Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility
The existing literature on the Granger causality between various commodity sector (energy,
agriculture, and precious metals) indices remains limited in several aspects such as the long …
agriculture, and precious metals) indices remains limited in several aspects such as the long …
The connectedness between natural resource commodities and stock market indices: Evidence from the Chinese economy
CL Chang, M Fang - Resources Policy, 2022 - Elsevier
Currently, the prices of natural resource commodities are considered as the foremost factor
influencing stock market indices, which has attracted the attention of researchers and …
influencing stock market indices, which has attracted the attention of researchers and …
Investor behavior and weather factors: evidences from Asian region
The behavioral finance studies generally analyse the relationship between investor moods,
caused by weather factors and indices returns via investor moods. The present study …
caused by weather factors and indices returns via investor moods. The present study …
[PDF][PDF] Intellectual capital: Its effect on financial performance of Indian private sector banks
This empirical study proposes to evaluate and estimate the Modified Value Added
Intellectual Coefficient (MVAIC), in order to measure the financial performance of 21 Indian …
Intellectual Coefficient (MVAIC), in order to measure the financial performance of 21 Indian …
Saffron Price Dynamics in Iran: Influence of the Standardized Precipitation Index with Copula Functions
This study investigates the relationship between climatic variability, represented by the
Standardized Precipitation Index (SPI), and saffron prices in Iran's key producing regions of …
Standardized Precipitation Index (SPI), and saffron prices in Iran's key producing regions of …
[PDF][PDF] Effect of weather on cryptocurrency index: Evidences from coinbase index
This study proposes to investigate the dynamic relationships between the three weather
factors (temperature, humidity, and wind speed) in New York City of USA and Coinbase …
factors (temperature, humidity, and wind speed) in New York City of USA and Coinbase …
Effect of weather on stock market: A literature review and research agenda
The paper presents a systematic review of the research work, published on the topic of
weather effects and stock market behavior. The objectives of the study were to examine the …
weather effects and stock market behavior. The objectives of the study were to examine the …
Exchange rate volatility and causality effect of Sri Lanka (LKR) with Asian emerging countries currency against USD
This study an attempt to examine the long-run volatility and causality effects of Sri Lankan
(LKR) currency and nine currency of emerging countries in Asia against USD over 17 years …
(LKR) currency and nine currency of emerging countries in Asia against USD over 17 years …
Price discovery in agricultural commodities markets for India: a case of cotton
This study applies vector autoregression to capture the relationships among inflation, cotton
spot and futures price. Further, the autoregressive distributed lag model has been applied to …
spot and futures price. Further, the autoregressive distributed lag model has been applied to …
[PDF][PDF] Air pollution and stock returns: Evidence from NSE and BSE of India
Air pollution issue has become an important environmental problem in India. This paper
proposes to examine the influence of Delhi Air Pollution on the two Indian stock indices …
proposes to examine the influence of Delhi Air Pollution on the two Indian stock indices …