Results 31 to 40 of about 40,863 (167)

The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies

Risks, 2020
According to a statement made in the BP Energy Outlook report in 2017, most of the world’s liquid fuel (petroleum) is being consumed by the transportation industry. The mechanisms used to stimulate changes in the energy markets are affected by government
Manuel Monge, Luis A. Gil-Alana
doaj   +1 more source

A new Definition of Fractional Derivative and Fractional Integral [PDF]

Kirkuk Journal of Science, 2018
In this paper, we introduce three different definitions of fractional derivatives, namely Riemann-Liouville derivative, Caputo derivative and the new formula Caputo expansion formula, and some basics properties of these derivatives are discussed.
Ahmed M. Kareem
doaj   +1 more source

Tourism persistence in Asean countries: The impact of Covid-19

Tourism and Hospitality Management
Purpose – This study deals with the COVID-19’s effects on the travel sector in ASEAN countries and applies fractional integration methods. Methodology/Design/Approach – The persistence and seasonality of foreign tourist visitors in ASEAN members is ...
Amir IMmeri, Luis Alberiko Gil-Alana
doaj   +1 more source

Fractional integration and data frequency [PDF]

Journal of Statistical Computation and Simulation, 2009
This paper examines the robustness of fractional integration estimates to different data frequencies. We show by means of Monte Carlo experiments that if the number of differences is an integer value (e.g. 0 or 1), there is no distortion when data are collected at wider intervals; however, if it is a fractional value, the distortion increases as the ...
Luis A. Gil-Alana, Guglielmo M. Caporale
openaire   +2 more sources

FRACTIONAL COINTEGRATION ANALYSIS OF STOCK MARKET AND EXCHANGE RATES: THE CASE OF TURKEY [PDF]

Financial Studies, 2016
The fluctuations and responses between the exchange rate and the stock market has been a topic of interest for both policy makers and market participants for a long time.
Deniz ERER, Elif ERER, Tuna Can GÜLEÇ
doaj  

Asymmetric trajectories and shock persistence: A time series evaluation of consumption in the BRICS Plus countries

South African Journal of Economic and Management Sciences
Background: Analysing the persistence of consumption patterns is fundamental to identifying latent economic dynamics and the underlying factors of market fluctuations.
Luis A.N. Gil-Alana, Gema Lopez
doaj   +1 more source

Numerical Simulation of Fractional Delay Differential Equations Using the Operational Matrix of Fractional Integration for Fractional-Order Taylor Basis

Fractal and Fractional, 2021
In this paper, we consider numerical solutions for a general form of fractional delay differential equations (FDDEs) with fractional derivatives defined in the Caputo sense.
İbrahim Avcı 
doaj   +1 more source

Seasonal Long Memory in Retail Sales in the G7 Countries

Fractal and Fractional
This article examines the seasonal patterns of retail sales in the G7 nations, a key component of private consumption. Using seasonal fractional integration, we assess whether shocks present a lasting or temporary effect on retail sales trends ...
Luis Alberiko Gil-Alana, Carlos Poza
doaj   +1 more source

Exogenous shocks and time-varying price persistence in the EU27

Journal of Applied Economics
This paper analyses monthly price persistence in the EU27 countries over the period 2010–2022 using a fractional integration framework, where the measure of persistence is the fractional differencing parameter d.
Guglielmo Maria Caporale, Luis A. Gil-Alana, Amir Imeri   +2 more
doaj   +1 more source

ON GENERALIZED FRACTIONAL INTEGRALS

Taiwanese Journal of Mathematics, 2001
The author introduces generalized fractional integrals and extends the Hardy-Littlewood-Sobolev theorem to Orlicz spaces. He also investigates the boundedness of generalized fractional integrals from Orlicz spaces to \(\text{BMO}_\varphi(\mathbb{R}^n)\) and from \(\text{BMO}_\varphi(\mathbb{R}^n)\) to \(\text{BMO}_\psi(\mathbb{R}^n)\), where \(\text ...
openaire   +4 more sources