Artículos de revistas: "Quantile spillovers"

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Aldieri, Luigi y Concetto Paolo Vinci. "Quantile Regression for Panel Data: An Empirical Approach for Knowledge Spillovers Endogeneity". International Journal of Economics and Finance 9, n.º 7 (12 de junio de 2017): 106. http://dx.doi.org/10.5539/ijef.v9n7p106.

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The aim of this paper is to investigate the extent to which knowledge spillovers effects are sensitive to different levels of innovation. We develop a theoretical model in which the core of spillover effect is showed and then we implement the empirical model to test for the results. In particular, we run the quantile regression for panel data estimator (Baker, Powell, & Smith, 2016), to correct the bias stemming from the endogenous regressors in a panel data sample. The findings identify a significant heterogeneity of technology spillovers across quantiles: the highest value of spillovers is observed at the lowest quartile of innovation distribution. The results might be interpreted to provide some useful implications for industrial policy strategy.

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Shahzad, Syed Jawad Hussain, Mobeen Ur Rehman y Rania Jammazi. "Spillovers from oil to precious metals: Quantile approaches". Resources Policy 61 (junio de 2019): 508–21. http://dx.doi.org/10.1016/j.resourpol.2018.05.002.

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Fatima, Syeda Tamkeen. "Absorptive Capacity and FDI Spillovers: Evidence from Quantile Regressions". International Trade Journal 31, n.º 4 (5 de abril de 2017): 360–85. http://dx.doi.org/10.1080/08853908.2017.1301277.

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4

Kosteas, Vasilios D. "Foreign direct investment and productivity spillovers: a quantile analysis". International Economic Journal 22, n.º 1 (marzo de 2008): 25–41. http://dx.doi.org/10.1080/10168730801886929.

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5

Urom, Christian, Ilyes Abid, Khaled Guesmi y Julien Chevallier. "Quantile spillovers and dependence between Bitcoin, equities and strategic commodities". Economic Modelling 93 (diciembre de 2020): 230–58. http://dx.doi.org/10.1016/j.econmod.2020.07.012.

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Bouri, Elie, Brian Lucey, Tareq Saeed y Xuan Vinh Vo. "Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis". International Review of Financial Analysis 72 (noviembre de 2020): 101605. http://dx.doi.org/10.1016/j.irfa.2020.101605.

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7

Maderitsch, Robert. "Spillovers from the USA to stock markets in Asia: a quantile regression approach". Applied Economics 47, n.º 44 (17 de abril de 2015): 4714–27. http://dx.doi.org/10.1080/00036846.2015.1034839.

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8

Su, Xianfang. "Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis". North American Journal of Economics and Finance 51 (enero de 2020): 101098. http://dx.doi.org/10.1016/j.najef.2019.101098.

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9

Chuliá, Helena, Montserrat Guillén y Jorge M. Uribe. "Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis". Emerging Markets Review 31 (junio de 2017): 32–46. http://dx.doi.org/10.1016/j.ememar.2017.01.001.

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10

Vukovic, Darko, Moinak Maiti, Zoran Grubisic, Elena M. Grigorieva y Michael Frömmel. "COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave". Sustainability 13, n.º 15 (31 de julio de 2021): 8578. http://dx.doi.org/10.3390/su13158578.

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The present study investigated whether the crypto market is a safe haven. The study argues that during the first wave of the COVID-19 crisis, gold and oil, as typical global commodities, could have been diversifiers. The study developed a unique COVID-19 global composite index that measures COVID-19 pandemic time-variant movements on each day. The study used OLS (ordinary least squares), quantile, and robust regressions to check whether the COVID-19 crisis has had any significant direct influence on the crypto market. The OLS, quantile, and robust regressions estimates confirmed that there was no statistically significant direct influence of the COVID-19 crisis on the crypto market in the first wave period. However, the study found spillovers from risky assets (S&P 500) on the crypto market, with Tether as an exception. Due to this special characteristic, Tether might present a safe haven within the crypto market.

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Reboredo, Juan C., Andrea Ugolini y Yifei Chen. "Interdependence Between Renewable-Energy and Low-Carbon Stock Prices". Energies 12, n.º 23 (22 de noviembre de 2019): 4461. http://dx.doi.org/10.3390/en12234461.

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In the transition to a low-carbon economy, climate-resilient investors may be inclined to buy renewable-energy or other low-carbon assets. As the diversification benefits of investment positions in those assets depend on interdependence between their market prices, we explore that interdependence in the European and USA stock markets. We model the dependence structure using bivariate copula functions and evaluate price spillovers between those markets using a conditional quantile dependence approach that accounts for the reciprocal effects of price movements in those markets under normal and extreme market scenarios. Our empirical evidence for the period 2010–2019 indicates that European renewable-energy and low-carbon stocks co-move; upward and downward movements in low-carbon asset prices have sizeable effects on renewable-energy asset prices, and vice versa, although effects are smaller. In contrast, for the USA we find evidence of non-interdependence, with no significant upward or downward price spillover effects between renewable-energy and low-carbon stocks. Our empirical findings provide useful insights for the design of carbon-resilient portfolios and risk management strategies, and also for implementation of public funding policies to support the transition to a low-carbon economy.

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12

Mezghani, Taicir, Mouna Boujelbène y Mariam Elbayar. "Impact of COVID‐19 pandemic on risk transmission between googling investor’s sentiment, the Chinese stock and bond markets". China Finance Review International 11, n.º 3 (13 de julio de 2021): 322–48. http://dx.doi.org/10.1108/cfri-08-2020-0120.

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PurposeThe main objective of this paper is to investigate whether the investors' behavior under optimistic (pessimistic) conditions has an impact on risk transmission between the Chinese stock and bond markets and the sector indices mainly during the COVID-19 pandemic.Design/methodology/approachThis study uses a new measure of the investor's sentiment based on Google trend to construct a Chinese investor's sentiment index and a quantile causal approach to examine the causal relationship between googling investor's sentiment and the Chinese stock and bond markets as well as the sector indices. On the other hand, the network connectedness is used to estimate the spillover effect on the investor's sentiment and index returns. To check the robustness of the study results, the authors employed the Chinese VIX, as another measure of the investor's sentiment using daily data from May 2019 to December 2020.FindingsIn fact, the authors found a dual causality between the investor's sentiment and the financial market indices in optimistic or pessimistic situations, which indicates that positive and negative financial market returns may have an effect on the Chinese investor's sentiment. In addition, the results indicated that a pessimistic investor's sentiment has a negative impact on the banking, healthcare and utility sectors. In fact, the study results provide a significant peak of connectivity between the investor's sentiment, the stock market and the sector indices during the 2015–2016 and 2019–2020 turmoil periods that coincide respectively with the 2015 recession of the Chinese economy and the COVID-19 pandemic.Originality/valueThis finding suggests that the Chinese googling investor's sentiment is considered as a prominent channel of shock spillovers during the coronavirus crisis, which confirms the behavioral contagion. This study also identifies the contribution of a particular interest for portfolio managers and investors, which helps them to accordingly design their portfolio strategy.

