Results 81 to 90 of about 28,910 (183)
Optimal Hedging Strategies in the Low‐Sulphur Bunker Fuel Landscape
European Financial Management, EarlyView.ABSTRACT The IMO2020 regulation for the green transition in shipping turned the industry into using two compliant bunker fuels: very low‐sulphur fuel oil (VLSFO) and low‐sulphur marine gas oil (LSMGO). VLSFO futures contracts introduced in late 2019 and other energy‐related futures contracts indicate that the VLSFO contracts trading on the Singapore ...
Xiwen Bai +2 more
wiley +1 more source
Effect of Macroeconomic Factors on Economic Growth in Indonesia
JDE (Journal of Developing Economies)Indonesia’s GDP growth from 2007 to 2022 shows a significant trend, reflecting the positive dynamics of a growing economy. This growth is influenced by macroeconomic factors such as inflation, interest rates, unemployment, fiscal and monetary policies ...
Hafidz Zainul Mustofa, Moh. Faizin
doaj +1 more source
Public investment and growth: the VECM results for Ukraine
Problemi Ekonomiki, 2018 The article examines public investment impact on the economic growth in Ukraine applying VECM instruments. The aim of the study is to reexamine the influence of public investment on GDP dynamics in Ukraine in the short- and long-run using VAR modeling.
openaire +2 more sources
VECM Analysis to House Price Index. Case of Tirana
European Journal of Marketing and Economics, 2020 This paper analyzes long-run equilibrium of “house price index” in Tirana (the capital city of Albania) achieved by the long-run performance of macroeconomic factors.We have used the techniques and analysis of linear multiple regression by VECM (vector error correction model), to identify endogenous factors, that effect the stability of “house price ...
Arjana Lleshaj +2 more
openaire +1 more source
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
Journal of Economic Surveys, EarlyView.ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
Forecasting Climate Change Using a Multivariate Cointegrated System
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT A cointegrated vector equilibrium correction model of key climate variables including sea surface temperature, ocean heat content, Arctic sea‐ice extent and sea‐level change is built, driven by radiative forcing in which a stochastic trend arises due to anthropogenic emissions of greenhouse gases.
Jennifer L. Castle +3 more
wiley +1 more source
Monetary impacts and overshooting of agricultural prices in a transition economy [PDF]
, 2013 This research focused on the time adjustment paths of the exchange rate and prices in response to unanticipated monetary shocks. Johansen’s cointegration test along with a vector error correction model was employed, to investigate whether agricultural ...
Bakucs Lajos, Zoltán, Fertő, Imre
core +1 more source
Heteroskedastic Structural Vector Autoregressions Identified via Long‐Run Restrictions
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT A central assumption for identifying structural shocks in vector autoregressive (VAR) models via heteroskedasticity is the time‐invariance of the impact effects of the shocks. It is shown how that assumption can be tested when long‐run restrictions based on the cointegration structure of the variables are available for identifying structural ...
Martin Bruns, Helmut Lütkepohl
wiley +1 more source
MULTIVARIATE AUTOREGRESSIVE MODEL FOR FORECASTING THE DEMAND OF CONTAINER THROUGHPUT IN INDONESIA [PDF]
, 2006 This research was proposed to forecast the demand of container throughput in Indonesia. The analysis was carried out in multivariate autoregressive model.
Syafi’i,
core