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Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba
This paper examines the effects of the Standard and Poor?s 500 (SP500) stock index crash during the global financial crisis and the COVID-19 pandemic periods on the South African top sector indices (basic materials, consumer goods, consumer services, fin...
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Mohamed Beraich, Karim Amzile, Jaouad Laamire, Omar Zirari and Mohamed Amine Fadali
The present study aims to investigate the volatility spillover effects in the international financial markets before and during the Russia?Ukraine conflict. The subject of this paper is the study of the influence of the recent war between Russia and Ukra...
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Stephanos Papadamou, Alexandros Koulis, Constantinos Kyriakopoulos and Athanasios P. Fassas
This paper studies one of the most popular investment themes over recent years, investing in the cannabis industry. In particular, it investigates relationships between investor attention, as proxied by Google Trends, and stock market activities, i.e., r...
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Inzamam UI Haq, Hira Nadeem, Apichit Maneengam, Saowanee Samantreeporn, Nhan Huynh, Thasporn Kettanom and Worakamol Wisetsri
The high volatility and energy usage of rare earths have raised sustainable and financial concerns for environmentalists and sustainable investors. Therefore, this paper aims to investigate time-varying volatility transmission among rare earths elements,...
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Apostolos Ampountolas
Over the past years, cryptocurrencies have drawn substantial attention from the media while attracting many investors. Since then, cryptocurrency prices have experienced high fluctuations. In this paper, we forecast the high-frequency 1 min volatility of...
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Qi Qian, Liang Shu, Yuxiang Leng and Zhizhou Bao
In order to improve the downlink communication performance of the traditional LoRa wide area network (LoRaWAN), a LoRaWAN downlink routing control strategy based on the software defined networks (SDN) framework and the improved auto-regressive integrated...
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Yi-Chang Chen, Hung-Che Wu, Yuanyuan Zhang and Shih-Ming Kuo
The aim of this study is to investigate the herding of beta transmission between return and volatility. We have used the dynamic conditional correlation model with the mixed-data sampling (DCC-MIDAS) model for the analysis. The evidence demonstrates that...
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Carmelo Salleo, Alberto Grassi and Constantinos Kyriakopoulos
We propose a comprehensive approach for the analysis of real economy and government sector risk transmission to the banking system and apply it in ten Euro-Area countries from 2005 to 2017. A flexible methodology is developed to model banks? assets accor...
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Caner Özdurak and Veysel Ulusoy
The 2008 global financial crisis provides us with a wide range of study fields on cross-asset contagion mechanisms in the US financial markets. After a decade of the so-called subprime crisis, the impact of market news on asset volatilities increased sig...
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Simona-Vasilica Oprea, Adela Bâra and Goran Majstrovic
Wind energy integration is a complex target that could refer to different aspects such as: grid capacity; power system; support scheme; environmental; social issues; etc. It is probably the less predictable renewable energy sources (RES) due to its high ...
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