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13

Baele, Lieven. "Volatility Spillover Effects in European Equity Markets". Journal of Financial and Quantitative Analysis 40, n.º 2 (junio de 2005): 373–401. http://dx.doi.org/10.1017/s0022109000002350.

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AbstractThis paper investigates to what extent globalization and regional integration lead to increasing equity market interdependence. I focus on Western Europe, as this region has gone through a unique period of economic, financial, and monetary integration. More specifically, I quantify the magnitude and time-varying nature of volatility spillovers from the aggregate European (EU) and U.S. market to 13 local European equity markets. To account for time-varying integration, I use a regime-switching model to allow the shock sensitivities to change over time. I find regime switches to be both statistically and economically important. Both the EU and U.S. shock spillover intensity increased substantially over the 1980s and 1990s, though the rise is more pronounced for EU spillovers. Shock spillover intensities increased most strongly in the second half of the 1980s and the first half of the 1990s. I show that increased trade integration, equity market development, and low inflation contribute to the increase in EU shock spillover intensity. I also find evidence for contagion from the U.S. market to a number of local European equity markets during periods of high world market volatility.

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LeSage, James P. "Discussion: Applications and Innovations in Spatial Econometrics". Journal of Agricultural and Applied Economics 43, n.º 3 (agosto de 2011): 339–43. http://dx.doi.org/10.1017/s1074070800004338.

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These articles provide a discussion of studies presented in a session on spatial econometrics, focusing on the ability of spatial regression models to quantify the magnitude of spatial spillover impacts. Both articles presented argue that a proper modeling of spatial spillovers is required to truly understand the phenomena under study, in one case the impact of climate change on land values (or crop yields) and in the second the role of regional industry composition on regional business establishment growth.

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15

Kostov, Philip y Julie Le Gallo. "Convergence: A Story of Quantiles and Spillovers". Kyklos 68, n.º 4 (14 de octubre de 2015): 552–76. http://dx.doi.org/10.1111/kykl.12093.

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16

Adams, Zeno, Roland Füss y Reint Gropp. "Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach". Journal of Financial and Quantitative Analysis 49, n.º 3 (30 de mayo de 2014): 575–98. http://dx.doi.org/10.1017/s0022109014000325.

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AbstractIn this paper, we develop a state-dependent sensitivity value-at-risk (SDSVaR) approach that enables us to quantify the direction, size, and duration of risk spillovers among financial institutions as a function of the state of financial markets (tranquil, normal, and volatile). For four sets of major financial institutions (commercial banks, investment banks, hedge funds, and insurance companies), we show that while small during normal times, equivalent shocks lead to considerable spillover effects in volatile market periods. Commercial banks and, especially, hedge funds appear to play a major role in the transmission of shocks to other financial institutions.

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17

Roni, Bhowmik, Ghulam Abbas y Shouyang Wang. "Return and Volatility Spillovers Effects: Study of Asian Emerging Stock Markets". Journal of Systems Science and Information 6, n.º 2 (8 de mayo de 2018): 97–119. http://dx.doi.org/10.21078/jssi-2018-097-23.

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Abstract This paper examines the extent of contagion and interdependence across the six Asian emerging countries stock markets (e.g., Bangladesh, China, India, Malaysia, the Philippine, and South Korea) and then try to quantify the extent of the Asian emerging market fluctuations which are described by intra-regional contagion effect. These markets experienced both fast growth and key upheaval during the sample period, and thus, provide potentially rich information on the nature of border market interactions. Using the daily stock market index data from January 2002 to December 2016 (breaking the 15 years data set into three sub periods; pre-crisis, crisis, and post crisis periods); particularly make attention to the global financial crisis of 2007∼2008. The return and volatility spillovers are modeled through the GARCH (generalized autoregressive conditional heteroscedasticity), pairwise Granger causality tests, and the forecast error variance decomposition in a generalized VAR (vector auto regression) models. This paper shows that volatility and return spillovers behave very differently over time, during the pre-crisis, crisis, and post crisis periods. Importantly, Asian emerging stock markets interaction is less before the global financial crisis period. The return and volatility spillover indices touch their respective historical peaks during the global financial crisis 2007∼2008, however Bangladeshi market faces this condition in 2009∼2010.

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18

Živkov, Dejan, Boris Kuzman y Jonel Subić. "What Bayesian quantiles can tell about volatility transmission between the major agricultural futures?" Agricultural Economics (Zemědělská ekonomika) 66, No. 5 (25 de mayo de 2020): 215–25. http://dx.doi.org/10.17221/127/2019-agricecon.

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This paper investigates an idiosyncratic volatility spillover effect between the four agricultural futures – corn, wheat, soybean, and rise. In order to avoid biased measurements of the volatilities, we use the Markov switching generalized autoregressive conditional heteroskedasticity (MS-GARCH) model. The created volatilities are imbedded in the Bayesian quantile regression framework which can produce accurate quantile estimates. We report that soybean and wheat receive relatively high levels of volatility shocks from the other markets, and that excludes soybean and wheat as primary investment assets in a portfolio. On the other hand, rice receives the lowest amount of volatility shocks from all other agricultural futures. The reason could be the policy of rice price stability that is conducted by countries in the Asia and Pacific region. This result favours rice futures, from the four commodities, as the primary asset in a portfolio. All other futures are suitable to be an auxiliary asset in a portfolio with rice, because rice receives the weakest volatility shocks spillover effect from the other three markets.

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Ben Rejeb, Aymen y Mongi Arfaoui. "Financial market interdependencies: A quantile regression analysis of volatility spillover". Research in International Business and Finance 36 (enero de 2016): 140–57. http://dx.doi.org/10.1016/j.ribaf.2015.09.022.

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Bassi, Andrea M., Valeria Costantini y Elena Paglialunga. "Modelling the European Union Sustainability Transition: A Soft-Linking Approach". Sustainability 13, n.º 11 (2 de junio de 2021): 6303. http://dx.doi.org/10.3390/su13116303.

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The European Green Deal (EGD) is the most ambitious decarbonisation strategy currently envisaged, with a complex mix of different instruments aiming at improving the sustainability of the development patterns of the European Union in the next 30 years. The intrinsic complexity brings key open questions on the cost and effectiveness of the strategy. In this paper we propose a novel methodological approach to soft-linking two modelling tools, a systems thinking (ST) and a computable general equilibrium (CGE) model, in order to provide a broader ex-ante policy evaluation process. We use ST to highlight the main economic feedback loops the EGD strategy might trigger. We then quantify these loops with a scenario analysis developed in a dynamic CGE framework. Our main finding is that such a soft-linking approach allows discovery of multiple channels and spillover effects across policy instruments that might help improve the policy mix design. Specifically, positive spillovers arise from the adoption of a revenue recycling mechanism that ensures strong support for the development and diffusion of clean energy technologies. Such spillover effects benefit not only the European Union (EU) market but also non-EU countries via trade-based technology transfer, with a net positive effect in terms of global emissions reduction.

