Results 31 to 40 of about 6,407 (183)
On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market [PDF]
This non-linear relationship in the joint time-frequency domain has been studied for the Indian National Stock Exchange (NSE) with the international Gold price and WTI Crude Price being converted from Dollar to Indian National Rupee based on that week's ...
Chaudhury, Prof. Karabi Dutta +1 more
core +2 more sources
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
FinTech and Environmental Sustainability: Evidence From Brazil
ABSTRACT This study explores the dynamic interplay between economic growth and environmental sustainability from a FinTech perspective, using Brazil as a case study. While FinTech's contribution to green transformation, sustainable finance, and resource efficiency has gained increasing attention, a notable lack of empirical research remains to assess ...
Kemal Eyuboglu, Umut Uzar
wiley +1 more source
According to energy economists, the energy factor underlies economic growth and development. In this approach, energy is accepted as an indispensable production factor in the production of all goods and services. In addition, it is known that agricultural activities are at the forefront at the beginning of development, and a structural transformation ...
Cetin, Murat, Kapcak, Servet, Can, Aycan
openaire +1 more source
ABSTRACT This study investigates how green and non‐green goods, energy transition, digitalization, economic growth, and population affect the material footprint of G‐7 countries from 1990 to 2023. Using an extended STIRPAT framework, we show that green and non‐green goods increase material footprint, demonstrating the resource intensity associated with
Sohidul Islam +5 more
wiley +1 more source
Speed Bump and Stock Market Quality: Evidence From NYSE American
ABSTRACT Should trading speed of high‐frequency traders be regulated? Using the data from the New York Stock Exchange American, this paper examines the impact of a speed bump on market liquidity and price discovery. Our results indicate that the use of a speed bump can lower the costs of adverse selection through reducing informed trading.
Bo Liu, Ke Xu
wiley +1 more source
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
Permanent Revenue in an Energy‐Exporting Economy: A New Test for Fiscal Equilibrium
ABSTRACT Fiscal disequilibrium arises when permanent expenditures (PEXP) exceed permanent revenue (PREV), a frequent risk in energy‐exporting economies reliant on volatile windfall revenues. However, existing research lacks a clear measure of these concepts and an empirical test for fiscal equilibrium.
Akeem Rahaman, Scott Mark Romeo Mahadeo
wiley +1 more source
Forecasting multivariate time series is difficult because such data often show non-stationarity, autocorrelation, and structural shifts. An added challenge is cointegration, where variables share hidden long-term synchronization trends even if they move ...
Vishwambhar Pathak +3 more
doaj +1 more source
ABSTRACT Pairs trading, a popular algorithmic trading strategy, exploits the short‐term price difference (spread) between two comoving assets. Empirically, the spread distribution of most assets in pairs trading has a fat‐tail characteristic that does not follow a normal distribution.
Yuhee Kwon, Youngsoo Choi
wiley +1 more source

