Results 71 to 80 of about 23,659 (294)
Lead Behaviour in Bitcoin Markets
Risks, 2020 We aim to understand the dynamics of Bitcoin blockchain trading volumes and, specifically, how different trading groups, in different geographic areas, interact with each other.
Ying Chen +3 more
doaj +1 more source
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
Forecasting the Estonian rate of inflation using factor models
Baltic Journal of Economics, 2017 The paper presents forecasts of headline and core inflation in Estonia with factor models in a recursive pseudo out-of-sample framework. The factors are constructed with a principal component analysis and are then incorporated into vector autoregressive (
Nicolas Reigl
doaj +1 more source
A General Representation Theorem for Integrated Vector Autoregressive Processes [PDF]
We study the algebraic structure of an I(d) vector autoregressive process, where d is restricted to be an integer. This is useful to characterize its polynomial cointegrating relations and its moving average representation, that is to prove a version of ...
Massimo Franchi
core
Threshold effects in multivariate error correction models [PDF]
, 2005 In this paper we propose a testing procedure for assessing the presence of threshold effects in nonstationary Vector autoregressive models with or without cointegration.
Jesus Gonzalo +3 more
core
Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, EarlyView.ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli +3 more
wiley +1 more source
The Integration Order of Vector Autoregressive Processes [PDF]
We show that the order of integration of a vector autoregressive process is equal to the difference between the multiplicity of the unit root in the characteristic equation and the multiplicity of the unit root in the adjoint matrix polynomial.
Massimo Franchi
core
Agribusiness, EarlyView.ABSTRACT The US hemp market is a new and nascent industry that has been devoid of research for about half a century. This study examined the effects of exogenous shock on price at each phase of the value chain—Farm (hemp biomass), and its impact on prices at other phases of the value chain—Intermediary Processor (crude cannabidiol hemp) and Final ...
Solomon Odiase +2 more
wiley +1 more source
Bayesian Graphical Models for Structural Vector Autoregressive Processes
, 2012 Vector autoregressive models have widely been applied in macroeconomics and macroeconometrics to estimate economic relationships and to empirically assess theoretical hypothesis.
AHELEGBEY, DANIEL FELIX +5 more
core
The Geography of Success: A Spatial Analysis of Export Intensity in the Italian Wine Industry
Agribusiness, EarlyView.ABSTRACT This paper investigates the paradox of how Italy's fragmented, SME‐dominated wine industry achieves global export success. Moving beyond purely firm‐centric explanations, we test whether export intensity is spatially dependent, clustering geographically in regional ecosystems.
Nicolas Depetris Chauvin, Jonas Di Vita
wiley +1 more source