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21

Zhang, Yan y Frank Schweitzer. "The interdependence of corporate reputation and ownership: a network approach to quantify reputation". Royal Society Open Science 6, n.º 10 (octubre de 2019): 190570. http://dx.doi.org/10.1098/rsos.190570.

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We propose a novel way to measure the reputation of firms by using information about their ownership structure. Supported by the signalling theory, we argue that ownership relations channel reputation spillovers between shareholders and their invested companies. We model such reputation spillovers by means of a simple dynamics that runs on the ownership network, constructed from available databases. We focus on the core of the global ownership network with 1300 firms and 12 100 ownership links. Our method assigns an ownership-based reputation value to each firm, used to provide a quantitative reputation ranking. We compare our ranking with alternative rankings, to confirm that the top-ranked firms are correctly identified. We also demonstrate that our reputation measure does not correlate substantially with operating revenue or control and thus provides additional information about firms.

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Katusiime, Lorna. "International monetary spillovers and macroeconomic stability in developing countries". National Accounting Review 3, n.º 3 (2021): 310–29. http://dx.doi.org/10.3934/nar.2021016.

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<abstract> <p>This paper analyses the impact of international spillovers on macroeconomic stability in developing countries. Specifically, the study investigates the impact of United States (US) monetary policy spillovers in the form of US inflation and Federal funds interest rate on Uganda and Kenya's inflation rates, interest rates and the exchange rates, key macroeconomic indicators of importance to macroeconomic stability. The focus on international spillovers from the USA is due to the dominant role it plays in determining global economic conditions. The study applies the Generalized Vector Autoregressive (GVAR) approach to quantify spillovers across these economies. The results shows that despite recent efforts towards East African regional integration, international spillovers from global economies like the US are more significant in determining macroeconomic stability in developing countries, underscoring the importance of global policy coordination. Specifically, we find an amplification of return and volatility spillovers after the onset of the Global financial crisis.</p> </abstract>

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Ben Rejeb, Aymen. "On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis". Research in International Business and Finance 42 (diciembre de 2017): 794–815. http://dx.doi.org/10.1016/j.ribaf.2017.07.017.

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Hadood, Abobaker y Korhan Gokmenoglu. "Spillover impact of the US unconventional monetary policy and uncertainties on stock-bond correlations". Panoeconomicus, n.º 00 (2020): 17. http://dx.doi.org/10.2298/pan180917017h.

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This paper investigates the spillover impact of US unconventional monetary policy and uncertainty factors on the time-varying co-movements between the US stock market and 14 advanced countries? bond markets, as based on monthly data from January 2002, to October 2015, and utilising the conditional nonlinear quantile regression approach. The empirical results reveal that US unconventional monetary policy has an asymmetric positive effect on stock-bond market co-movements, with a nonlinear effect in France and Denmark and a strong effect in the UK and Finland. Further, US bond market uncertainty has heterogeneous effects on stock-bond market co-movements, with a nonlinear effect in France and Denmark and a strong effect in Finland and Sweden. In addition, default risk spread positively influences stock-bond market comovements across most countries for all quantiles. In contrast, stock-bond market co-movements negatively and symmetrically respond to the US stock market uncertainty in most countries. Finally, stock-bond co-movements exhibit mixed responses to US economic policy uncertainty across countries. Our results have valuable implications for international investors who allocate capital across developed countries? stock and bond markets. Our findings provide important information for financial communities with regard to diversification and hedging.

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Peng, Cheng, Huiming Zhu, Yawei Guo y Xiuyun Chen. "Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile". Energy Economics 72 (mayo de 2018): 188–99. http://dx.doi.org/10.1016/j.eneco.2018.04.007.

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Borremans, Benny, Christina Faust, Kezia R. Manlove, Susanne H. Sokolow y James O. Lloyd-Smith. "Cross-species pathogen spillover across ecosystem boundaries: mechanisms and theory". Philosophical Transactions of the Royal Society B: Biological Sciences 374, n.º 1782 (12 de agosto de 2019): 20180344. http://dx.doi.org/10.1098/rstb.2018.0344.

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Pathogen spillover between different host species is the trigger for many infectious disease outbreaks and emergence events, and ecosystem boundary areas have been suggested as spatial hotspots of spillover. This hypothesis is largely based on suspected higher rates of zoonotic disease spillover and emergence in fragmented landscapes and other areas where humans live in close vicinity to wildlife. For example, Ebola virus outbreaks have been linked to contacts between humans and infected wildlife at the rural-forest border, and spillover of yellow fever via mosquito vectors happens at the interface between forest and human settlements. Because spillover involves complex interactions between multiple species and is difficult to observe directly, empirical studies are scarce, particularly those that quantify underlying mechanisms. In this review, we identify and explore potential ecological mechanisms affecting spillover of pathogens (and parasites in general) at ecosystem boundaries. We borrow the concept of ‘permeability’ from animal movement ecology as a measure of the likelihood that hosts and parasites are present in an ecosystem boundary region. We then discuss how different mechanisms operating at the levels of organisms and ecosystems might affect permeability and spillover. This review is a step towards developing a general theory of cross-species parasite spillover across ecosystem boundaries with the eventual aim of improving predictions of spillover risk in heterogeneous landscapes. This article is part of the theme issue ‘Dynamic and integrative approaches to understanding pathogen spillover’.

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Zhu, Huiming, Yueli Tang y Peng Guo. "Asymmetric spillover effects between the Shanghai and Hong Kong stock markets: evidence from quantile lagged regression". Applied Economics 49, n.º 9 (14 de julio de 2016): 886–902. http://dx.doi.org/10.1080/00036846.2016.1208356.

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Gathmann, Christina, Ines Helm y Uta Schönberg. "Spillover Effects of Mass Layoffs". Journal of the European Economic Association 18, n.º 1 (14 de diciembre de 2018): 427–68. http://dx.doi.org/10.1093/jeea/jvy045.

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Abstract Using administrative data on firms and workers in Germany, we quantify the spillover effects of mass layoffs. Our empirical strategy combines matching with an event study approach to trace employment and wages in regions hit by a mass layoff relative to suitable control regions. We find sizable and persistent negative spillover effects on the regional economy: regions, and especially firms producing in the same broad industry as the layoff plant, lose many more jobs than in the initial layoff. In contrast, negative employment effects on workers employed in the region at the time of the mass layoff are considerably smaller. Strikingly, workers younger than 50 suffer no employment losses, as geographic mobility fully shields them from the decline in local employment opportunities.

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Patnaik, Anuradha. "International Transmission of Monetary Policy: The Usa to India". International Letters of Social and Humanistic Sciences 54 (junio de 2015): 53–62. http://dx.doi.org/10.18052/www.scipress.com/ilshs.54.53.

