Results 41 to 50 of about 478,176 (203)
FinTech and Environmental Sustainability: Evidence From Brazil
Sustainable Development, EarlyView.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
Speed Bump and Stock Market Quality: Evidence From NYSE American
Financial Management, EarlyView.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
Journal of Economic Surveys, EarlyView.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
, 2022 Energy is an important parameter that gives clues about the developments in economies. Energy consumption (EC) in countries gives a summary of the economic structures of those countries. Today, the attention-grabbing component of economic growth, apart from the real sector determinants, is considered to be financial development.
Toktaş, Yılmaz +2 more
openaire +3 more sources
Permanent Revenue in an Energy‐Exporting Economy: A New Test for Fiscal Equilibrium
Review of Development Economics, EarlyView.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
Journal of Forecasting, Volume 45, Issue 3, Page 1110-1128, April 2026.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
On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market [PDF]
, 1998 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 ...
Sen, Abhibasu +1 more
core +3 more sources
Steady-state distributions for models of bubbles: their existence and econometric implications [PDF]
, 2012 The purpose of this paper is to examine the properties of bubbles in the light of steady state results for threshold auto-regressive (TAR) models recently derived by Knight and Satchell (2011).
Knight, J. +2 more
core
The Monetary Policy–Commodities Nexus: A Survey
Journal of Economic Surveys, Volume 40, Issue 2, Page 1050-1082, April 2026.ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl +2 more
wiley +1 more source
Information‐Driven Modeling of Energy Markets: An Unbalanced Wasserstein Barycenter Approach
Applied Stochastic Models in Business and Industry, Volume 42, Issue 2, March/April 2026.ABSTRACT A novel methodology is proposed for jointly modeling the price dynamics of natural gas and electricity by integrating graph‐based Machine Learning and optimal transport theory. The framework combines visibility graph embeddings with the Wasserstein barycenter to uncover latent structures and asymmetric dependencies between the two ...
Carlo Mari +2 more
wiley +1 more source