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CO2 emissions persistence : evidence using fractional integration
Claudio-Quiroga, Gloria; Gil-Alaña, Luis A. - In: Energy strategy reviews 43 (2022), pp. 1-6
under examination, it is obtained that the EU27+UK, Japan and the US present the lowest degrees of integration, while Russia …, China and India display the highest values. Decreasing time trends are only observed for the EU27+UK and US. …
Persistent link: https://www.econbiz.de/10014512837
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A simple non-linear model with fractional integration for financial time series data
Gil-Alaña, Luis A. - In: International review of financial analysis 17 (2008) 5, pp. 838-848
Persistent link: https://www.econbiz.de/10003792309
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Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003963286
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Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen at a daily frequency. We model both absolute values of returns and squared returns using long-memory techniques, being particularly interested in volatility modelling and...
Persistent link: https://www.econbiz.de/10003931070
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Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Multinational finance journal : MF ; quarterly … 16 (2012) 1/2, pp. 105-136
Persistent link: https://www.econbiz.de/10010257552
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Time trends and persistence in the global CO2 emissions across Europe
Gil-Alaña, Luis A.; Trani, Tommaso - In: Environmental & resource economics : the official … 73 (2019) 1, pp. 213-228
Persistent link: https://www.econbiz.de/10012130588
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Persistence, mean-reversion and non-linearities in CO2 emissions : evidence from the BRICS and G7 countries
Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Gupta, … - In: Environmental & resource economics : the official … 67 (2017) 4, pp. 869-883
Persistent link: https://www.econbiz.de/10011803607
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CO2 emissions and GDP : evidence from China
Caporale, Guglielmo Maria; Claudio-Quiroga, Gloria; … - 2019
This paper examines the relationship between the logarithms of CO2 emissions and real GDP in China by applying …
Persistent link: https://www.econbiz.de/10012119768
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Analysing the relationship between CO2 emissions and GDP in China : a fractional integration and cointegration approach
Caporale, Guglielmo Maria; Claudio-Quiroga, Gloria; … - In: Journal of innovation and entrepreneurship : JIE 10 (2021), pp. 1-16
Product (GDP) in China by applying fractional integration and cointegration methods. These are more general than the standard …
Persistent link: https://www.econbiz.de/10012617211
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Persistence and trends in CO2 emissions in Africa : is Chinese FDI behind these features?
Claudio-Quiroga, Gloria; Gil-Alaña, Luis A.; … - In: Applied economics 55 (2023) 30, pp. 3498-3513
Persistent link: https://www.econbiz.de/10014299168