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The present study attempts measure the transmission of monetary impulse from the USA to India by trying to quantify the extent of volatility spillover from the US monetary policy to the exchange rate and interest rate of India. By applying a t-DCC MGARCH model to daily data on Fed Funds Rate, Rupee Dollar Exchange Rate and the Call Money rate of India it was found that there is considerable volatility spillover from the Fed Rate to the exchange rate. Spillover is also clearly evident in case of the call rate. The extent of spillover is higher for the foreign exchange rate than the call money rate. However, it was also noticed that the spillover is asymmetric in either of the cases and is higher during phases of high volatility. In an era of flexible exchange rates excessive dependence of the Indian Economy on short term capital flows to finance the current account deficits which raises the dollar demand and exposes the Indian economy to the Monetary Policy of the US, needs to be reduced. Reforms in the nature of capital flows is also the need of the hour.

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Deng, Chuang. "Analysis of Trade Diversion Effect Under Sino-us Trade Friction - Taking Developing Countries and Developed Countries As Examples". E3S Web of Conferences 275 (2021): 01031. http://dx.doi.org/10.1051/e3sconf/202127501031.

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Under the background of sino-us trade friction, what kind of trade diversion effect will china produce to the third country market. Based on the monthly import and export data of China and its 11 major trading partners from January 2014 to December 2019, this paper analyzes the trade diversion of sino-us trade frictions to China’s neighboring countries by using the double-difference and panel quantile methods, and through the selection of developing countries and developed countries as a control group for the spillover effects of trade transfer analysis. Empirical analysis: under the background of China’s trade frictions, China’s imports and exports to the United States have been significantly negatively affected, the trade conflict between China and the United States has a significant trade diversion effect on the third country, and the spillover effect on the developing country is larger and longer-term than that on the developed country.

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Wu, Chengzhuo, Li Zhuo, Zhuo Chen y Haiyan Tao. "Spatial Spillover Effect and Influencing Factors of Information Flow in Urban Agglomerations—Case Study of China Based on Baidu Search Index". Sustainability 13, n.º 14 (19 de julio de 2021): 8032. http://dx.doi.org/10.3390/su13148032.

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Cities in an urban agglomeration closely interact with each other through various flows. Information flow, as one of the important forms of urban interactions, is now increasingly indispensable with the fast development of informatics technology. Thanks to its timely, convenient, and spatially unconstrained transmission ability, information flow has obvious spillover effects, which may strengthen urban interaction and further promote urban coordinated development. Therefore, it is crucial to quantify the spatial spillover effect and influencing factors of information flows, especially at the urban agglomeration scale. However, the academic research on this topic is insufficient. We, therefore, developed a spatial interaction model of information flow (SIM-IF) based on the Baidu Search Index and used it to analyze the spillover effects and influencing factors of information flow in the three major urban agglomerations in China, namely Beijing–Tianjin–Hebei (BTH), the Yangtze River Delta (YRD), and the Pearl River Delta (PRD) in the period of 2014–2019. The results showed that the SIM-IF performed well in all three agglomerations. Quantitative analysis indicated that the BTH had the strongest spillover effect of information flow, followed by the YRD and the PRD. It was also found that the hierarchy of cities had the greatest impact on the spillover effects of information flow. This study may provide scientific basis for the information flow construction in urban agglomerations and benefit the coordinated development of cities.

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Dunning, B. E., M. F. Scott, D. W. Neal y A. D. Cherrington. "Direct quantification of norepinephrine spillover and hormone output from the pancreas of the conscious dog". American Journal of Physiology-Endocrinology and Metabolism 272, n.º 5 (1 de mayo de 1997): E746—E755. http://dx.doi.org/10.1152/ajpendo.1997.272.5.e746.

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To estimate pancreatic neural activity and to assess the potential role of the pancreatic nerves in the regulation of hormone secretion, the methodology necessary to quantify neurotransmitter spillover and hormone output in the conscious dog was developed. A femoral artery and the superior pancreaticoduodenal vein (SPDV) were chronically cannulated, and a flow probe was placed on the SPDV. Hormone output was calculated using the pancreatic arteriovenous concentration difference and the SPDV plasma flow. Basal glucose levels were 103 +/- 1 mg/dl; the pancreatic outputs of insulin, glucagon, and pancreatic polypeptide (PP, an index of parasympathetic neural activity) were 2,900 +/- 700 microU/min, 1,900 +/- 400 pg/min, and 9.3 +/- 4.6 ng/min, respectively. Pancreatic norepinephrine (NE) spillover was calculated similarly; however, pancreatic extraction of epinephrine was used as an index of NE extraction. Basal NE spillover was 3,600 +/- 700 pg/min, greatly exceeding that reported using anesthetized, laparotomized dogs. Intravenous glucose infusion increased plasma glucose to 146 +/- 13 mg/dl, increased insulin output approximately twofold, and suppressed glucagon output by approximately 50%. Hyperglycemia markedly reduced PP output. Hyperglycemia failed to influence pancreatic NE spillover. Insulin-induced hypoglycemia (36 +/- 2 mg/dl) completely suppressed insulin output and stimulated glucagon output (> 10-fold). Hypoglycemia increased NE spillover and PP output to 19,900 +/- 4,600 pg/min and 117 +/- 22 ng/min, respectively. We conclude that pancreatic neurotransmitter spillover in the basal state is much higher than previously appreciated and that neural signaling to the pancreas is responsive to physiological and pathophysiological changes in the metabolic state.

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Koç, Ahmet Ali, T. Edward Yu, Taylan Kıymaz y Bijay Prasad Sharma. "Effects of government supports and credits on Turkish agriculture". Journal of Agribusiness in Developing and Emerging Economies 9, n.º 4 (26 de septiembre de 2019): 391–401. http://dx.doi.org/10.1108/jadee-11-2018-0164.

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Purpose Domestic supports on Turkish agriculture have substantially increased over the past decade while empirical evaluation of their output impact is limited. Also, the existing literature often neglects potential spatial spillover effects of agricultural policies or subsidies. The purpose of this paper is to quantify the direct and spillover effects of Turkish agricultural domestic measures and agricultural credits use on the added agricultural value. Design/methodology/approach This study applied a spatial panel model incorporating spatial interactions among the dependent and explanatory variables to evaluate the impact of government support and credit on Turkish agricultural output. A provincial data set of agricultural output values, input factors and government subsidies from 2004 to 2014 was used to model the spatial spillover effects of government supports. Findings Results show that a one percent increase in agricultural credits in a given province leads to an average increase of 0.17 percent overall in agricultural value-added per hectare, including 0.05 percent from the direct effect and 0.12 percent from the spillover effect. Contrary to agricultural credits, a one percent increase in government supports in a province generates a mixed direct and spillover effects, resulting in an overall reduction of 0.13 percent in agricultural value-added per hectare in Turkey. Research limitations/implications This study could be extended by controlling for climate, biodiversity and investment factors to agricultural output in addition to input and policy factors if such data were available. Originality/value This study fills the gap in the literature by determining the total effect, including direct and spatial spillover effect, of domestic supports and credits on Turkish agricultural value. The findings provide crucial information to decision makers regarding the importance of incorporating spatial spillover effects in the design of agricultural policy.

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Li, Huiqin, Cuimei Lv, Minhua Ling, Changkuan Gu, Yang Li, Zening Wu y Denghua Yan. "Emergy Analysis and Ecological Spillover as Tools to Quantify Ecological Compensation in Xuchang City, Qingyi River Basin, China". Water 13, n.º 4 (4 de febrero de 2021): 414. http://dx.doi.org/10.3390/w13040414.

