Results 91 to 100 of about 115,443 (288)
A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds [PDF]
We present a detailed study of portfolio optimisation based on cointegration, a statistical tool that here exploits a long-run equilibrium relationship between stock prices and an index price.
Anca Dimitriu, Carol Alexander
core
Natural Resources Forum, EarlyView.ABSTRACT This research investigates the joint environmental impacts of natural resource rents and FinTech in oil‐rich economies. It addresses the carbon curse hypothesis and argues that the integration of FinTech can be a transformative force, improving energy and carbon intensities in these countries.
Kingsley I. Okere +2 more
wiley +1 more source
Nonlinear Adjustment Towards Purchasing Power Parity [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2002 The objective of this paper is to investigate the dynamics of adjustment to long-run purchasing power parity (PPP)in a nonlinear framework using the Iranian data over the period 1959-2000.
Mohammad Ali Moradi
doaj
Pass‐Through of Cocoa Prices Along the Supply Chain: What's Left for Farmers in Côte d'Ivoire?
Journal of Agricultural Economics, EarlyView.ABSTRACT Most cocoa farmers in Côte d'Ivoire are trapped in a cycle of poverty and farming practices that degrade the environment. This paper aims to provide an in‐depth understanding of the price formation process for cocoa at each stage of the supply chain in the world's largest cocoa‐producing country.
Kathrin Kaestner +2 more
wiley +1 more source
Effect of Depreciation of the Exchange Rate on the Trade Balance of Albania
Naše Gospodarstvo, 2017 The paper investigates the effect of the real effective exchange rate depreciation of the lek on the trade balance of Albania using quarterly data from 1994 to 2015. Bounds testing cointegration approach, vector error correction model (VECM), and impulse
Kurtović Safet +2 more
doaj +1 more source
Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test [PDF]
In this study, we revisit the issue as to the presence of rational bubbles in the Taiwan stock market during the June 1991 to February 2005 period using the Bierens (1997) nonparametric cointegration tests.
Chi-Wei Su +3 more
core
Business Ethics, the Environment &Responsibility, EarlyView.ABSTRACT This study investigates the impact of environmental attention on cryptocurrency market volatility by introducing the Crypto Environmental Attention Index (CEAI), a new metric inspired by Wang et al. (2022) and constructed using daily web search data.
Ines Ghazouani +2 more
wiley +1 more source
Causality and Cointegration between Consumption and GDP in 25 OECD countries: limitations of cointegration approach [PDF]
A critical review of cointegration is presented in this paper, emphasizing some limitations of this approach to testing causal relations in Econometrics.
Guisan, M.Carmen
core
European Financial Management, EarlyView.ABSTRACT Climate change introduces new challenges for businesses which require them to find ways to be resilient. Green innovations contribute to boost Environmental, Social, and Governance (ESG)‐readiness leading to just transition without optimization.
Noman Arshed +4 more
wiley +1 more source
Testing the Market Integration in Regional Cantaloupe and Melon Markets between the U.S. and Mexico: An Application of Error Correction Model [PDF]
Examine the integration between U.S. and Mexican cantaloupe and watermelon prices using cointegration and error correction model approach. Cointegration analysis shows significant post-2002 improvement in market integration, particularly in the speed at ...
Rosson, C. Parr, III +2 more
core +1 more source