Results 91 to 100 of about 5,155 (224)

Oil and gas market in the UK: evidence from a cointegration approach [PDF]

The paper examines the relationship between UK wholesale gas prices and the Brent oil price over the period 1996-2003. Tests for Unit Roots and Cointegration are carried out and it is discovered that a long run equilibrium relationship between UK gas and
Emilie Rutledge, Theodore Panagiotidis
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Econometrics at the Extreme: From Quantile Regression to QFAVAR1

Journal of Economic Surveys, Volume 40, Issue 3, Page 1672-1686, July 2026.
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, Konstantinos N. Konstantakis, Dimitris Konstantios, Panayotis G. Michaelides, Arsenios‐Georgios N. Prelorentzos   +4 more
wiley   +1 more source

The Impact of Democratization and Globalization on Environmental Sustainability in Brazil

Geological Journal, Volume 61, Issue 6, Page 1621-1637, June 2026.
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu, Mehmet Metin Dam, Serdar Ongan, Andrew Adewale Alola   +3 more
wiley   +1 more source

An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan [PDF]

This note studies the long-run relationship between real estate and stock markets in the Taiwan context over the 1986Q3 to 2006Q4 period, using standard cointegration test of Johansen and Juselius (1990) and that of Engle-Granger (1987) as well as the ...
Yu-Chen Wei, Tsangyao Chang, Yang-Cheng Lu   +2 more
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Inflation convergence after the introduction of the Euro [PDF]

, 2003
Using the Johansen test for cointegration, we examine to which extent inflation rates in the Euro area have converged after the introduction of a single currency.
Sebastian, Steffen P., Mentz, Markus
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How Regulation and Global Standing Shape Stock Market Co‐Movements: A G20 Panel Study

International Review of Finance, Volume 26, Issue 2, June 2026.
ABSTRACT Motivated by post‐2020 fragmentation and underexplored institutional‐geopolitical drivers, we examine how regulatory quality (RQ) and global power (GP) shape stock‐market co‐movements across 17 G20 economies. We estimate time‐varying correlations via ADCC‐GARCH, construct a scaled correlation index, and apply panel ARDL. We find that higher RQ
Sama Haddad, Rakesh Gupta, E. A. Selvanathan, Saroja Selvanathan, Tarlok Singh   +4 more
wiley   +1 more source

A PANEL COINTEGRATION ANALYSIS: AN APPLICATION TO INTERNATIONAL TOURISM DEMAND OF THAILAND [PDF]

Annals of the University of Petrosani: Economics, 2010
This paper sought to find the long-run relationships between international tourist arrivals in Thailand and economic variables such as GDP, transportation cost and exchange rates during period of 1986 to 2007.
CHUKIAT CHAIBOONSRI, JITTAPORN SRIBOONJIT, THANES SRIWICHAILAMPHAN, PRASERT CHAITIP, SONGSAK SRIBOONCHITTA   +4 more
doaj  

AN INVESTIGATION OF LONGRUN RELATIONSHIP BETWEEN ECONOMIC GROWTH, INVESTMENT AND EXPORT IN ROMANIA [PDF]

Annals of the University of Oradea: Economic Science, 2011
The objective of this study was to estimate the long-run relationship between economic growth, investment and export in Romania using trimestrial data from the National Bank of Romania as well as National Statistical Institute.
Simut Ramona Marinela, Mester Ioana Teodora   +1 more
doaj  

Investigation of the Relationship between Technology Indices on Selected Stock Markets Using Johansen Cointegration Test

Bulletin of Economic Theory and Analysis
New technological products and methods not only have the potential to increase efficiency but also force business processes to change. Globalization has increased the speed of development and dissemination of current technologies, and their impact has deepened.
openaire   +1 more source

Financial Integration for India Stock Market, a Fractional Cointegration Approach [PDF]

The Indian stock market is one of the earliest in Asia being in operation since 1875, but remained largely outside the global integration process until the late 1980s. A number of developing countries in concert with the International Finance Corporation
Wing-Keung Wong, Aman Agarwal, Jun Du
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