Results 31 to 40 of about 478,176 (203)
A Hidden Markov Model for Statistical Arbitrage in International Crude Oil Futures Markets [PDF]
Social Science Research Network, 2023 In this work, we study statistical arbitrage strategies in international crude oil futures markets. We analyse strategies that extend classical pairs trading strategies, considering the two benchmark crude oil futures (Brent and WTI) together with the ...
Viviana Fanelli +2 more
semanticscholar +1 more source
Energy prices and economic performance in South Africa: an ARDL bounds testing approach
Cogent Economics & Finance, 2022 This paper empirically investigates the causal relationship between energy prices and economic performance in South Africa by employing the auto-regressive distributed lag (ARDL) bounds test technique for the period 1994 to 2019.
Siyakudumisa Takentsi +2 more
doaj +1 more source
Regional growth and unemployment in the medium run : asymmetric cointegrated Okun's Law for UK regions [PDF]
, 2015 This article tests for the presence of a medium-run asymmetric Okun's Law relationship between regional output and regional unemployment rate in UK regions.
Palombi, Silvia +2 more
core +3 more sources
Remote Sensing, 2023 The prevailing research on forecasting surface deformations within mining territories predominantly hinges on parameter-centric numerical models, which manifest constraints concerning applicability and parameter reliability. Although Multi-Temporal InSAR
Sichun Long +8 more
doaj +1 more source
Future Business Journal, 2022 This study investigates the symmetric and asymmetric effects of FDI-growth nexus amidst financial crises, economic crises and COVID-19 pandemic s in Nigeria over the period 1983–2020.
Rowland Tochukwu Obiakor +3 more
doaj +1 more source
PETROL FİYATLARI İLE BORSA İSTANBUL’UN KAPANIŞ FİYATLARI ARASINDAKİ SAKLI İLİŞKİNİN ANALİZİ
Sosyal Ekonomik Araştırmalar Dergisi, 2013 Bu çalışmada Borsa İstanbul’un kapanış fiyatları ile petrol fiyatları arasındaki ilişki 2002-2012 dönemi için günlük veri kullanılarak, Granger ve Yoon (2003) ile Hatemi-J ve Irandoust (2012) tarafından literatüre kazandırılan saklı eşbütünleşme testleri
Sefer Şener +2 more
doaj +4 more sources
Cointegration and common factors [PDF]
, 1993 Alternative common factors representations for cointegrated vectors are studied. It is shown that dynamic factor models produce as particular cases the alternative common trend representations for cointegrated variables available in the literature ...
Escribano, Álvaro, Peña, Daniel
core +4 more sources
Journal of Smart Economic Growth, 2021 Many studies that investigates growth and energy consumption relation uses cross country pooled data and ends with contradictory results which is still debatable and inconclusive.
Yusuf Abdulwahab Hassan +1 more
doaj
Investigating Asymmetry of Prices and Productivity of Energy Carriers in Iran’s Agricultural Sector [PDF]
International Journal of Agricultural Management and Development, 2019 Energy carriers are one of the most important inputs in the agricultural sector. These inputs have been the foundation of the development and transition of the agricultural sector from the traditional stage to the industrial stage.
Mohammadreza Sasouli +1 more
doaj
Sustainable Development, EarlyView.ABSTRACT This study evaluates the dynamic relationship between Green Finance (proxied by green Official Development Assistance) and the expansion of Renewable Energies on biodiversity conservation across 48 African countries over the period 2000–2017.
Mounkaila Gourouza Nana Hadiza +1 more
wiley +1 more source