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Does environmental policy stringency alter the natural resourcesemissions nexus?Evidence from G-7 countries

Geoscience Frontiers 2024年第5期15卷 454-466页

作者： roni bhowmik Arshian Sharif Ahsan Anwar Qasim Raza Syed Phan The Cong Ngo Ngan Ha School of Business Guangdong University of Foreign StudiesGuangdongPeople’s Republic of China Faculty of Business&Entrepreneurship Daffodil International UniversityDhakaBangladesh Lancashire School of Buiness and Enterprise University of Central LancashirePrestonUnited Kingdom Department of Economics and Finance Sunway Business SchoolSunway UniversitySubang JayaMalaysia Adnan Kassar School of Business Lebanese American UniversityBeirutLebanon University of Economics and Human Sciences in Warsaw WarsawPoland College of International Studies Korea UniversitySeoulSouth Korea Centre for Business Informatics and Industrial Management(CBIIM) UCSI Graduate Business SchoolUCSI UniversityKuala LumpurMalaysia European University of Lefke LefkeNorthern CyprusTR-10 MersinTurkiye Universiti Sains Malaysia Malaysia Department of Business Administration ILMA UniversityKarachiPakistan Faculty of Economics Thuongmai UniversityHanoiViet Nam

Natural resource management is indispensable keeping in view their positive economic impacts as well as their detrimental environmental *** achieve certain SDGs,it is inevitable to manage natural resources through effective policies that help to inhibit adverse environmental *** on this approach,the current empirical analysis aims to probe whether environmental policy stringency intensifies,meagres,and/or halts the abysmal environmental impact of natural resources in G-7 countries(United Kingdom,United States,Canada,Italy,France,Japan,and Germany)for the period from 1990 to *** that end,we rely on the second-generation panel data approaches and panel quantile *** outcomes reveal that natural resources increase carbon dioxide emission whereas the synergy of natural resources and environmental policy stringency plunges emissions across the *** findings suggest adoption of a strict environmental policy for attaining the targets of SGD-08(economic growth),SDG-09(innovations),SDG-11(sustainable cities),SDG-12(responsible consumption of natural resources),and SDG-13(climate action).

关键词： Environmental policy stringency Natural resources CO_(2)emissions G-7 countries

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Return and Volatility Spillovers Effects:Study of Asian Emerging Stock Markets

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Journal of Systems Science and Information 2018年第2期9卷 97-119页

作者： bhowmik roni Ghulam ABBAS Shouyang WANG Academy of Mathematics and Systems Science Chinese Academy of Sciences University of Chinese Academy of Sciences School of Economics and Management University of Chinese Academy of Sciences

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 20072008. 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 20072008,however Bangladeshi market faces this condition in 20092010.

关键词： spillover stock returns volatility global financial crisis GARCH Granger causality variance decomposition

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Cointegration and Causality Relationship Between Stock Market,Money Market and Foreign Exchange Market in Pakistan

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Journal of Systems Science and Information 2017年第1期8卷 1-20页

作者： Ghulam ABBAS roni bhowmik Laxmi KOJU Shouyang WANG School of Economics and Management University of Chinese Academy of Sciences Sukkur Institute of Business Administration Academy of Mathematics and Systems Science Chinese Academy of Sciences

This paper examines the relationship between stock market(KSE-100), money market(M2 and 180 days T-bill rate), and foreign exchange market(ER: PKR/USD) in Pakistan by using monthly data covering the period from 2000:M1 to 2015:M12. The study investigates long-run equilibrium relationship between these three financial markets by employing Johansen and Juselius[1]cointegration tests. Long-run and short-run causality relationship between stock market and other macroeconomic variables is also established by employing vector error correction model(VECM) and pairwise granger causality tests. The results of multivariate cointegration test(trace test) indicate a one cointegrating vector, and the significant normalized cointegrating coefficients are evident of long run equilibrium relationship between all the selected variables. Negative and significant ECT(-1) for all variables during full sample period witness the presence of long-run causality connection among variables, while during the military regime and democratic regime, significant difference of long-run causal connections are identified across the regimes. Moreover, the results of granger causality test also indicate that there are significant variations in the causality relationship among variables across the regimes. Therefore, it is essential for forecasting, planning and policy making to consider the importance of political governance system while analyzing the historical cointegration among financial market and make the necessary adjustments accordingly.

关键词： KSE-100 index money supply interest rate exchange rate Pakistan

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A Study on the Volatility of the Bangladesh Stock Market--Based on GARCH Type Models

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Journal of Systems Science and Information 2017年第3期8卷 193-215页

作者： bhowmik roni Chao WU Roy Kumar JEWEL Shouyang WANG Academy of Mathematics and Systems Science Chinese Academy of Sciences University of Chinese Academy of Sciences Daffodil International University Jatiya Kabi Kazi Nazrul Islam University

The generalized autoregressive conditional heteroskedasticity(GARCH) type models are used to investigate the volatility of Bangladesh stock market. The findings of the study demonstrate that the index volatility characteristics changes over time. The article shows that the data are divided into three sub-periods: pre crisis, crisis, and post crisis. Accordingly, the results of the findings indicate changes in the GARCH-type models parameter, risk premium and persistence of volatility in different periods. A significant "low-yield associated with high-risk" phenomenon is detected in the crisis period and the "leverage effect" occurs in each periods. The investors are irrational which is based on assumption of risk and return characteristics of assets. Consequently, the market is not as mature as developed market. It is found in the article that the threshold generalized autoregressive conditional heteroskedasticity(TGARCH) model is more accurate for the model accuracy. Additionally, statistic error measurements indicate that GARCH model is more efficient than others and it has also more forecasting ability.

关键词： Bangladesh stock market volatility forecasting GARCH type models leverage effect

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