University–Industry Linkages in Agriculture: The Case of Palestine

The usual crisis mode of economic operations in Palestine intersects with the adverse consequences of COVID-19 and necessitates an innovative response to survive. This research builds on potential synergies between industry and university to expand the Palestinian agriculture sector resilience. We report on an explorative study that sought to understand the reality of the university–industry linkages (UILs) by considering information and experience gathered from 29 interviews in January 2020 and April 2021. Interviewees represent five key actor groups: farmers and agribusinesses, private institutions, universities, the Ministry of Agriculture, and NGOs. Content analysis revealed a nascent collaboration scope and uncovered the lack of a confident attitude among farmers towards agriculture research efforts, the poor communication performance, and misalignment of purpose. University actors need to encompass the UILs in their mission and touch farmers' needs by providing novelty evidence research. Yet, farmers and agribusinesses may take the initiative to communicate their problems and search for renovation. We developed a framework of underpinnings to enhance collaboration and a healthier agriculture sector. We suggest activating the cooperatives and diversifying farmers' income as deemed more resilient to face the pandemic.

COVID-19, climate shocks, and food security linkages: evidence and perceptions from smallholder farming communities in Tanzania

Insights on the indirect effects of the COVID-19 pandemic are critical for designing and implementing policies to alleviate the food security burden it may have caused, and for bolstering rural communities against similar macroeconomic shocks in the future. Yet estimating the causal effects of the pandemic is difficult due to its ubiquitous nature and entanglement with other shocks. In this descriptive study, we combine high-resolution satellite imagery to control for plot-level rainfall with household socio-economic panel data from 2014, 2016, 2019 and 2020, to differentiate the effect of the pandemic from climatic shocks on food security in Morogoro, Tanzania. We find evidence of decreased incomes, increased prices of staple foods, and increased food insecurity in 2020 relative to previous years, and link these changes to the pandemic by asking households about their perceptions of COVID-19. Respondents overwhelmingly attribute economic hardships to the pandemic, with perceived impacts differing by asset level.

Dancing in the dark: how food governance can support resilience in Portland, Oregon

According to various scholars, resilience (i.e., the capacity to adapt and evolve in unpredictable situations) implementation becomes most effective when it involves several civic institutions, agencies, and individual citizens working together toward common goals within a common strategy. Such networks can work together and weather unexpected crises as the current COVID-19 pandemic. Key aspects of this process are the development of a more integrated and holistic approach, meanwhile, the metropolitan resilience requires more collaboration across urban and rural boundaries. Food governance can help to promote resilience: since food system governance manifests the need to implement an integrated approach. Moreover, food system governance stimulates redefinition of the territorial scale and of the criteria for assessing resilience on such a scale. This paper provides a critical analysis of the above issues. Having experimented with food policies, integrated approaches, and redefinition of urban-rural relationships for several years, Portland proves to be a good vantage point for observing mechanisms relating to these issues. [ FROM AUTHOR] Copyright of Food, Culture & Society is the property of Routledge and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full . (Copyright applies to all s.)

Urban–Rural Linkages and Their Implication to Human Security in Pandemic Time

Evident through the ongoing COVID-19 pandemic situation, the wider impacts of pandemics stretch far beyond the immediate and devastating loss of human lives. Beyond the health crisis, the pandemics often turn out to be a crisis for human security, as the unprecedented movement restrictions disrupt the lives of all people and their freedom to live with dignity. The core issues pertaining to limited healthcare capacities, job losses, economic slowdown, etc., also bring forth a range of inequity issues for urban and rural populations within a regional space, which are closely interlinked through spatial and sectoral linkages. While the geographically dispersed rural populations often depend on their urban counterparts for access to emergency services, they are often disproportionately impacted by a crisis situation due to the persisting connectivity gaps and socioeconomic barriers. Several such experiences have also been made during the ongoing COVID-19 pandemic, which call for revisiting the contemporary developmental planning from human security perspective, so as to safeguard the survival, livelihood, and dignity of the diverse urban and rural populations. This chapter highlights the key lessons from the ongoing COVID-19 pandemic situation and offers a forward-looking perspective on strengthening urban–rural linkages for consideration by the policymakers. © The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer 2022.