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As an effective means to coordinate cost–benefit allocation of ecological protection between upstream and downstream cities, ecological compensation is often used to improve collaborative basin-wide freshwater resources management. Yet, due to the complex relationships between upstream and downstream ecosystem services, calculating eco-compensation is not an easy task. We used ecological spillover (the amount of local ecosystem services not used in the region and thus flows to downstream areas) and emergy analysis to determine the amount of eco-compensation that the city of Xuchang should pay to the upstream city of Xinzheng (Qingyi River Basin, China) from 2010 to 2014. Eco-compensation was determined by deducting the emergy of the local, self-supplied ecosystem services of Xuchang City, calculated using an ecological-water-footprint-based analysis, from the emergy of the total ecosystem services used in Xuchang, and monetized accordingly. The results showed that the self-supplied ecosystem services decreased from 2010 to 2014 and, thus, Xuchang relied more on the ecological spillover services flowing from Xinzheng. As a result, eco-compensation increased from 990 million Chinese Yuan (¥) in 2010 to ¥509 billion in 2014, mostly due to increased demands for water purification and reduced precipitation around Xuchang. This method can be further enhanced by introducing larger datasets and can be replicated elsewhere to accurately determine ecological compensation, ensuring basin-wide collaboration towards the sustainable management of freshwater resources.

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Almeida, Aléssio Tony Cavalcanti de, Bruno Ferreira Frascaroli y Danilo Regis da Cunha. "Medidas de Risco e Matriz de Contágio: uma Aplicação do CoVaR para o Mercado Financeiro Brasileiro". Brazilian Review of Finance 10, n.º 4 (31 de enero de 2012): 551. http://dx.doi.org/10.12660/rbfin.v10n4.2012.3954.

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The main point of this work is to assess how a financial distress in return series of the major Brazilian companies assets and relevant domestic market (Ibovespa) and main international index (Dow Jones) interact with each other, in an attempt to capture spillover effects. We try to capture the systemic risk, the contagion effect and the stress test. This paper uses the methodology CoVaR, described in the Adrian and Brunnermeier (2011) which use quantile regression. The main innovation of this work is the construction and estimation of the contagion matrix to domestic capital market. The results show that there is no relationship between risk measurements given by Value at Risk (VaR) and CoVaR, moreover the systemic risk shows those assets that generate more negative externalities for the domestic financial market. The stress test indicates that a distress in domestic market indicator returns have more spillover effects on domestic papers than a distress in the international market returns. Finally, the contagion matrix reveals that the interrelationships of contagion between the firms’ returns are relevant sectorial evidence for assessment and management of risks.

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Shih, Mi, Ying-Hui Chiang, Hsiutzu Betty Chang y Chin-Oh Chang. "Commodification of Development Rights and What It Does to the Urban Housing Market in Taiwan". Journal of Planning Education and Research 39, n.º 2 (23 de octubre de 2017): 194–205. http://dx.doi.org/10.1177/0739456x17737139.

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The enactment of the transfer of development rights (TDR) policy in Taiwan since the late 1990s is part of a broader trend of commodification and deregulation of development rights. This study examines the spillover effect of TDR on the sale prices of existing housing stock that constitutes the main housing market for the majority of urban residents. Three hedonic models, ordinary least squares (OLS) regression, quantile regression, and spatial lag regression, show that the presence of TDR utilization in real estate development is a significant price driver that generates a financial burden that disproportionally affects poor families.

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Becker, Daniel J., Alex D. Washburne, Christina L. Faust, Erin A. Mordecai y Raina K. Plowright. "The problem of scale in the prediction and management of pathogen spillover". Philosophical Transactions of the Royal Society B: Biological Sciences 374, n.º 1782 (12 de agosto de 2019): 20190224. http://dx.doi.org/10.1098/rstb.2019.0224.

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Disease emergence events, epidemics and pandemics all underscore the need to predict zoonotic pathogen spillover. Because cross-species transmission is inherently hierarchical, involving processes that occur at varying levels of biological organization, such predictive efforts can be complicated by the many scales and vastness of data potentially required for forecasting. A wide range of approaches are currently used to forecast spillover risk (e.g. macroecology, pathogen discovery, surveillance of human populations, among others), each of which is bound within particular phylogenetic, spatial and temporal scales of prediction. Here, we contextualize these diverse approaches within their forecasting goals and resulting scales of prediction to illustrate critical areas of conceptual and pragmatic overlap. Specifically, we focus on an ecological perspective to envision a research pipeline that connects these different scales of data and predictions from the aims of discovery to intervention. Pathogen discovery and predictions focused at the phylogenetic scale can first provide coarse and pattern-based guidance for which reservoirs, vectors and pathogens are likely to be involved in spillover, thereby narrowing surveillance targets and where such efforts should be conducted. Next, these predictions can be followed with ecologically driven spatio-temporal studies of reservoirs and vectors to quantify spatio-temporal fluctuations in infection and to mechanistically understand how pathogens circulate and are transmitted to humans. This approach can also help identify general regions and periods for which spillover is most likely. We illustrate this point by highlighting several case studies where long-term, ecologically focused studies (e.g. Lyme disease in the northeast USA, Hendra virus in eastern Australia, Plasmodium knowlesi in Southeast Asia) have facilitated predicting spillover in space and time and facilitated the design of possible intervention strategies. Such studies can in turn help narrow human surveillance efforts and help refine and improve future large-scale, phylogenetic predictions. We conclude by discussing how greater integration and exchange between data and predictions generated across these varying scales could ultimately help generate more actionable forecasts and interventions. This article is part of the theme issue ‘Dynamic and integrative approaches to understanding pathogen spillover’.

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Hung, Ngo Thai. "Bitcoin and CEE stock markets: fresh evidence from using the DECO-GARCH model and quantile on quantile regression". European Journal of Management and Business Economics 30, n.º 2 (18 de mayo de 2021): 261–80. http://dx.doi.org/10.1108/ejmbe-06-2020-0169.

