The Impact of Oil Price Changes on FTSE/JSE Industry Indices Performance [PDF]
, 2020 The impact of oil price changes on stock market index of the JSE, South Africa, was examined using NARDL model using 2008 -2017 monthly data of aggregated industrial indices. All-Share index was incorporated in the estimation equation to represent market
Molele, Mashukudu Hartley +1 more
core +1 more source
Mexican demand for rice imports (Oryza sativa L.) during NAFTA: evidence from a NARDL model with structural change and outliers [PDF]
Objective: This study aimed to determine which model best captures the behaviour of rice imports during the North America Free Trade Agreement (NAFTA) regime (1994-2018).
Martínez-García, Miguel A. +3 more
core +1 more source
Evaluation of Abrams curve in agricultural sector using the NARDL approach
Open AgricultureAbstract Developing countries have made significant economic progress in the recent decades, but agriculture sector has not produced enough value add for the economy due to the low productivity in this sector, which contributes to poverty and delays in the growth of the entire economy in such countries.
Zeraatkish, Seyed Yaghoub +2 more
openaire +2 more sources
Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics [PDF]
We generalize the portfolio shifts model advanced by Evans and Lyons (2002a; b), and develop the dynamic asymmetric portfolio shifts (DAPS) model by explicitly allowing for possible market under- and overreactions and for asymmetric pricing impacts of ...
Viet Hoang Nguyen, Yongcheol Shin
core
Unravelling the dynamics of human development and economic growth on crude oil production based on ARDL and NARDL models. [PDF]
MethodsX, 2023 Sama JMS +3 more
europepmc +1 more source
Price dispersion and domestic banana market response in the Philippines [PDF]
This study investigated the vertical price transmission of banana in the domestic market of the Philippines. Banana, as one of the governments’ priority crops under the Department of Agriculture’s ‘High-value Crops Development Program’, has given ...
Lee, Yoonsuk, Lodovice, Rosario Silbano
core +3 more sources
The impacts of COVID-19 on seafood prices in Japan: A comparison between cheap and luxury products. [PDF]
PLoS One, 2023 Aruga K, Islam MM, Jannat A.
europepmc +1 more source
The Asymmetric Influence of Financial Development on Economic Growth in Kenya: Evidence From NARDL [PDF]
, 2020 Hao Chen +4 more
openalex +1 more source