Results 141 to 150 of about 840 (177)

Green finance, economic growth, and carbon emissions: a PVAR analysis

Environmental Science and Pollution Research, 2023
The study examines the relationship between green finance development, carbon emission intensity, and economic development in China's 30 provinces. The entropy approach is used to calculate the green finance development index, and a panel vector autoregressive model is established using this index along with economic development and carbon emission ...
Maosheng, Ye, Jie, Cai, Kaichao, Wang, Xiaoyan, Wang   +3 more
openaire   +2 more sources

Modeling and solving portfolio selection problems based on PVaR

Quantitative Finance, 2020
Portfolio optimization with an uncertain investment horizon and a Period Value at Risk criterion is ...
Yanli Huo, Chunhui Xu, Takayuki Shiina
openaire   +1 more source

Railway Passenger Flow Forecast Based on Hybrid PVAR-NN Model

2020 IEEE 5th International Conference on Intelligent Transportation Engineering (ICITE), 2020
Rail transportation is the backbone of modern transportation. Accurate railway passenger flow forecasting can be applied to support transportation system management such as operation plan and route selection design. This paper proposes a hybrid linear + nonlinear time series analysis model, which uses the panel vector autoregression (PVAR) and neural ...
Ruiqi Zhu, Huiyu Zhou 0002
openaire   +2 more sources

Financial Stability, Monetary Stability and Growth: a PVAR Analysis

Open Economies Review, 2018
This paper employs a panel vector autoregressive (PVAR) model to investigate the relationship among financial stress, inflation and growth in 19 advanced economies over the 1999–2016 period. To measure financial stress, we construct a financial stress index (FSI) that provides a signal of financial stress.
George Apostolakis, Athanasios P. Papadopoulos   +1 more
openaire   +1 more source

Online media coverage, consumer engagement and movie sales: A PVAR approach

Decision Support Systems, 2020
Abstract The advent of new media, such as Google, Twitter, and Facebook, has offered the movie industry new opportunities to market movies and increase sales. In this study, we investigate the relationship between online media activities and movie sales.
Nan Feng, Huanhuan Feng, Dahui Li, Minqiang Li   +3 more
openaire   +2 more sources

Innovation or Shock Size for Stata’s PVAR

SSRN Electronic Journal, 2018
In this note I show how to obtain the exact size of the innovation (or shock) for Stata's pvar and pvarinf commands.
openaire   +1 more source

Causality conditions and autocovariance calculations in PVAR models

Journal of Statistical Computation and Simulation, 2007
This paper studies the causality conditions and autocovariance calculations in periodic vector auto-regressions. A state-space representation is exploited to extract a simple, necessary and sufficient condition for periodic stationarity, under which the autocovariances can be expressed in a simple but tractable form.
openaire   +1 more source

Are option traders more informed than Twitter users? A PVAR analysis

Journal of Futures Markets, 2021
AbstractPrior research has examined whether Twitter information predicts stock returns and volatility. We study the causality between Twitter information, stock‐realized volatility, and option‐implied volatility using a panel vector autoregressive model.
Alex Frino, Caihong Xu, Z. Ivy Zhou
openaire   +1 more source

Elenco di libri (PVars 5 v)

1989
Riedizione commentata del testo di un papiro di Varsavia contenente un elenco di opere filosofiche e mediche, tra cui figurano alcuni rotoli cosiddetti "opistografi" e cioè con testo anche sul retro del volumen.
ANDORLINI, Isabella, Linguiti A., Manfredi M.   +2 more
openaire   +1 more source

The impact of decentralized finance development on banks deposits variability: PVAR approach

Journal of Financial Regulation and Compliance
Purpose This study aims to investigate the potential impact of total value locked (TVL) fluctuation in decentralized finance (DeFi) on banks deposits for a sample of 21 countries, including the Eurozone members and the USA, over the period from July 2018 to October 2023.
Nabil Harir, Zakariae Bel Mkaddem
openaire   +1 more source