Results 71 to 80 of about 414,023 (345)

An investigation of the price discovery role of futures markets: A dynamic time warping analysis of the United States corn markets

Agribusiness, EarlyView.
Abstract Futures markets are critical to price discovery and often dominate spot markets. We analyze the linkages between daily corn futures and spot prices in the United States using dynamic time warping. This nonparametric pattern recognition technique has several advantages over traditional time series methods.
Dragan Miljkovic, Puneet Vatsa, Frayne Olson   +2 more
wiley   +1 more source

Oil Factor in Economic Development

Energies, 2019
The research examines the role of oil in the world economy and the evaluation of the oil factor in the economy of Azerbaijan. The error correction model (ECM) has been used in terms of reliability of the obtained results, and assessment has been done by ...
Sugra Ingilab Humbatova, Natig Qadim-Oglu Hajiyev   +1 more
doaj   +1 more source

An econometric analysis of nonsynchronous trading [PDF]

Journal of Econometrics, 1990
We develop a stochastic model of nonsynchronous asset prices based on sampling with random censoring. In addition to generalizing existing models of non-trading our framework allows the explicit calculation of the effects of infrequent trading on the time series properties of asset returns. These are empirically testable implications for the variances,
Andrew W. Lo, A. Craig MacKinlay
openaire   +2 more sources

Beyond subsistence? The role of rural cooperatives in driving smallholder commercialization in Ethiopia

Agribusiness, EarlyView.
Abstract The transition from subsistence to market‐oriented agriculture holds the potential to boost rural economic progress and improve the well‐being of the rural poor in developing countries. Despite this potential, there is limited understanding of the key drivers for smallholder commercialization. In this study, we utilize comprehensive three‐wave
Abebayehu Girma Geffersa, Md. Monirul Islam   +1 more
wiley   +1 more source

AN ECONOMETRIC ANALYSIS OF CONSUMER DEMAND FOR COCONUTS IN SRI LANKA

CORD, 2002
This study analyses the domestic demand for coconuts in Sri Lanka using a single equation econometric model. The domestic coconut consumption accounts 70 percent of the total annual nut production in Sri Lanka.
S. R. Samarajeewa
doaj   +1 more source

How do both firm‐level resources and country‐level competitiveness shape the relationship between alliance portfolio diversity and radical innovation? A comparison between the food and other manufacturing industries

Agribusiness, EarlyView.
Abstract This study examines how European food companies can operationally leverage the value created by strategic alliances into commercially viable products. More importantly, it emphasizes that the effects of alliance portfolio diversity (APD) on radical innovation performance can be achieved not only directly, but also via moderating roles, that is,
María Ancín, Ferdaous Zouaghi, Mercedes Sánchez   +2 more
wiley   +1 more source

ANALYSIS, EVALUATION STRUCTURE AND SIMULATION OF OIL CONSUMPTION IN JAPAN FROM THE POSITION OF INTERESTS OF RUSSIA

Наука Красноярья, 2014
Russia to strengthen the economic position in the world arena is necessary to increase its presence in the Asia-Pacific region. To further assess the prospects for Russian oil exports to the east it is advisable to determine the main factors which ...
O. I. Gulakova
doaj   +1 more source

THE RELATIONSHIP BETWEEN AVERAGE TOTAL MONTHLY SALARY AND GDP/CAPITA - THE ANALISYS ON A PANEL DATA OF THE EU-27 COUNTRIES [PDF]

Annals of the University of Petrosani: Economics, 2021
n this article, the econometric analysis of two models is performed. One analyses the evolution of GDP / capita over time for EU-27 member countries over a period of 21 years, and the second model is a panel-type one that analyses the correlation between
NADIA ELENA STOICUȚA
doaj  

The Econometric Analysis of Economic Time Series

International Statistical Review / Revue Internationale de Statistique, 1983
AbstractThis overview proposes a general framework linking economic analysis to a reduction‐based statistical methodology based on parameter change, expectations and contingent plans, conditioning and weak exogeneity. Both long‐run economic theory and dynamic adjustment are discussed and general‐to‐specific modelling is linked to the theory of ...
Hendry, D, Richard, J
openaire   +5 more sources

Are all meats substitutes? A basket‐and‐expenditure‐based approach

Agribusiness, EarlyView.
Abstract This study examines the relationship among animal‐based meat and plant‐based meat alternatives (PBMAs) using a basket‐and‐expenditure‐based choice experiment. In particular, we examine whether animal‐based meat products are substitutes or complements with PBMAs.
Clinton L. Neill, Logan L. Britton
wiley   +1 more source