This study investigates the implications of COVID-19 pandemic for sovereign debt in G-7 and E-7 economies explores notion bonds as a safe haven. Using set panel regression dynamic connectedness TVP-VAR approaches, our results reveal that impact global case numbers on has been contingent level country's financial economic development. More precisely, findings suggest countries, where development...

In recent years, the price of small agricultural products has both plummeted and skyrocketed, which a great impact on people’s lives. Studying factors affecting fluctuation is significance for stabilizing their price. With development application social media, farmers consumers are more greatly influenced by online public opinion, resulting in irrational planting behavior or purchasing behavior...

Documenting the interlinkages among assets that are widely used to hedge against inflation is crucial for investors, as necessity protect investment portfolio stronger under inflationary conditions. For this purpose, we investigate volatility spillovers between treasury inflation-protected securities (TIPS) and a battery of other perceived hedges, including bonds, gold, real estate, oil equitie...

The conflict between Russia and Ukraine has been causing knock-on effects worldwide. supply price of major commodity markets (oil, gas, platinum, gold, silver) have greatly impacted. Due to the ongoing conflict, financial across world experienced a strong dynamic regarding commodities prices. This effect can be considered biggest change since occurrence crisis in year 2008, which explicitly inf...

Understanding and examining energy markets correctly is crucial for stakeholders to attain maximum benefit avoid risks. As a matter of fact, the volatility that occurred in recent crises had major impacts on national economies. Dynamic connectedness relationships (DCRs) can make quite powerful predictions both low-frequency data limited time-series data. The objective this study explicate dynam...

This paper proposes a new approach to estimating investor sentiments and their implications for the global financial markets. Contextualising COVID-19 pandemic, we draw on six behavioural indicators (media coverage, fake news, panic, sentiment, media hype infodemic) of 17 largest economies data from 1st January 2020 3rd February 2021. Our key findings, obtained using time-varying parameter-vect...

The article outlines the development of time variable parameter (TVP) estimation as an approach to modeling nonstationary dynamic systems. It then describes one of the latest methods for estimating time variable parameters in dynamic auto-regressive, exogenous variables (DARX) and dynamic transfer function (DTF) models. In the case of DARX models, the estimation methodology is based on standard...