Search Results - subject:"Benchmark model"

Integrated efficiency and influencing factors analysis of ESG and market performance in thermal power enterprises in China : a hybrid perspective based on parallel DEA and a benchm...

Ren, Fang-Rong; Liu, Xiaoyan; Charles, Vincent; Zhao, Xin; … - In: Energy economics 141 (2025), pp. 1-18

Persistent link: https://www.econbiz.de/10015549760

Model specification for volatility forecasting benchmark

Zhang, Yaojie; He, Mengxi; Wang, Yudong; Wen, Danyan - In: International review of financial analysis 97 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015597000

Financial inclusion in sub-Saharan Africa : benchmarking against peer developing countries

Ahmat-Tidjani, Mahamat Ibrahim; Aka, Brou Emmanuel - In: Theoretical and applied economics : GAER review 29 (2022) 4/633, pp. 117-132

Persistent link: https://www.econbiz.de/10014325651

IMA(1,1) as a new benchmark for forecast evaluation

Franses, Philip Hans - In: Applied economics letters 27 (2020) 17, pp. 1419-1423

Persistent link: https://www.econbiz.de/10012313899

Comparative evaluation of global low-carbon urban transport

Li, Wenxiang; Bao, Lei; Wang, Luqi; Li, Ye; Mai, Xianmin - In: Technological forecasting & social change : an … 143 (2019), pp. 14-26

Persistent link: https://www.econbiz.de/10012133709

The rebuilding macroeconomic theory project : an analytical assessment

Vines, David; Wills, Samuel - In: Oxford review of economic policy 34 (2018) 1/2, pp. 1-42

Persistent link: https://www.econbiz.de/10011952574

Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?

Gupta, Rangan; Hammoudeh, Shawkat; Simo-Kengne, Beatrice D. - In: Applied financial economics 24 (2014) 16/18, pp. 1147-1157

Persistent link: https://www.econbiz.de/10010418941

An Intertemporal Benchmark Model for Turkey’s Current Account

Ogus, Ayla; Sohrabji, Niloufer - Ekonomi Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2006

In this paper, we analyze the Turkish current account between 1992 and 2004 within an intertemporal benchmark model … smoothing current account using the intertemporal benchmark model (IBM) and tests for intertemporal solvency of the current … changes in national cash flow as implied by the intertemporal benchmark model. However, we also find that the actual …

Persistent link: https://www.econbiz.de/10005558793

Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?

Gupta, Rangan; Hammoudeh, Shawkat; Simo-Kengne, Beatrice D. - Department of Economics, Faculty of Economic and … - 2013

This study employs fourteen global economic and financial variables to predict the return of the Islamic stock market as identified by the Dow Jones Islamic stock market. It implements alternative forecasting methods and allows for nonlinearity in the multivariate predictive regressions by...

Persistent link: https://www.econbiz.de/10010765633

Capital Asset Pricing for Markets with Intensity Based Jumps

Platen, Eckhard - Finance Discipline Group, Business School - 2004

This paper proposes a unified framework for portfolio optimization, derivative pricing, modeling and risk measurement in financial markets with security price processes that exhibit intensity based jumps. It is based on the natural assumption that investors prefer more for less, in the sense...

Persistent link: https://www.econbiz.de/10005041751