Results 71 to 80 of about 69,697 (303)
Price-Volume Granger Causality Tests in the Egyptian Stock Exchange (EGX)
Accounting and Finance Research, 2019 Using weekly Egyptian stock exchange data on the 34 most active companies stretching from 2011 to 2017, this study finds that price changes Granger cause trading volume up to 8 weeks (lags), supporting the sequential information arrival model in the EGX.
Kobana Abukari, Tov Assogbavi
openaire +2 more sources
Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source
Looking behind Granger causality [PDF]
Granger causality as a popular concept in time series analysis is widely applied in empirical research. The interpretation of Granger causality tests in a cause-effect context is, however, often unclear or even controversial, so that the causality label ...
Chen, Pu, Hsiao, Chih-Ying
core +1 more source
Agribusiness, EarlyView.ABSTRACT The cocoa‐chocolate value chain faces significant environmental and social challenges, driving firms to adopt sustainability strategies ranging from individual practices to third‐party certifications. This study investigates the factors associated with these strategies by analyzing 304 cocoa‐chocolate companies using firm‐level data from the ...
Stella Marschner +3 more
wiley +1 more source
The Causal Relationship between Foreign Direct Investment and Current Account: An Empirical Investigation for Pakistan Economy [PDF]
This paper investigates relationship between FDI and current account (CA) in Pakistan using the Johansen-Juselius cointegration technique and the Granger causality test.
Ahmad, Mohsin Hasnain +1 more
core +1 more source
Agribusiness, EarlyView.ABSTRACT While ESG (environmental, social, and governance) is emphasized among listed companies for their stakeholders and ESG disclosures, ESG engagement among unlisted companies has been rarely examined due to data limitations. This is particularly problematic for the agri‐food industry that has significant impacts on the environment and consists ...
Ying Wang, Satoru Shimokawa
wiley +1 more source
Crude oil, natural gas, and economic growth: impact and causality analysis in Caspian Sea region
International Journal of Management and Economics, 2018 The main objective of this study was to investigate the impact and causality of crude oil and natural gas on economic growth in the Caspian Sea region.
Jahangir S M Rashed, Dural Betul Yuce
doaj +1 more source
Energies, 2018 This study examines the Granger-causal relationships between oil price movements and global stock returns by using time-varying Granger-causality tests in mean and in variance.
Emrah İ. Çevik +2 more
doaj +1 more source
Risk correlation identification of futures market based on wavelet transform and quantile Granger causality test. [PDF]
PLoS One, 2023 Wu ZQ.
europepmc +1 more source
Bivariate causality analysis between FDI inflows and economic growth in Ghana [PDF]
The main objective for this paper is to study the causal link between FDI and GDP growth for Ghana for the pre- and post-SAP periods. We also study the direction of causality between the two variables, based on the more robust Toda-Yamamoto (1995 ...
Frimpong, Joseph Magnus +1 more
core +1 more source