OIL AND GAS MARKETS IN THE UK: EVIDENCE FOR FROM A COINTEGRATING 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
core
Do Environmental Degradation, ICT, Health Expenditure, and Institutional Quality Affect Life Expectancy? [PDF]
Am J Mens HealthZhang H, Shao Q, Uddin I, Zhang X.
europepmc +1 more source
A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model
In this paper we propose a bootstrap version of the Wald test for cointegration in a single-equation conditional error correction model. The multivariate sieve bootstrap is used to deal with dependence in the series. We show that the introduced bootstrap
Smeekes, Stephan +2 more
core
"Testing for the Null Hypothesis of Cointegration with Structural Breaks" [PDF]
In this paper we propose residual-based tests for the null hypothesis of cointegration with structural breaks against the alternative of no cointegration.
Eiji Kurozumi, Yoichi Arai
core
The Impact of Exchange Rates on Stock Market Performance: Evidence from the Egyptian Stock Exchange
Copernican Journal of Finance & AccountingThis study assess the causal connection between the currency pairing of the USD versus the Egyptian Pound) USD/EGP) and stock market activity in Egypt during the short term using quantitative data for each day from 2015–2025.
Mustafa Hussein Abd-Allah
doaj
A study on factors influencing the national carbon emission trading price in China. [PDF]
PLoS OneLiao M +6 more
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Factor Price Equalization? The Cointegration Approach Revisited [PDF]
Factor price equality across countries is an important implication of the Heckscher-Ohlin-Samuelson model of international trade. Although an influential theoretical result, the model has received surprisingly little empirical support.
Helge Berger, Frank Westermann
core
The dynamic effects of irrigated land allocation on wheat production in Ethiopia. [PDF]
Sci RepWassihun AN, Zhu Y, Duguma AL.
europepmc +1 more source
A Novel Adaptive SFA-LII Based Fault Detection Method for Nonstationary Processes. [PDF]
ACS OmegaZhang C, Kong X, Liu M, Li C.
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Temporal and interaction dynamics of dengue cases, entomological and meteorological variables in Melaka, Malaysia: A multivariate time series analysis. [PDF]
PLoS OneAlipitchay S +6 more
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