A Wavelet Analysis of the Dynamic Connectedness among Oil Prices, Green Bonds, and CO2 Emissions

Wavelet power spectrum (WPS) and wavelet coherence analyses (WCA) are used to examine the co-movements among oil prices, green bonds, and CO2 emissions on daily data from January 2014 to October 2022. The WPS results show that oil returns exhibit significant volatility at low and medium frequencies, particularly in 2014, 2019-2020, and 2022. Also, the Green Bond Index presents significant volatility at the end of 2019-2020 and the beginning of 2022 at low, medium, and high frequencies. Additionally, CO2 futures' returns present high volatility at low and medium frequencies, expressly in 2015-2016, 2018, the end of 2019-2020, and 2022. WCA's empirical findings reveal (i) that oil returns have a negative impact on the Green Bond Index in the medium term. (ii) There is a strong interdependence between oil prices and CO2 futures' returns, in short, medium, and long terms, as inferred from the time-frequency analysis. (iii) There also is evidence of strong short, medium, and long terms co-movements between the Green Bond Index and CO2 futures' returns, with the Green Bond Index leading.

Price Volatility Modeling for the Lumber Futures Market: A Generalized Autoregressive Conditional Heteroskedasticity-Mixed Data Sampling Approach

Lumber is one of the most essential forest products in the United States. During the first year of the COVID-19 pandemic, lumber prices almost quadrupled, and fluctuations reached record levels. Although market experts have pointed to various drivers of such high price volatility, no firm conclusions have been drawn yet. Using the generalized autoregressive conditional heteroskedasticity-mixed data sampling (GARCH-MIDAS) framework, this study assesses the potential drivers of lumber price volatility, with predictors including the Google Trends Web Search Index, housing starts, US lumber production quantity, and VIX index, representing public attention, housing demand, lumber supply, and macroeconomic concerns, respectively. We have found that housing demand is the key driver of lumber price volatility, followed by public attention. It is worth noting that US lumber supply and macroeconomic concerns have played a modest role in explaining lumber price volatility. Also, forecasting lumber price by using the housing demand variable substantially outperforms others. Market participants, including lumber mills, wholesalers, and home builders can get valuable information from the housing market to manage lumber price risk.Study Implications: The findings of this study can be used to improve hedging strategies, design option pricing formulas, and setting margin requirements. Critical information for price risk management on the lumber market can be gained by lumber market participants from the housing market. For forest management decisions by landowners, giving close attention to housing market would provide valuable information on the appropriate time for timber harvesting, because changes in the housing market affect lumber price that will indirectly affect the demand for timber, which is the most important factor of production for lumber mills.

Tourist activity importance in Mexico: an assesment of the economic eecovery prospective effects during the post-pandemic

The purpose of this paper is to build a multisectoral impacts framework derived from de economic contraction faced by tourism in the Covid-19 pandemic context. For this, is used an Input-Output Model updated with the 2019 economic census values complemented with the Mexico ' s National Accounts data. The objective is reaching a characterization before and after the closure of tourist activities. The results obtained through hypothetical extraction techniques, in impact simulation, show the gross value product contraction magnitude by subsector, also they allow to get a measure in order to reach a faster economic recovery along all the activities linked to tourism.

The YOPP Final Summit: Assessing Past and Forecasting Future Polar Prediction Research