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PurposeThis study examines the inter-linkages between Bitcoin prices and CEE stock markets (Hungary, the Czech Republic, Poland, Romania and Croatia).Design/methodology/approachThe dynamic contemporaneous nexus has been analyzed using both the multivariate DECO-GARCH model proposed by Engle and Kelly (2012) and quantile on quantile (QQ) methodology proposed by Sim and Zhou (2015). Our study is implemented using the daily data spanning from 6 September 2012 to 12 August 2019.FindingsFirst, the findings show that the average return equicorrelation across Bitcoin prices and CEE stock indices are positive, even though it is found to be time-varying over the research period shown. Second, the Bitcoin-CEE stock market association has positive signs for most pairs of quantiles of both variables and represents a rather similar pattern for the cases of Poland, the Czech Republic and Croatia. However, a weaker and primarily negative connectedness is found for Hungary and Romania, respectively. Furthermore, the interconnectedness between the co-movements in the Bitcoin market and stock returns changes significantly across quantiles of both variables within each nation, indicating that the Bitcoin-stock market relationship is dependent on both the cycle of the stock market and the nature of Bitcoin price shocks.Practical implicationsThe evidence documented in this study has significant implications for divergent economic agents, including global investors, risk managers and policymakers, who would benefit from a comprehensive knowledge of the Bitcoin-stock market relationship to build efficient risk-hedging models and to conduct appropriate policy reactions to information spillover effects in different time horizons.Originality/valueThis paper is the first study employing both the multivariate DECO-GARCH model and QQ methodology to shed light on the nexus between Bitcoin prices and the stock markets in CEE countries. The DECO model uses more information to compute dynamic correlations between each pair of returns than standard dynamic conditional correlation (DCC) models, declining the estimation noise of the correlations. Besides, QQ approach allows us to capture some nuanced features of the Bitcoin-stock market relationship and explore the interdependence in its entirely. Therefore, the main contribution of this article to the related literature in this field is significant.研究目的本研究旨在探討比特幣的價格與中東歐股市(匈牙利、捷克共和國、波蘭、羅馬尼亞和克羅地亞) 之相互聯繫.研究設計/方法/理念研究使用恩格爾與凱利(2012)(Engle and Kelly (2012)) 提出的多變量DECO-GARCH模型及Sim 與Zhou(2015)(Sim and Zhou ( 2015)) 研製的分位數-分位數方法來分析動態同期的聯繫。我們的研究使用由2012年9月6日至2019年8月12日期間取得的每日數據來進行.研究結果首先、研究結果顯示、跨比特幣價格與中東歐股價指數的平均回報當量關聯是正相關的，即使在研究期間被發現是隨時間而變化的。第二、比特幣與中東歐股市之聯繫在大多數兩變數分位數對而言出現正相關跡象，而且，這聯繫在波蘭、捷克共和國及克羅地亞而言表現一個頗相似的模式。唯就匈牙利而言、這聯繫則較弱、而羅馬尼亞則主要是負聯繫。研究結果亦顯示: 比特幣市場內的聯動與股票回報間之內在關聯會在每個國家內跨兩個變數的分位數而顯著地改變，這顯示比特幣-股市關係是取決於股市的週期和比特幣價格衝擊的本質.實際的意義本研究所記載的證據、對不同的經濟行為者而言極具意義 (這包括國際投資者、風險管理經理和政策制定者)，因他們會受惠於對比特幣-股市關係的全面認識，他們可建立有效的風險對沖模型、及在不同時間範圍對資訊溢出效應進行適當的政策反應.研究的原創性/價值本文為首個研究使用多變量DECO-GARCH模型和分位數-分位數(QQ)方法、來解釋比特幣價格與中東歐國家之股市的關係。這DECO模型使用比標準動態條件關係模型更多資訊，來計算每對回報間之動態關係，這能減少估測雜訊，而且，QQ方法讓我們可以取得比特幣-股市關係的一些細微特徵及全面地探索其相互依賴性。因此，本文的主要貢獻是在這學術領域內有關的文獻上.

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Locke, Kenneth D. "H as a Measure of Complexity of Social Information Processing". Personality and Social Psychology Review 7, n.º 3 (agosto de 2003): 268–80. http://dx.doi.org/10.1207/s15327957pspr0703_05.

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Many studies have used H (a measure of unpredictability derived from information theory) to quantify the complexity of descriptions of persons across multiple roles. Interpreting these studies is problematic, though, because H confounds unpredictability across roles (which is typically the construct of interest) and unpredictability within roles (which is simply a function of the proportion of traits endorsed). The need to control for unpredictability within roles was highlighted by 3 demonstration studies in which controlling for unpredictability within roles eliminated relations between well-being and H. I also show how, controlling for unpredictability due to the number of traits endorsed and number of roles described, H provides a unique measure of role dependence and independence. However, H does not measure the type of role overlaps that would predict “spillover effects” between roles; therefore, I recommend an alternative index of role similarity for future research on spillover effects.

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Pepin, Kim M., Matthew W. Hopken, Susan A. Shriner, Erica Spackman, Zaid Abdo, Colin Parrish, Steven Riley, James O. Lloyd-Smith y Antoinette J. Piaggio. "Improving risk assessment of the emergence of novel influenza A viruses by incorporating environmental surveillance". Philosophical Transactions of the Royal Society B: Biological Sciences 374, n.º 1782 (12 de agosto de 2019): 20180346. http://dx.doi.org/10.1098/rstb.2018.0346.

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Reassortment is an evolutionary mechanism by which influenza A viruses (IAV) generate genetic novelty. Reassortment is an important driver of host jumps and is widespread according to retrospective surveillance studies. However, predicting the epidemiological risk of reassortant emergence in novel hosts from surveillance data remains challenging. IAV strains persist and co-occur in the environment, promoting co-infection during environmental transmission. These conditions offer opportunity to understand reassortant emergence in reservoir and spillover hosts. Specifically, environmental RNA could provide rich information for understanding the evolutionary ecology of segmented viruses, and transform our ability to quantify epidemiological risk to spillover hosts. However, significant challenges with recovering and interpreting genomic RNA from the environment have impeded progress towards predicting reassortant emergence from environmental surveillance data. We discuss how the fields of genomics, experimental ecology and epidemiological modelling are well positioned to address these challenges. Coupling quantitative disease models and natural transmission studies with new molecular technologies, such as deep-mutational scanning and single-virus sequencing of environmental samples, should dramatically improve our understanding of viral co-occurrence and reassortment. We define observable risk metrics for emerging molecular technologies and propose a conceptual research framework for improving accuracy and efficiency of risk prediction. This article is part of the theme issue ‘Dynamic and integrative approaches to understanding pathogen spillover’.

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Mori, Yuki, Osamu Manabe, Masanao Naya, Yuuki Tomiyama, Keiichiro Yoshinaga, Keiichi Magota, Noriko Oyama-Manabe et al. "Improved spillover correction model to quantify myocardial blood flow by 11C-acetate PET: comparison with 15O-H2O PET". Annals of Nuclear Medicine 29, n.º 1 (11 de septiembre de 2014): 15–20. http://dx.doi.org/10.1007/s12149-014-0904-z.

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Jović, Željko. "The Interaction Between FX and Credit Risk as an Example of Intersection of Monetary and Financial Stability Policy Goals – The Case of Serbia". Journal of Central Banking Theory and Practice 5, n.º 2 (1 de mayo de 2016): 133–55. http://dx.doi.org/10.1515/jcbtp-2016-0015.

