Browsing by Author "Kumar S"
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- ItemComplete Genome Sequences of Three Clostridiales R-7 Group Strains Isolated from the Bovine Rumen in New Zealand(American Society for Microbiology, 2021-07-01) Mahoney-Kurpe SC; Palevich N; Noel SJ; Kumar S; Gagic D; Biggs PJ; Janssen PH; Attwood GT; Moon CD; Putonti CMembers of the Clostridiales R-7 group are abundant bacterial residents of the rumen microbiome; however, they are poorly characterized. We report the complete genome sequences of three members of the R-7 group, FE2010, FE2011, and XBB3002, isolated from the ruminal contents of pasture-grazed dairy cows in New Zealand.
- ItemDownside risk connectedness between Islamic sectors and green bond markets: implications for hedging and investment strategies(Taylor and Francis Group, 2024-01-02) Billah M; Hoque ME; Balli F; Kaur J; Kumar SThis study explores the relationship between the green bond and Islamic sectoral markets in terms of downside risk. A new framework was developed using CAViaR and QVAR techniques to construct hedging and portfolio strategies. Results show higher levels of downside risk connectedness and spillover across different risk environments, with short-run connectedness outperforming long-run. The downside risk connectedness and spillover are time-varying, influenced by major events like the Shale Oil Revolution, US–China trade war, COVID-19 pandemic, and Russo-Ukrainian conflict. Green bond market indices of China, the European Union, the US, and the global market receive net shocks in moderate and higher downside risk environments across various frequencies. US and global green bonds exhibit net transmitter roles in a downside-risk environment. Islamic Sectors BM, OG, FIN, CG, and HC are shock transmitters, while TELE and UTL are shock receivers across different downside risk environments and frequencies. Net roles are CS, INDUS, and TECH, subject to the downside risk environment and frequencies.
- ItemInterconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war(Elsevier Inc, 2023-11) Kumar S; Jain R; Narain; Balli F; Billah MEconomic and political disorders have multidimensional impacts on all economies around the world. The global world has faced out COVID-19 pandemic in 2020, and now the Russian-Ukraine geopolitical crisis. This study investigates the nexus among commodities, crypto, and G20 capital markets along with risk and returns implications. To examine the impact, we applied the TVP-VAR technique suggested by Koop and Korobilis (2014), and Antonakakis, Chatziantoniou, and Gabauer (2020) by adjusting the framework of Diebold and Yilmaz (2012). The research findings reveal that a high level of connectedness was observed during Covid-19, which was persistent for a long period and has multidimensional impacts. More particularly, EU, Canada, France Germany, and the UK were the principal supplier of spillovers to other commodities, Bitcoin, and the remaining markets. During Geopolitical Crisis (here after GPC), conclusively it is observed that of USA, Brazil, Saudi Arabia, Canada, Mexico, China, Indonesia, and Japan are the net receivers of the volatility spillovers and Russia, Germany, France, European Union, Italy, UK, Argentina, India, Australia, Turkey, Korea, and South Africa are the net transmitters of volatility spillovers. Interestingly, among net transmitters Argentina, South Africa and Turkey are suffered from high inflation and substantial budget deficits, considered as weak economies of G20. Portfolio weights has been increased dramatically during COVID-19 and Russian-Ukraine war. This research could be utilized to take investment, hedging, and diversification decisions about commodities, cryptocurrencies, and stocks, particularly in such turmoil situations with the help of connectedness and various hedging techniques.
- ItemQuantifying Farm Household Resilience and the Implications of Livelihood Heterogeneity in the Semi-Arid Tropics of India(MDPI (Basel, Switzerland), 2022-03-25) Ramilan T; Kumar S; Haileslassie A; Craufurd P; Scrimgeour F; Kattarkandi B; Whitbread A; Caracciolo FThe vast majority of farmers in the drylands are resource-poor smallholders, whose livelihoods depend heavily on their farming systems. Therefore, increasing the resilience of these smallholders is vital for their prosperity. This study quantified household resilience and identified livelihoods and their influence on resilience in the semiarid tropics of India by analysing 684 households. A resilience capacity index was devised based on the composition of household food and non-food expenditure, cash savings, and food and feed reserves. The index ranged from 8.4 reflecting highly resilient households with access to irrigation characteristics, to-3.7 for households with highly limited resilience and low household assets. The livelihoods were identified through multivariate analysis on selected socioeconomic and biophysical variables; households were heterogeneous in their livelihoods. Irrigated livestock and rainfed marginal types had the highest and lowest resilience capacity index with the mean score of 0.69 and −1.07, respectively. Finally, we quantified the influence of livelihood strategies on household resilience. Household resilience was strengthened by the possession of livestock, crop diversification and access to irrigation. Low resilience is predominantly caused by low household assets. The resilience capacity index and derived livelihood strategies helps to understand the complexity of household resilience, and will aid in targeting technology interventions for development.