The successes of YOPP from the presentations and keynote presentations included * a better understanding of the impact of key polar measurements (radiosondes and space-based instruments such as microwave radiometers), and recent advancements in the current NWP observing system, achieved through coordinated OSEs in both polar regions (e.g., Sandu et al. 2021);* enhanced understanding of the linkages between Arctic and midlatitude weather (e.g., Day et al. 2019);* advancements in the atmosphere–ocean–sea ice and atmosphere–land–cryosphere coupling in NWP, and in assessing and recognizing the added value of coupling in Earth system models (e.g., Bauer et al. 2016);* deployment of tailored polar observation campaigns to address yet-unresolved polar processes (e.g., Renfrew et al. 2019);* progress in verification and forecasting techniques for sea ice, including a novel headline score (e.g., Goessling and Jung 2018);* advances in process understanding and process-based evaluation with the establishment of the YOPPsiteMIP framework and tools (Svensson 2020);* better understanding of emerging societal and stakeholder needs in the Arctic and Antarctic (e.g., Dawson et al. 2017);and * innovative transdisciplinary methodologies for coproducing salient information services for various user groups (Jeuring and Lamers 2021). The YOPP Final Summit identified a number of areas worthy of prioritized research in the area of environmental prediction and services for the polar regions: * coupled atmosphere, sea ice, and ocean models with an emphasis on advanced parameterizations and enhanced resolution at which critical phenomena start to be resolved (e.g., ocean eddies);* improved definition and representation of stable boundary layer processes, including mixed-phase clouds and aerosols;incorporation of wave–ice–ocean interactions;* radiance assimilation over sea ice, land ice, and ice sheets;understanding of linkages between polar regions and lower latitudes from a prediction perspective;* exploring the limits of predictability of the atmosphere–cryosphere–ocean system;* an examination of the observational representativeness over land, sea ice, and ocean;better representation of the hydrological cycle;and * transdisciplinary work with the social science community around the use of forecasting services and operational decision-making to name but a few. The presentations and discussions at the YOPP Final Summit identified the major legacy elements of YOPP: the YOPPsiteMIP approach to enable easy comparison of collocated multivariate model and observational outputs with the aim of enhancing process understanding, the development of an international and multi-institutional community across many disciplines investigating aspects of polar prediction and services, the YOPP Data Portal3 (https://yopp.met.no/), and the education and training delivered to early-career polar researchers. Next steps Logistical issues, the COVID-19 pandemic, but also new scientific questions (e.g., the value of targeted observations in the Southern Hemisphere), as well as technical issues emerging toward the end of the YOPP Consolidation Phase, resulted in the decision to continue the following three YOPP activities to the end of 2023: (i) YOPP Southern Hemisphere (YOPP-SH);(ii) Model Intercomparison and Improvement Project (MIIP);of which YOPPSiteMIP is a critical element;and (iii) the Societal, Economics and Research Applications (PPP-SERA) Task Team.

Information and volatility linkages between real estate, equity, bond and money markets in Australia

PurposeThe purpose of this paper is to examine information and volatility linkages among real estate, equity, bond and money markets in Australia.Design/methodology/approachA novel rational expectations framework of financial contagion (Kodres and Pritsker, 2002), along with a combination of robust statistical methods including simple and dynamic correlations and generalized impulse response (Fereidouni et al., 2014) have been employed using data covering three dynamic pre-pandemic economic cycles, namely, global financial crisis (GFC) period, pre-pandemic housing boom and pre-pandemic housing downturn from 2008 (February) to 2019 (December).FindingsResults reveal information linkages across real estate, equity, bond and money markets through correlations in return and volatilities of these series. Finding indicates that the three financial markets (equity, bond and money markets) are interdependent and integrated through information and volatility linkages during the GFC period and pre-pandemic housing downturn period. Financial markets have stronger associations with real estate market during pre-pandemic housing boom. The findings contribute to the general notion that the performances of three financial markets are closely related to the "boom” phase of the real estate cycle.Originality/valueThis research provides an extension of existing literature regarding the information and volatility contagion of the expanded set of core investment markets in Australia. The findings could assist household buyers and investors in designing strategic investment portfolios/hedging strategies and minimizing asset specific risks through diversification over short-term and long-term. In addition, results could support the maintenance, growth and development of a combination of competitive balanced investment markets including real estate, equity, bond and money markets in post-pandemic economy.