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Abstract The financial system of Serbia is highly bank-centric and euroised, which is a common specific feature of financial systems in developing countries. High level of euroisation represents an adequate environment for the development of emphasized interaction of foreign exchange and credit risks; therefore, creation of the spillover mechanism of foreign exchange risk to credit risk is immanent for euroised systems. Although maintaining the stability of the dinar exchange rate is a secondary goal of the National Bank of Serbia in relation to price and financial stability as the primary goals, in terms of existence of the aforesaid spillover mechanism, maintaining stability of the dinar exchange rate represents the area where there is an interaction between the goals of monetary policy (price stability) and those of financial stability policy (maintaining and strengthening the financial system’s stability). In order to explore whether the spillover mechanism of foreign exchange risk to credit risk exists in Serbia’s financial system, the vector autoregressive (VAR) model is applied on data from the Serbian banking sector to quantify the impact of changes in the dinar exchange rates on the rate of non-performing loans (NPLs); the sample was formed in the period of increased instability of the dinar exchange rate, from 31 January 2008 to 31 December 2010. As we have quantitatively confirmed the impact of increase in the dinar exchange rate on the increase of 90-120 days past due NPLs, we can conclude that the existence of expressed interaction between foreign exchange risk and credit risk in the Serbian financial system represents a paradigm of the regulator’s need to achieve contemporary goals of monetary and financial stability policy by maintaining relative stability of the dinar exchange rates. Depreciation of the local currency has inflationary pressure on price stability and simultaneously influences the achievement of financial stability goals through the spillover mechanism of foreign exchange risk to credit risk. In addition to taking systematic measures to reduce the level of euroisation and introduce the specific regulatory requirements, in order to protect banks and clients from the dinar exchange rate volatility, the regulator faces extremely important task of maintaining relative stability of the dinar exchange rate as the instrument to simultaneous achievement of goals of monetary and financial stability policies.

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Farag, Elmoubasher, Reina Sikkema, Tinka Vinks, Md Islam, Mohamed Nour, Hamad Al-Romaihi, Mohammed Al Thani et al. "Drivers of MERS-CoV Emergence in Qatar". Viruses 11, n.º 1 (31 de diciembre de 2018): 22. http://dx.doi.org/10.3390/v11010022.

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MERS-CoV (Middle East respiratory syndrome corona virus) antibodies were detected in camels since 1983, but the first human case was only detected in 2012. This study sought to identify and quantify possible drivers for the MERS-CoV emergence and spillover to humans. A list of potential human, animal and environmental drivers for disease emergence were identified from literature. Trends in possible drivers were analyzed from national and international databases, and through structured interviews with experts in Qatar. The discovery and exploitation of oil and gas led to a 5-fold increase in Qatar GDP coupled with a 7-fold population growth in the past 30 years. The lifestyle gradually transformed from Bedouin life to urban sedentary life, along with a sharp increase in obesity and other comorbidities. Owing to substantial governmental support, camel husbandry and competitions flourished, exacerbating the already rapidly occurring desertification that forced banning of free grazing in 2005. Consequently, camels were housed in compact barns alongside their workers. The transition in husbandry leading to high density camel farming along with increased exposure to humans, combined with the increase of camel movement for the racing and breeding industry, have led to a convergence of factors driving spillover of MERS-CoV from camels to humans.

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Ngor, Lyna, Evan C. Palmer-Young, Rodrigo Burciaga Nevarez, Kaleigh A. Russell, Laura Leger, Sara June Giacomini, Mario S. Pinilla-Gallego, Rebecca E. Irwin y Quinn S. McFrederick. "Cross-infectivity of honey and bumble bee-associated parasites across three bee families". Parasitology 147, n.º 12 (18 de junio de 2020): 1290–304. http://dx.doi.org/10.1017/s0031182020001018.

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AbstractRecent declines of wild pollinators and infections in honey, bumble and other bee species have raised concerns about pathogen spillover from managed honey and bumble bees to other pollinators. Parasites of honey and bumble bees include trypanosomatids and microsporidia that often exhibit low host specificity, suggesting potential for spillover to co-occurring bees via shared floral resources. However, experimental tests of trypanosomatid and microsporidial cross-infectivity outside of managed honey and bumble bees are scarce. To characterize potential cross-infectivity of honey and bumble bee-associated parasites, we inoculated three trypanosomatids and one microsporidian into five potential hosts – including four managed species – from the apid, halictid and megachilid bee families. We found evidence of cross-infection by the trypanosomatids Crithidia bombi and C. mellificae, with evidence for replication in 3/5 and 3/4 host species, respectively. These include the first reports of experimental C. bombi infection in Megachile rotundata and Osmia lignaria, and C. mellificae infection in O. lignaria and Halictus ligatus. Although inability to control amounts inoculated in O. lignaria and H. ligatus hindered estimates of parasite replication, our findings suggest a broad host range in these trypanosomatids, and underscore the need to quantify disease-mediated threats of managed social bees to sympatric pollinators.

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Khan, Mohammed Arshad, Preeti Roy, Saif Siddiqui y Abdullah A. Alakkas. "Systemic Risk Assessment: Aggregated and Disaggregated Analysis on Selected Indian Banks". Complexity 2021 (8 de julio de 2021): 1–14. http://dx.doi.org/10.1155/2021/8360778.

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Exposure of the banking system to the Global Financial Crisis attracted attention to the study of riskiness and spillover. This paper studies the pattern of systemic risk and size effect in the Indian banking sector. Based on market capitalization, three public sector banks and three from the private sector were taken. Data are taken from the year 2007 to 2020. The analysis is done through quantile- CoVaR (Conditional Value at Risk) and TENET (Tail-Event-Driven Network) measure. State variables like Indian market volatility and global risk measures negatively influence the Indian banks’ returns. Liquidity risk is a crucial aspect of private banks. Public banks experience public confidence even in the distress period. Large banks like HDFC and SBI bank offer the highest degree of systemic risk contribution. The role of private banks in transmitting systemic risk has been intensifying since 2015. Small-sized banks like PNB and BOB have become significant receivers and transmitters of risk.

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Becker, Daniel J., Daniel E. Crowley, Alex D. Washburne y Raina K. Plowright. "Temporal and spatial limitations in global surveillance for bat filoviruses and henipaviruses". Biology Letters 15, n.º 12 (diciembre de 2019): 20190423. http://dx.doi.org/10.1098/rsbl.2019.0423.

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Sampling reservoir hosts over time and space is critical to detect epizootics, predict spillover and design interventions. However, because sampling is logistically difficult and expensive, researchers rarely perform spatio-temporal sampling of many reservoir hosts. Bats are reservoirs of many virulent zoonotic pathogens such as filoviruses and henipaviruses, yet the highly mobile nature of these animals has limited optimal sampling of bat populations. To quantify the frequency of temporal sampling and to characterize the geographical scope of bat virus research, we here collated data on filovirus and henipavirus prevalence and seroprevalence in wild bats. We used a phylogenetically controlled meta-analysis to next assess temporal and spatial variation in bat virus detection estimates. Our analysis shows that only one in four bat virus studies report data longitudinally, that sampling efforts cluster geographically (e.g. filovirus data are available across much of Africa and Asia but are absent from Latin America and Oceania), and that sampling designs and reporting practices may affect some viral detection estimates (e.g. filovirus seroprevalence). Within the limited number of longitudinal bat virus studies, we observed high heterogeneity in viral detection estimates that in turn reflected both spatial and temporal variation. This suggests that spatio-temporal sampling designs are important to understand how zoonotic viruses are maintained and spread within and across wild bat populations, which in turn could help predict and preempt risks of zoonotic viral spillover.

