Apostolos Serletis,Libo Xu
Apostolos Serletis
This paper investigates the relationship between the price of oil and real output in the United States in the context of a Markov regime switching, identified, structural GARCH-in-Mean VAR model with copulas. We use the copula method to inv...
Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data [0.03%]
大型监管数据证据揭示非中央清算衍生品市场的网络结构
Sebastiano Michele Zema
Sebastiano Michele Zema
The network structure of non-centrally cleared derivative markets, uncovered via the European Market Infrastructure Regulation, is investigated by reconstructing initial and variation margin networks to analyze channels of potential losses ...
Green or grey stocks? Dynamic effects of carbon markets based on Chinese practices [0.03%]
绿色还是灰色股票？基于中国实践的碳市场的动态效应
Yingying Xu,Xiang Li
Yingying Xu
Carbon trading and new energy markets are two key mechanisms for carbon reduction. However, theoretical analysis cannot reveal the complex links between carbon, green, and grey markets. Therefore, this study resorts to the frequency spillov...
Macroeconomic shocks, investment volatility and centrality in global manufacturing network [0.03%]
宏观冲击、投资波动与全球制造业网络中心性
Jisheng Yang,Nan Yang
Jisheng Yang
In this paper, based on the investment behavior of publicly listed manufacturing companies in major economies, we analyze the impacts of macroeconomic systematic shocks on the cyclicality of industrial investment volatility and on the centr...
Multivariate models of commodity futures markets: a dynamic copula approach [0.03%]
大宗商品期货市场多元模型的动态copula方法研究
Sihong Chen,Qi Li,Qiaoyu Wang et al.
Sihong Chen et al.
We apply flexible multivariate dynamic models to capture the dependence structure of various US commodity futures across different sectors between 2004 and 2022; particular attention is paid to the 2008 financial crisis and the COVID-19 pan...
A decade of violence and empty stadiums in Egypt: when does emotion from the terraces affect behaviour on the pitch? [0.03%]
埃及十年暴力与空场：球场上的情绪何时影响比赛中的行为？
Carl Singleton,J James Reade,Dominik Schreyer
Carl Singleton
In less than a decade, the Egyptian Premier League has experienced three distinct changes between periods of competition in either crowded or empty stadiums. We exploit this unique sequence of natural experiments, to answer two questions ne...
The short-term impact of the 2020 pandemic lockdown on employment in Greece [0.03%]
2020年新冠疫情封锁对希腊就业的短期影响
Gordon Betcherman,Nicholas Giannakopoulos,Ioannis Laliotis et al.
Gordon Betcherman et al.
This paper analyzes the short-term employment impact of the COVID-19 lockdown in Greece during the first few months following the pandemic onset. During the initial lockdown period, aggregate employment was lower by almost 9 percentage poin...
Kajal Lahiri,Cheng Yang
Kajal Lahiri
Two recession-derivative indicators (RDIs) have been used extensively as forecast objects in business cycle prediction, viz. (1) the target variable takes value 1 if there is a recession starting exactly at a specific horizon in the future,...
Governments' economic support for households during the COVID-19 pandemic and consumer confidence [0.03%]
新冠肺炎疫情期间政府对居民家庭的经济支持与消费者信心
Hassan F Gholipour,Reza Tajaddini,Mohammad Reza Farzanegan
Hassan F Gholipour
To combat the adverse consequences of the COVID-19 pandemic, governments have implemented various economic policies. This study examines how different types of government economic support for households are associated with consumer confiden...
Hedging strategies among financial markets: the case of green and brown assets [0.03%]
金融市场中的绿资产和褐资产间的对冲策略研究
Ibrahim D Raheem,Oluyele Akinkugbe,Agboola H Yusuf et al.
Ibrahim D Raheem et al.
Recognizing the growing importance of the green energy market-renewable energy stocks and bonds-and its classification as a viable financial asset, this paper examines hedging strategies with brown market instruments-gold, oil, bond and the...