Investigation of cointegration and causal linkages on Bitcoin volatility during COVID-19 pandemic

In this study, we focus on a prominent feature in Bitcoin: its volatility. This paper aims to examine the volatility action of Bitcoin's price during the COVID-19 pandemic through various angles: COVID-19 fear sentiments, investor fear sentiments, macro-financial factors, and crypto market factors. The study utilises daily data from 11 March 2020 to 31 May 2021. We implemented an ARDL bound testing approach to find cointegration, and the Toda-Yamamoto approach to further examine any existing causal relationships between the variables. The empirical results show that COVID-19 fear increased Bitcoin volatility and a unidirectional causal relation was found between them. Investor fear sentiments revealed that US dollar volatility moved in the same direction as Bitcoin volatility, while VIX was found to be insignificant. Gold, crude oil, and the stock market did not influence the volatility of Bitcoin. Overall, only crypto market factors were cointegrated with Bitcoin volatility in the long run. Copyright © 2023 Inderscience Enterprises Ltd.

Interpretive Structural Modeling: Research Trends, Linkages to Sustainable Development Goals, and Impact of COVID-19

Interpretive structural modeling (ISM) is widely used to understand the complex connections between different components. This study presents a bibliometric overview of ISM research, with a focus on its linkages to the Sustainable Development Goals (SDGs) and the impact of COVID-19. The study analyzed 1988 publications on ISM published between 2012 and 2021, of which 1202 were directly mapped to the SDGs and 59 were related to COVID-19. The study identified key authors, institutions, countries, and journals involved in the research and their linkages to the SDGs. The results showed that ISM research is strongly linked to SDG 12 (on responsible consumption and production) and SDG 9 (on industry, innovation, and infrastructure). We also identified influential SDGs on the basis of centrality measures such as betweenness and eigenvector. The top four countries contributing to ISM publications were India, China, the United Kingdom, and the United States. The most frequently cited journals were Benchmarking: An International Journal, Sustainability, the Journal of Modelling in Management, and the Journal of Cleaner Production. Four main clusters were identified in the ISM research, including (1) integration with AHP and fuzzy logic for promoting sustainability alignment, (2) ISM-based strategy development for various stakeholders, (3) ISM-based decision-making in various fields, and (4) ISM-based risk evaluation. For the first time, studies that used the ISM approach to understand the epidemiological characteristics of COVID-19 were identified, and their key findings were discussed. The study also identified several emerging topics for future ISM research, such as blockchain and IoT, environmental management systems, climate change adaptation, smart cities, and humanitarian logistics and their potential linkages to the SDGs.

Time and frequency uncertainty spillover among macro uncertainty, financial stress and asset markets

PurposeThis study aims to examine the uncertainty spillover among eight important asset classes (cryptocurrencies, US stocks, US bonds, US dollar, agriculture, metal, oil and gold) using weekly data from 2014 to 2020. This study also examines the US macro uncertainty and US financial stress spillover on these assets. Design/methodology/approachThe authors use time-frequency connectedness method to study the uncertainty spillover among the asset classes. FindingsThis study's findings revealed that the uncertainty spillover is time-varying and peaked during the 2016 oil supply glut and COVID-19 pandemic. US stocks are the highest transmitter of uncertainty to all other assets, followed by the US dollar and oil. US stocks (US dollar and oil) transmit uncertainty in long (short) term. Furthermore, US macro uncertainty is the net transmitter of uncertainty to the US stocks, industrial metals and oil markets. In contrast, US financial stress is the net transmitter of uncertainty to the US bonds, cryptocurrencies, the US dollar and gold markets. US financial stress (US macro uncertainty) has long (short)-term effects on asset price volatility. Originality/valueThis study complements the studies on volatility spillover among the important asset classes. This study also includes recently financialized asset classes such as cryptocurrencies, agricultural and industrial commodities. This study examines the macro uncertainty and financial stress spillover on these assets.

Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets

Cross-market linkage and spillover effects under extreme risk scenarios have recently attracted widespread attention from scholars. However, few studies have focused on tail dependence and extreme spillovers between the stock and the Chinese commodity markets. For the first time, this paper investigates the tail dependence, dynamic linkages, and extreme return spillovers between the stock market and China's commodity markets, employing the novel quantile coherency, DCC-FIGARCH model, and quantile connectedness approach. The empirical results demonstrate that chemical commodities and non-ferrous metals exhibit relatively stronger linkages with the US and Chinese stock markets. Lower return quantiles of the stock markets exhibit higher coherency with the lower return quantiles of Chinese commodity markets in the long-term time horizon. The quantile coherency in the long-term (yearly) is higher than that in the middle (monthly) and short-term (weekly) time horizons. The dynamic linkages and return spillovers change over time and are vulnerable to major crises, particularly during the COVID-19 pandemic. The return spillovers at the extreme lower quantile are stronger than the spillovers at the extreme upper and median quantiles. Chemical commodity and non-ferrous metal sectors (grain commodity and noble metal sectors) are the two key net transmitters (recipients) of the return spillovers. The Chinese and US stock markets mainly act as the net recipients of the extreme spillovers.

