Results 131 to 140 of about 60,696 (265)
Dynamic cointegration and relevant vector machine: the relationship between gold and silver [PDF]
We use the Relevant Vector Machine, a technique of supervised learning introduced by Tipping (2001), to conduct a dynamic cointegration analysis on the time series of the price of gold and silver over the period 1971-2004.
Isabella Procidano +2 more
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Sustainable Development, EarlyView.ABSTRACT In recent years, transition to renewable energy has emerged as a vital strategy for achieving sustainable development and reducing environmental degradation. Only when backed by a solid institutional and macroeconomic context can economic growth serve as a stimulus for the development of renewable energy.
Azad Erdem +3 more
wiley +1 more source
Testing Cointegration Rank in Large Systems [PDF]
In this paper we investigate the possibility of the application of subsampling procedure for testing cointegration relations in large multivariate systems.
Chen Pu, Hsiao Chihying
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Energy Poverty and Climate Shocks: Are Changing Weather Patterns Leaving South Africa in the Dark?
Sustainable Development, EarlyView.ABSTRACT Energy and climate change are deeply interlinked, with the latter exerting significant influence on energy demand and supply. In regions such as South Africa, where socio‐economic vulnerability is high, understanding how climate change affects energy poverty is essential to achieving the Sustainable Development Goals, particularly SDG 7 ...
WiZelle Kritzinger, Roula Inglesi‐Lotz
wiley +1 more source
Cointegration and conditional correlations among German and Eastern Europe equity markets [PDF]
This paper aims to examine the long term relationship between German and three Central and Eastern Europe (CEE) equity markets. Application of Johansen as well as Engle-Granger cointegration tests show that there is no long-term relationship among these ...
Guidi, Francesco, Gupta, Rakesh
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Sustainable Development, EarlyView.ABSTRACT There is widespread consensus on the threats that plastic waste poses to the environment. A significant obstacle to sustainable development, the trade in plastic waste may contribute to plastic pollution. The objective of this research is to look at how the import and export of plastic waste affect the sustainable development of Regional ...
Mustafa Necati Çoban +3 more
wiley +1 more source
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests [PDF]
This study finds evidence supportive of the Purchasing Power Parity for Azerbaijan and Kazakhstan using threshold cointegration tests. This finding suggests the existence of an asymmetry relationship between exchange rate and relative prices.
Venus khim-sen Liew +3 more
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Sustainable Development, EarlyView.ABSTRACT Identifying the principal drivers of carbon emissions is vital for designing effective mitigation strategies and supporting long‐term environmental sustainability. Although previous studies have explored multiple determinants of emissions, limited attention has been paid to the most influential energy–technology channels within trade‐dependent
Gang Kou +3 more
wiley +1 more source
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries [PDF]
This study finds that Purchasing Power Parity holds in the long-run for Azerbaijan, Kazakhstan and Kyrgyzstan, based on Breitung’s (2001) rank tests for cointegration.
Ling, Tai-Hu +2 more
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