Results 111 to 120 of about 23,114,135 (294)

A Cointegration Analysis of Wool Prices [PDF]

Based on cointegration analysis and monthly data from 1976.8 to 1999.10, a long-run equilibrium relationship was found to exist between prices for wools of 19 to 23 microns, despite the wool Reserve Price Scheme operated until February 1991. Furthermore,
Chang, Hui-Shung (Christie)
core   +1 more source

Foreign Aid and Economic Growth: Panel Cointegration Analysis for Cambodia, Lao PDR, Myanmar, and Vietnam

, 2016
Given the paradoxical results of impact studies of foreign aid on economic growth in aid-growth literature, the effectiveness of aid for growth still remains a subject of intense debate.
Pahlaj Moolio, Somphyvatanak Kong
semanticscholar   +1 more source

Between Cryptocurrencies' Risk and Crypto Environmental Attention: The Crypto Environment Attention Index and Volatility in the Cryptocurrencies Market Nexus

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, Zaineb Hlioui, Marwa Zouawi   +2 more
wiley   +1 more source

On the relationship between Bitcoin and other assets during the outbreak of coronavirus: Evidence from fractional cointegration analysis. [PDF]

Resour Policy, 2022
Bejaoui A, Mgadmi N, Moussa W.
europepmc   +1 more source

Fractional Integration and Cointegration in US Financial Time Series Data [PDF]

This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets ...
Guglielmo Maria Caporale, Luis A. Gil-Alana   +1 more
core  

Interdependence between US and European military spending: a panel cointegration analysis (1988-2013)

Social Science Research Network, 2015
The aim of this article is to study the interdependence of military spending between US and a panel of European countries in the period 1988–2013. The empirical estimation is based on a: (1) unit root tests and a cointegration analysis and (2) fully ...
Raul Caruso, Marco Di Domizio
semanticscholar   +1 more source

Green Innovation Optimization for Climate Change ESG Business Readiness: Role of Generative AI in BRICS Countries

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, Yassine Bakkar, Marco De Sisto, Mubbasher Munir, Shajara Ul‐Durar   +4 more
wiley   +1 more source

When land becomes capital: farmland financialization and sustainability in Brazil

Environmental Research Letters
The growing involvement of equity funds in agriculture intensifies speculative dynamics and creates new tensions between short-term financial performance and long-term ecological stewardship.
Daniel S Silva, Eugenio Y Arima
doaj   +1 more source

Income and energy consumption in Asia-Pacific countries - A panel cointegration analysis enhanced with common factors. [PDF]

Heliyon, 2021
Li R, Joyeux R, Ripple RD.
europepmc   +1 more source

An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application [PDF]

This paper presents likelihood analysis of the I(2) cointegrated vector autoregression with piecewise linear deterministic terms. Limiting behavior of the maximum likelihood estimators are derived, which is used to further derive the limiting ...
Anders Rahbek, Heino Bohn Nielsen, Takamitsu Kurita   +2 more
core