Results 101 to 110 of about 60,696 (265)

Forward‐looking breakeven cattle feeding conditions in futures markets

Journal of the Agricultural and Applied Economics Association, EarlyView.
Abstract This study uses cointegration analysis and a vector error correction model to determine the long‐run cointegrating equation among feeder cattle, corn, and live cattle futures prices. Assuming that the cointegrating equation is reflective of breakeven conditions in cattle feeding, disturbances from the equation are defined as expected profit in
Brian K. Coffey
wiley   +1 more source

Linkages between international securitized real estate markets: Further evidence from time-varying and stochastic cointegration [PDF]

This paper analyzes long-run co-movements between international real estate stock markets and between regions based on bivariate and multivariate tests for cointegration. While the topic has been analyzed in previous studies such as Gallo and Zhang (2009)
Schindler, Felix, Voronkova, Svitlana
core  

Analysis of the effect of COVID‐19 on crude oil and agricultural commodity market relationships

Journal of the Agricultural and Applied Economics Association, EarlyView.
Abstract This study examines the COVID‐19 pandemic's effect on relationships between crude oil and agricultural commodity markets. Using a Time‐Varying Parameter Vector Autoregressive model, we find strong volatility transmission, with Brent, WTI, corn, and soybean prices acting as net shock transmitters, while cotton and wheat are net receivers ...
Derick Adu, Darren Hudson, Khondoker Abdul Mottaleb   +2 more
wiley   +1 more source

On the information content of oil future prices

Economia Aplicada, 2003
This paper deals with the efficiency of the Brent Crude oil future contracts and tests whether futures can be used to predict realized oil spot prices.
Benjamin Miranda Tabak
doaj  

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.
Hsu-Ling Chang, Tsangyao Chang, Chi-Wei Su, Hsiao-Ping Chu   +3 more
core  

The Formation of Islamic REIT Prices in Malaysia: Analyses of Linkages and Transmissions

Journal of Corporate Accounting &Finance, EarlyView.
ABSTRACT This paper examines the linkages and transmissions of five Islamic‐real estate investment trusts (I‐REITs) listed on the Kuala Lumpur stock exchange in Malaysia. In general, the five I‐REITs do not co‐move and are not linked. When the price linkage of each I‐REIT is analyzed, however, two of them, KLCC and AME, co‐move.
Takayasu Ito
wiley   +1 more source

Internal and External Determinants of Economic Growth: A closer look at Pakistan’s Economy [PDF]

Romanian Economic Journal, 2013
This study aims to investigate the impact of internal and external determinants of economic growth on the economic growth of Pakistan. Major internal determinants include stock of physical capital and developmental expenditures, while external ...
Muhammad Jamil, Rao Muhammad Atif, Khalid Zaman   +2 more
doaj  

Cointegration Analysis: An International Enterprise.. [PDF]

Cointegration analysis is truly an international enterprise, with researchers from most continents and major countries participating. You will, of course, recognize that the very word is Danish, in the same sense as menu is English.
Hendry, David F
core  

Causal Linkages Between Forestation, Health Issues, and Sustainability Dimensions in the United States and China: A Climate Resilience Perspective

Land Degradation &Development, EarlyView.
ABSTRACT Growing environmental pressures and climate‐related risks have intensified concerns regarding population health and sustainability. This study explores how the predictive relationship between public health and key sustainability indicators, such as agricultural emissions, forests, governance, digitalization, green energy, and climate outcomes,
Jiyang Cheng, László Vasa, Wolanin Elżbieta, U. Shahzad, Ummara Razi   +4 more
wiley   +1 more source

Testing for an irrelevant regressor in a simple cointegration analysis [PDF]

This paper investigates the asymptotic behavior of the t-ratio associated to an irrelevant variable in a three-variable cointegration analysis. It is proved that the t-ratio converges to a non-standard distribution suitable for statistical inference ...
Daniel Ventosa-santaulària
core