Macro-financial linkages in the high-frequency domain: Economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets

This article contributes to our understanding of the macro-financial linkages in the high-frequency domain during the recent health crisis. Building on the extant literature that mainly uses monthly or quarterly macro proxies, we examine the daily economic impact on intra-daily financial volatility by applying the macro-augmented HEAVY model with asymmetries and power transformations. Our study associates US and UK financial with macroeconomic uncertainties in addition to further macro drivers that exacerbate equity market volatility. Daily local economic policy uncertainty is one of the main drivers of financial volatility, alongside global credit and commodity factors. Higher macro uncertainty is found to increase the leverage and macro effects from credit and commodity markets on US and UK stock market realized volatility. Most interestingly, the Covid-19 outbreak is found to exert a considerable impact on financial volatilities through the uncertainty channel, given the prevalent worry about controversial policy interventions to support societies and markets, particularly in the case of the severely censured US and UK governments' reluctant and limited response in the very beginning of the pandemic.

Impact Of Covid-19 On The Linkages Between Indochina Metal Futures Markets

This paper attempts to test whether the Covid-19 pandemic has an impact on the linkages of the metal futures market of India and China. Taking Daily closing prices from 4 Jun 2016 to 23 Apr 2021 for the seven metals, including copper, aluminum, zinc, lead, nickel, gold, and silver, have been included in the study in the pre-announcement and post-announcement of covid-19 as a pandemic. The autoregressive distributed lag (ARDL) bound test and Johansen cointegration test report no cointegrating relationship between the markets for all the metal futures before the covid period. There is no change in the absence of cointegration in the post-announcement period of Covid-19. Similarly, Granger causality results report no change in the short-run relationship between the metal futures markets except for silver futures. The results have implications for portfolio managers and investors looking to reshuffle their portfolios in the light of changes in the market due to the covid-19 pandemic. Copyright © 2022 Wolters Kluwer Medknow Publications. All rights reserved.

The Dynamic Connectedness between Risk and Return in the Fintech Market of India: Evidence Using the GARCH-M Approach

Fintech allows investors to explore previously unavailable investment opportunities;it provides new return opportunities while also introducing new risks. The aim of this study is to investigate the relationship between risk and return in the fintech industry in the Indian stock market. This article is based on market-based research that focuses on demonstrating the volatility in the fintech market's prices and demystifying the opportunities. Secondary data were collected from the Bombay Stock Exchange's official fintech industry website from January 2017 to July 2022 to determine whether there is any dynamic link between risk and return in the Indian fintech market. The variance-based Mean-GARCH (GARCH-M) model was used to determine whether there is a dynamic link between risk and return in the Indian fintech market. The findings emphasize the importance of taking the risk of investing in India's fintech industry. The implications for stock investors' and fund managers' portfolio composition and holding periods of equities or market exposure are significant. Finally, depending on their investment horizons, the Indian fintech industry may yield significant profits for risk-taking individuals.

Spillover effects of the US stock market and the predictability of returns: international evidence based on daily data

This paper investigates the spillover effect of lagged US daily returns on stock return predictability across 17 developed markets from January 1(st), 1972 through August 31(st), 2022. Using daily returns series, we find that lagged US returns is a superior predictor for future returns in international markets while including the lagged domestic returns and considering US negative or extreme returns. The predictive power of lagged US daily returns, nonetheless, substantially weakens during the recent COVID period. Our results imply that the degrees of stock return predictability and spillovers across markets are driven by the evolutionary market conditions, the channels of information transmission, and information leadership.

