Results 31 to 40 of about 1,264 (240)
Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [PDF]
تحقیقات مالیObjectiveThis paper seeks to employ fractional cointegration methodology to model high and low stock prices, as well as the range series, indicating the difference between high and low stock prices.
Elham Farzanegan
doaj +1 more source
Baltic Journal of Economics, 2020 The purpose of the paper is to test the hypothesis about asymmetric price transmission between the fuel markets. The distribution chain is considered at three levels: the European wholesale market, the domestic wholesale market, and the domestic retail ...
Emilia Gosińska +2 more
doaj +1 more source
Financial Innovation, 2020 This paper examines the long- and short-run dynamics of asymmetric adjustment between the nominal exchange rate and commodity prices, namely oil, palm oil, rubber, and natural gas prices, in Malaysia using monthly data from January 1994 to December 2017.
Shamaila Butt +3 more
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Revista de Economia e Sociologia Rural, 2009 As análises de integração dos mercados de commodities agrícolas, que são baseadas apenas em informações sobre preços, são limitadas, por desconsiderarem os efeitos dos custos de transação no processo de ajustamento dos preços.
Leonardo Bornacki de Mattos +2 more
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Forum Scientiae Oeconomia, 2020 This study examines the nonlinear relationship between financial development and economic growth in Nigeria, covering the period from 1980 to 2018, in an effort to explain the direction of linearities and determine the exact threshold policy points for ...
Raymond Osi Alenoghena +2 more
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The linkage between globalisation and financial inclusion: Do inequality and institutions matter?
Economic Journal of Emerging Markets, 2020 This paper examines the effect of the globalization threshold on financial inclusion in 40 selected countries during 2000-2018. A principal component analysis (PCA) and a static panel threshold (SPT) are utilized.
Malik Cahyadin
doaj +3 more sources
Extended Threshold Error Correction Model of economic growth in Israel
Bulletin of Geography. Socio-Economic Series, 2022 The paper utilizes a comprehensive approach to threshold cointegration to analyse the Israeli per capita Gross Domestic Product (GDP) growth dynamics. The time-series data for the years 1980–2019 are taken.
Magdalena Osińska +5 more
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Investing in the wine market: a country-level threshold cointegration approach [PDF]
Quantitative Finance, 2013 In recent years, investments in commodities, via commodity futures and commodity index funds, have grown rapidly.
L. Baldi, M. Peri, D. Vandone
openaire +2 more sources
Using threshold co-integration to estimate asymmetric price transmission in the Turkish milk market
New Medit, 2021 We investigate the price dynamics between retail milk price and raw milk price in the Turkish fluid milk market. The study uses monthly fluid milk prices for 14 years between January 2003 and December 2016.
Berna Tuncay, Ozgur Bor
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Agribusiness, EarlyView.ABSTRACT Brazil and the United States account for more than 40% of global poultry exports, with China and South Korea among their major destination markets. This study examines price transmission and market linkages between Brazil and the United States using monthly poultry export price data from January 1990 to December 2024. It also assesses which of
Khondoker Abdul Mottaleb +2 more
wiley +1 more source