The impact of co-jumps in the oil sector

Laurini, Márcio Poletti; Mauad, Roberto Baltieri; Aiube, Fernando Antônio Lucena

doi:10.1016/j.ribaf.2020.101197

Cited by 9 publications

(1 citation statement)

References 32 publications

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“…The minimum wage is determined based on economic and employment conditions; in other words, it is no longer based on decent living needs. The result of the studies [19,22,39,63,64] shows that the regional minimum wage affects the purchasing power of low-income communities through return on the stock as an intervening variable. Thus, The ninth hypothesis, H0: UMR does not affect the purchasing power of low-income people through the need to own a house as an intervening variable, and H1: UMR affects the purchasing power of low-income people through the need to own a house as an intervening variable.…”

Section: 9mentioning

confidence: 99%

Boosting Homeownership Affordability for Low-Income Communities in Indonesia

Satoto¹

2023

IJSDP

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This study aims to determine the effect of inflation, regional minimum wages, and subsidized housing costs on the purchasing power of low-income communities needing to own a home as an intervening variable. This study uses the Structural Equation Modeling (SEM) method to analyze the data from the districts of East Java, Indonesia. Broadly speaking, this study found that the higher the need to own a home, the higher the purchasing power of Low-Income Communities because the population is increasing, so the need to own a place to live is also directly proportional. The practical implication of this study is that it can contribute useful information relating to the effect of inflation, regional minimum wages, and subsidized house prices on the purchasing power of low-income communities with a need to own a house as an intervening variable. Therefore, the government needs to control the impact caused by inflation in the form of rising bank interest rates by subsidizing it so that it remains stable. In the future, the government should include housing allowances in the minimum wage component. The government should not only subsidize house prices, but also production costs, so that the price of subsidized houses remains stable.

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Section: 9mentioning

confidence: 99%

Boosting Homeownership Affordability for Low-Income Communities in Indonesia

Satoto¹

2023

IJSDP

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Co‐Jump Dependency and Transmission Across US Commodity Futures: A Network Analysis

Zhang,

Chen,

Bouri

2024

Journal of Futures Markets

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This paper examines the co‐jump transmission in 20 commodity futures returns in the United States using co‐jump network models. Specifically, it reveals co‐jumping behavior in both static and time‐varying settings, considering the overall commodity markets and various commodity groups separately, which helps us understand the dynamic changes in co‐jump dependencies at the overall and sector levels. The main results reveal that co‐jump heterogeneity exists among commodities but is generally more apparent within each commodity group, and co‐jumps vary over time. Gold exerts the strongest influence, with many commodity futures being influenced by the jumps behavior in gold returns. During the COVID‐19 outbreak and the Russia–Ukraine war, the energy group ranks highest in terms of co‐jump network centrality. Our empirical analysis highlights the portfolio performance and risk reduction, and an additional examination shows that centrality information from the co‐jump network contains a highly and statistically forecasting power for US stock market volatility.

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Investment Attractiveness of Russian Oil and Gas Companies Under Economic Digitalization

Kuzmina

Konovalova

2020

Lecture Notes in Networks and Systems

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The impact of co-jumps in the oil sector

Cited by 9 publications

References 32 publications

Boosting Homeownership Affordability for Low-Income Communities in Indonesia

Boosting Homeownership Affordability for Low-Income Communities in Indonesia

Co‐Jump Dependency and Transmission Across US Commodity Futures: A Network Analysis

Investment Attractiveness of Russian Oil and Gas Companies Under Economic Digitalization

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