Asymmetric volatility spillover between hospitality sub-sectors during COVID-19: evidence from the USA

Purpose - This article examines dynamic volatility spillovers between stock index returns of four main hospitality sub-sectors in US during the coronavirus disease 2019 (COVID-19) pandemic. These are tourism and travel, hotel and lodging, recreational services and food and beverages. Volatility spillovers are explicitly used as accurate and informative proxies for risk contagion between sectors during turbulent times. Design/methodology/approach - The authors employ dynamic conditional correlation-generalized autoregression heteroskedasticity (DCC-GARCH) and wavelet coherence analysis (WCA) to analyze the phenomenon. The authors' timeframe is divided into three main sub-periods, namely the pre-pandemic, the first wave and the second wave periods. Findings - This study's results reveal immense negative shocks in returns of all four sub-sectors on the Black Monday (8th March 2020). Moreover, high volatility persistence was observed during both waves with an exception of tourism and travel which exhibited lower volatility persistence during the second wave. The authors discovered magnified contagion effects between tourism and travel, hotel and lodgment and recreational services during the first wave of the pandemic with tourism and travel being the main volatility transmitter. Lower magnitudes of spillovers were observed between food and beverages and other sub-sectors with a decoupling effect being evident during the second wave. Research limitations/implications -This study's findings contribute to the contagion theory by providing evidence of disproportional volatility spillover among hospitality sub-sectors despite being exposed to similar turbulent economic conditions. Practical implications - Crucial implications can be drawn from this study's findings to assist in risk management, asset valuation and portfolio management. The importance of close monitoring, safety measures, international diversification and adequacy of liquid assets during health crises cannot be stresses enough for hospitality firms. Retail investors, speculators and asset managers can take advantage of this study's findings to design trading strategies and hedge against risk. Originality/value - A body of knowledge pertaining to effects of crises such as COVID-19 on hospitality stocks has been proliferating. Nonetheless, there is still a relative dearth of empirical literature on volatility spillover between hospitality sub-sectors especially during periods of rising economic uncertainties.

Connectedness between crude oil, coal, rare earth, new energy and technology markets: a GARCH-vine-copula-EVT analysis

In recent years, climate change has attracted great attention from governments and promoted the booming of the new energy market indirectly. However, this market will be influenced by traditional energy, rare earth and technology markets. Hence, it is necessary to incorporate these markets into an analytical framework simultaneously and analyse their relationships. Based on the GARCH-vine-copula-EVT model considering extreme risks, we investigate the connectedness between crude oil, coal, rare earth, new energy, and technology markets. The results show that the technology market is most closely associated with the new energy market;the rare earth market reacts as an intermediary market between the new energy market and fossil fuel markets. When taking the rare earth market as the conditional market, the connectedness between the new energy and the other four markets weakens and even becomes negative. Besides, we find that the COVID-19 epidemic has increased the connectedness between these target markets. Finally, the backtesting results of value at risk and expected shortfall show that the GARCH-vine-copula-EVT model considering extreme risks can depict the risk dependence structure between these target markets well. Our study has important reference significance for market participants, risk managers and investors.

Leader–member exchange, work–family enrichment and their effects on mental health: the moderating role of remote e-work

Purpose>This paper aims to examine the effect of leader–member exchange (LMX) and work–family enrichment (WFE) on anxiety and depression, social functioning and loss of confidence as three dimensions of mental health. Furthermore, the paper aims to investigate telework and information and communication technology-based mobile work (TICTM) as a moderator of the effects of LMX and WFE on mental health.Design/methodology/approach>Data were collected from 214 Bangladeshi employees in the public and private sectors via an online survey. The partial least squares structural equation modeling (PLS-SEM) and multi-group analysis were performed to gauge the abovementioned linkages.Findings>The findings reveal that LMX fosters employees' social functioning while it mitigates their losing confidence. The findings further indicate that WFE enhances social functioning while alleviating anxiety and depression. However, TICTM did not act as a moderator of the effects of LMX and WFE on three dimensions of mental health.Originality/value>Despite a plethora of empirical studies on LMX and WFE, no empirical studies have examined the effect on employee mental health as well as TICTM as a moderator in these linkages in the extant service literature so far. This paper set out to fill in these voids.