Results 251 to 260 of about 4,493 (309)

Dynamic Correlations and Volatility Spillovers between Crude Oil and Stock Index Returns: The Implications for Optimal Portfolio Construction

, 2014
Yen‐Hsien Lee, Ya‐Ling Huang, Chun-Yu Wu   +2 more
openalex   +1 more source

Relocating to Peripheral Cities: Development and Diversity From Relocating Government Jobs

Journal of Regional Science, EarlyView.
ABSTRACT The local labor market effects of relocating central government jobs to cities in rural municipalities is investigated by considering two small‐scale interventions by the Danish government in the mid‐2000s. We leverage the Synthetic Control Method to compare the two affected municipalities to a synthetic counterfactual.
Peter Sandholt Jensen, Torben Dall Schmidt, Jens Fyhn Lykke Sørensen   +2 more
wiley   +1 more source

Early warning of regime switching in a complex financial system from a spillover network dynamic perspective. [PDF]

iScience
An S, Gao X, An F, Wu T.
europepmc   +1 more source

Measuring Growth Spillovers

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We propose a multilevel econometric model with time‐varying spillover parameters that disentangle within‐country from between‐country growth spillovers. Parameter estimation is carried out by the method of maximum likelihood. The finite‐sample properties of the resulting estimates are validated through a Monte Carlo study.
F. Blasques, P. Gorgi, S. J. Koopman, J. Sampi   +3 more
wiley   +1 more source

Tail Risk Spillover Between Global Stock Markets Based on Effective Rényi Transfer Entropy and Wavelet Analysis. [PDF]

Entropy (Basel)
Jia J.
europepmc   +1 more source

On the (Mis)Use of Machine Learning With Panel Data

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We provide the first systematic assessment of data leakage issues in the use of machine learning on panel data. Our organising framework clarifies why neglecting the cross‐sectional and longitudinal structure of these data leads to hard‐to‐detect data leakage, inflated out‐of‐sample performance, and an inadvertent overestimation of the real ...
Augusto Cerqua, Marco Letta, Gabriele Pinto   +2 more
wiley   +1 more source

Entropy and Chaos-Based Modeling of Nonlinear Dependencies in Commodity Markets. [PDF]

Entropy (Basel)
Georgescu I, Kinnunen J.
europepmc   +1 more source

Nexus of crude oil and clean energy stock indices: Evidence from time-vector-auto-regression in conjunction with conditional-autoregressive-value-at-risk. [PDF]

Heliyon
Trabelsi N, Tiwari AK, Ghallabi F, Khemakhem I.   +3 more
europepmc   +1 more source

Volatility spillover effects of crude oil futures on tanker freight rates: new evidence from a time-frequency perspective

Hongyue Guo, Xinru Li, Wenjuan Jia, Bin Meng, Cong Sui   +4 more
openalex   +1 more source

Do commodities offer diversification benefits during the COVID-19 pandemic crisis? Evidence from dynamic spillover approach. [PDF]

Heliyon
Mroua M, Lamine A.
europepmc   +1 more source