Results 51 to 60 of about 1,495 (237)
Interplay Between Green Investment and Market Price Premia in Global Shipping
International Journal of Finance &Economics, EarlyView.ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source
AgricultureThere is a strong connection between the Federal Reserve’s monetary policy and the trend of international food prices. Employing the average information share model, EGARCH(Exponential Generalized Autoregressive Conditional Heteroskedasticity), and DCC ...
Xuezhen Ba, Xizhao Wang, Yu Zhong
doaj +1 more source
A Spatially Correlated Model with Generalized Autoregressive Conditionally Heteroskedastic Structure for Counts of Crimes [PDF]
, 2022 Isabel Escudero +2 more
openalex +1 more source
International Studies of Economics, EarlyView.ABSTRACT Communication with the market to guide public expectations has become a pivotal monetary policy instrument for central banks worldwide. Therefore, assessing the efficacy of communication in influencing personal expectations is essential for central banks.
Yuying Jin, Sunyao Xia
wiley +1 more source
Forecasting Natural Gas Prices in Real Time
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper provides a comprehensive analysis of the forecastability of the real price of natural gas in the United States at the monthly frequency considering a universe of models that differ in complexity and economic content. We find that considerable reductions in mean‐squared prediction error relative to a no‐change benchmark can be ...
Christiane Baumeister +3 more
wiley +1 more source
MODEL MATEMATIK UNTUK MENENTUKAN NILAI TUKAR MATA UANG RUPIAH TERHADAP DOLLAR AMERIKA
Jurnal Teknik Industri, 1999 The main objective of this paper is to estimate parameters in the heteroskedasticity models, particularly in Auto Regressive Conditional Heteroskedasticity - ARCH(1) and Generalized Autoregressive Conditional Heteroskedasticity- GARCH(1,1).
Jani Rahardjo +2 more
doaj
Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets
Journal of Agricultural and Resource Economics, 2003 Price volatility spillovers in the U.S. catfish supply chain are analyzed based on monthly price data from 1980 through 2000 for catfish feed, its ingredients, and farm- and wholesale-level catfish.
Cumhur Buguk +2 more
doaj +1 more source
From Reactive to Proactive Volatility Modeling With Hemisphere Neural Networks
Journal of Applied Econometrics, EarlyView.ABSTRACT We revisit maximum likelihood estimation (MLE) for macroeconomic density forecasting through a novel neural network architecture with dedicated mean and variance hemispheres. Our architecture features several key ingredients making MLE work in this context.
Philippe Goulet Coulombe +2 more
wiley +1 more source
Sustainable Development, EarlyView.ABSTRACT This study pursues a dual objective. First, it investigates the unconditional impact of anti‐globalization on structural transformation in Africa. Second, it explores how environmental degradation interacts with anti‐globalization to influence structural transformation. The analysis focuses on 52 African countries over the period 2005–2023. To
Simplice A. Asongu, Ekene ThankGod Emeka
wiley +1 more source
Climate Vulnerability and Renewable Energy Consumption: The Moderating Role of Financial Development
Sustainable Development, EarlyView.ABSTRACT This study investigates the nexus between climate vulnerability (CVUL) and renewable energy consumption (RECO) and tests the moderating effect of financial development (FD) on this relationship. The analysis is, particularly, relevant for the 162 panel countries observed between 1995 and 2022, which face diverse climate risks and exhibit ...
Sorin Gabriel Anton
wiley +1 more source