Search Results - subject:"AutoRegressive Distributed Lag Model"

Price discovery in carbon exchange traded fund markets

Shrestha, Keshab; Babak Naysary; Sheena Sara Suresh Philip - In: International review of financial analysis 89 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014466349

Does the crime rate respond symmetrically or asymmetrically to changes in governance quality and macroeconomic variables? : the application of linear and non-linear ARDL

Saqib, Abdul; Yasmin, Fouzia; Hussain, Ihtisham - In: International journal of social economics 50 (2023) 12, pp. 1756-1776

Persistent link: https://www.econbiz.de/10014466869

Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach

Karim, Muhammad Mahmudul; Ali, Md Hakim; Yarovaya, Larisa; … - In: International review of financial analysis 90 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014470582

Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach

Fan, Rui; Lee, Ji Hyung; Shin, Youngki - In: Journal of econometrics 237 (2023) 2,3, pp. 1-19

Persistent link: https://www.econbiz.de/10014471819

Policies to reduce India's crude oil import dependence amidst clean energy transition

Mishra, Brajesh; Ghosh, Sajal; Kanjilal, Kakali - In: Energy policy 183 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014481320

Short- and long-run determinants of the price behavior of US clean energy stocks : a dynamic ARDL simulations approach

Ahmed, Walid M. A.; Sleem, Mohamed A. E. - In: Energy economics 124 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014482670

Climate, wind energy, and CO2 emissions from energy production in Denmark

Carlini, Federico; Christensen, Bent Jesper; Gupta, … - In: Energy economics 125 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014484367

Assessing the impact of terrorism on african tourism demand

Fauzel, Sheereen; Seetanah, Boopen - In: Tourism analysis : an interdisciplinary tourism & … 28 (2023) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10014423392

A global monetary policy factor in sovereign bond yields

Malliaropulos, Dimitris; Migiakis, Petros - In: Journal of empirical finance 70 (2023), pp. 445-465

Persistent link: https://www.econbiz.de/10014423743

International Oil Price and Sectoral Stock Prices : An Asymmetric Kernel and Nonlinear Autoregressive Distributed Lag Analysis

Banto, Jean Michel; Doho, Libaud Rudy Aurelien; Somé, … - 2023

In this work, we test the price sensitivity of sector indices to changes in the oil price over the period 2001 to 2021 using the kernel method and the non-linear autoregressive method with distributed lags (NARDL) proposed by Shin et al., (2014). We capture both short-term and long-term...

Persistent link: https://www.econbiz.de/10014348440