daily data spanning from August 8, 2014, to April …
On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis
The low correlation between commodities and traditional assets, particularly after the crash
of the equity market in the year 2000, is seemingly a major factor influencing global …
of the equity market in the year 2000, is seemingly a major factor influencing global …
Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach
This paper presents a unique time-varying parameter vector autoregression (TVP-VAR)
based extended joint connectedness approach to quantify the connectedness and …
based extended joint connectedness approach to quantify the connectedness and …
A portfolio diversification measure in the unit interval: A coherent and practical approach
YS Flores, A Diaz‐Hernandez… - … Journal of Finance & …, 2024 - Wiley Online Library
In this article, we introduce and examine the efficiency of a portfolio diversification measure.
Using the recently developed coherence properties for diversification measures as well as …
Using the recently developed coherence properties for diversification measures as well as …
Machine Learning: dal riconoscimento immagini ai mercati finanziari.
M Qyrana - 2023 - iris.unipv.it
The problem of asset allocation is tackled, trying to avoid the curse of dimensionality by
selecting a small basket from a universe of securities, such as to guarantee real …
selecting a small basket from a universe of securities, such as to guarantee real …
Dynamic Connectedness Among Dirty and Clean Energy Markets: A Tvp-Var Approach
H Esmaeilpour Moghadam, E Sharifbagheri… - Available at SSRN … - papers.ssrn.com
Navigating the intricate web of interdependencies among energy commodities is pivotal in
understanding market dynamics, especially in unprecedented global challenges like the …
understanding market dynamics, especially in unprecedented global challenges like the …
Investigating options for economic cooperation between emerging markets: a case study on the Southern African Development Community (SADC) and Black Sea …
A Esterhuizen - 2022 - scholar.sun.ac.za
Abstract ENGLISH SUMMARY: Emerging markets are often bearing the brunt of negative
spill over effects from situations influencing global superpowers such as the US-China trade …
spill over effects from situations influencing global superpowers such as the US-China trade …