Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

Previous studies point to the time-variation and asymmetry in the relationship between clean
energy stocks and crude oil markets, but there is a lack of evidence on the return spillovers …

Purpose Understandings of house prices and their interrelationships have undoubtedly
drawn a great amount of attention from various market participants. This study aims to …

Housing price comovements are an important issue in economics. This study focuses on
monthly housing prices of 99 major cities in China for the years 2010–2019 by using …

Using correlation-based hierarchical analysis and synchronization analysis, this study
focuses on monthly price indices for residential homes, office buildings, and retail properties …

Using a dynamic VAR model fitted to hourly data, we evaluate the evolution of spillover
shocks from exchange rates returns of EURO, Yen, CAD and GBP. We find that over the …

This study seeks to conduct a comprehensive analysis of the return and volatility spillover
dynamics between a network of base metals, in the Indian context, for the time period …

This study aimed to investigate the return connectedness between Sukuk and green bonds
at the middle, left and right tail using the new quantile-based connectivity methodology from …

Prior studies investigating the interactions between the carbon market with other markets are
confined to developed countries, largely overlooking emerging economies that encounter …

I analyze the shockwave effect of the COVID-19 pandemic on currency markets, with a
comparison to the global financial crisis (GFC), employing Kapetanios m-break unit root test …