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Nalley, L. Lanier, Karen A. Moldenhauer y Nate Lyman. "The Genetic and Economic Impact of the University of Arkansas's Rice Breeding Program: 1983-2007". Journal of Agricultural and Applied Economics 43, n.º 1 (febrero de 2011): 131–42. http://dx.doi.org/10.1017/s1074070800004090.

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This study estimates the proportion of rice yield increase in University of Arkansas Division of Agriculture's (UofA) released rice cultivars that are attributable to genetic improvements through the University's breeding program. Test plot data from eight UofA experiment stations were used to quantify the yield increases and potential yield growth decreases over time. In addition to quantifying the yield and yield variance evolution at the UofA, this study also calculates the economic benefits of the UofA rice breeding program. Results indicated that by releasing modern rice cultivars, the UofA rice breeding program increased average producer yield by 0.68 bu/ac annually. During the last decade, 1997-2007, the average annual economic benefits were 34.3 million (2007) dollars. When accounting for the spillover of UofA rice varieties to neighboring states the average annual economic benefit of the breeding program increases to 46.7 million (2007) dollars.

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TSVETANOV, TSVETAN, LINGQIAO QI, DEEP MUKHERJEE, FARHED SHAH y BORIS BRAVO-URETA. "CLIMATE CHANGE AND LAND USE IN SOUTHEASTERN U.S.: DID THE “DUMB FARMER” GET IT WRONG?" Climate Change Economics 07, n.º 03 (agosto de 2016): 1650005. http://dx.doi.org/10.1142/s2010007816500056.

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The assumption of a fixed amount of land remaining in agriculture regardless of changing climate conditions — one of the features of the “dumb farmer scenario” — is likely to bias the estimated social welfare impacts of climate change. In order to quantify this bias, we employ a demand-supply framework to determine both the amount of land allocated to agricultural and nonagricultural uses as well as the social welfare associated with this allocation choice when no market distortions exist. We present an application of our model to the Southeastern United States and simulate the effects of changing climate conditions on land allocation in the region between 2007 and 2040. We find a very modest welfare bias when maintaining current farmland preservation policies and a more substantial bias if we assume that additional land policies are instituted which have spillover welfare effects in other land-using sectors.

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Arayssi, Mahmoud y Mohammad Issam Jizi. "Does corporate governance spillover firm performance? A study of valuation of MENA companies". Social Responsibility Journal 15, n.º 5 (5 de agosto de 2019): 597–620. http://dx.doi.org/10.1108/srj-06-2018-0157.

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PurposeThe aim of the paper is to examine the association of corporate governance (CG), the firms’ characteristics and the financial performance of firms operating in the Middle East and North Africa (MENA) region after Arab Spring. The study focuses on CG, exemplified by boards’ composition and ownership structure. It also explores the possible moderating effects of environmental social and governance characteristics (ESG), leverage and size on the relationship between CG and the company’s performance.Design/methodology/approachUsing Thomson-Reuters database, a sample of 67 firms was extracted in the MENA region to measure CG and financial performance post Arab Spring from 2012 to 2016. Panel GLS regression random effects is used to quantify the relationship; robustness is checked by using several alternative regressions and specifications to the performance measure.FindingsThe results reveal that board independence (BI) is negatively correlated with firm profitability but ownership concentration and board gender diversification contribute to profits. When firms that voluntarily form a governance committee are examined, ownership is less concentrated. We obtain a stronger impact of good governance on performance in these firms: board composition, in general, and workers’ satisfaction generate more profits; and undertaking ESG activities become a more dispensable activity. The effect of board size (BS) and forming a governance committee are studied and ensuing recommendations are drawn. In addition, relevant internal control of firms’ characteristics that strongly predict firms’ market values are discussed in the context of agency and stewardship theories.Originality/valueDespite the fact that governance-performance nexus has been extensively discussed and examined, the focus of this volume of research is on western developed countries. The growing economies of the MENA countries, and the limited governance-performance literature in the MENA context have created a demand to understand the governance environment in these countries and its influence on firm’s performance. In this region where firms’ owners are mainly family members, governments and/or institutions, governance is typically weak; moreover, ownership concentration is expected to guarantee good performance, as the role of independent directors becomes ineffective. For firms where ownership is more diluted, a sound governance system should be established to replace ownership concentration, and to more efficiently monitor management, and consequently improve firm performance. Therefore, this study not only contributes a summary of the prevailing corporate structure in MENA. Moreover, it explains the settings where both the stewardship and agency theories apply in MENA firms. Some recommendation on the importance of changes to the existing governance rules are highlighted in terms of more rules requiring board independence, board gender diversity, limits on board size and establishing governance committees.

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Burthe, Sarah J., Stefanie M. Schäfer, Festus A. Asaaga, Natrajan Balakrishnan, Mohammed Mudasssar Chanda, Narayanaswamy Darshan, Subhash L. Hoti et al. "Reviewing the ecological evidence base for management of emerging tropical zoonoses: Kyasanur Forest Disease in India as a case study". PLOS Neglected Tropical Diseases 15, n.º 4 (1 de abril de 2021): e0009243. http://dx.doi.org/10.1371/journal.pntd.0009243.

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Zoonoses disproportionately affect tropical communities and are associated with human modification and use of ecosystems. Effective management is hampered by poor ecological understanding of disease transmission and often focuses on human vaccination or treatment. Better ecological understanding of multi-vector and multi-host transmission, social and environmental factors altering human exposure, might enable a broader suite of management options. Options may include “ecological interventions” that target vectors or hosts and require good knowledge of underlying transmission processes, which may be more effective, economical, and long lasting than conventional approaches. New frameworks identify the hierarchical series of barriers that a pathogen needs to overcome before human spillover occurs and demonstrate how ecological interventions may strengthen these barriers and complement human-focused disease control. We extend these frameworks for vector-borne zoonoses, focusing on Kyasanur Forest Disease Virus (KFDV), a tick-borne, neglected zoonosis affecting poor forest communities in India, involving complex communities of tick and host species. We identify the hierarchical barriers to pathogen transmission targeted by existing management. We show that existing interventions mainly focus on human barriers (via personal protection and vaccination) or at barriers relating to Kyasanur Forest Disease (KFD) vectors (tick control on cattle and at the sites of host (monkey) deaths). We review the validity of existing management guidance for KFD through literature review and interviews with disease managers. Efficacy of interventions was difficult to quantify due to poor empirical understanding of KFDV–vector–host ecology, particularly the role of cattle and monkeys in the disease transmission cycle. Cattle are hypothesised to amplify tick populations. Monkeys may act as sentinels of human infection or are hypothesised to act as amplifying hosts for KFDV, but the spatial scale of risk arising from ticks infected via monkeys versus small mammal reservoirs is unclear. We identified 19 urgent research priorities for refinement of current management strategies or development of ecological interventions targeting vectors and host barriers to prevent disease spillover in the future.

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