Search Results - subject:"Impulse response function"

Modeling the relationships among the stock market, gold price, oil price and exchange rate: A MECM and VDA approach

Agrawal, Pravin Kumar; Kumar, Mohit - In: Financial Internet Quarterly 21 (2025) 1, pp. 1-14

Globalization and liberalization have heightened the volatility and complexity of financial markets, prompting investors to diversify their portfolios across different asset classes. This study investigates the dynamic interrelationships among the Indian stock market benchmark index (Nifty 50),...

Persistent link: https://www.econbiz.de/10015471954

The dynamic interplay between oil rents, financial innovation, and economic growth in opec countries : evidence from a structural VAR approach

Oyasor, Emmanuel Imuede - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 6, pp. 863-873

Persistent link: https://www.econbiz.de/10015564586

The Impulsive Approach to procyclicality: Measuring the reactiveness of risk-based initial margin models to changes in market conditions using impulse response functions

Gurrola-Pérez, Pedro; Murphy, David - In: Borsa İstanbul Review 25 (2025) 6, pp. 1166-1182

paths of risk factor returns consistent with this impulse, introducing the impulse response function as a convenient means …

Persistent link: https://www.econbiz.de/10015635763

The Impulsive Approach to procyclicality : measuring the reactiveness of risk-based initial margin models to changes in market conditions using impulse response functions

Gurrola-Pérez, Pedro; Murphy, David - In: Borsa Istanbul Review 25 (2025) 6, pp. 1166-1182

paths of risk factor returns consistent with this impulse, introducing the impulse response function as a convenient means …

Persistent link: https://www.econbiz.de/10015551278

The impact of The Belt and Road Initiative on the Suez Canal cargo trade

Rakha, Anas; El-Aasar, Khadiga M. - In: Journal of shipping and trade 9 (2024) 1, pp. 1-19

account for the interaction effect of the variables, we use the vector autoregressive model and the impulse response function …

Persistent link: https://www.econbiz.de/10015375637

Examining the nexus between real gdp and uncertainty : an econometric inquiry in the saudi arabian context

Almutairi, Ebtehal - 2024

Persistent link: https://www.econbiz.de/10015061462

How does climate policy uncertainty affect financial markets? : evidence from Europe

Tedeschi, Marco; Foglia, Matteo; Bouri, Elie; Dai, Peng-Fei - In: Economics letters 234 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015065789

Commodity market stability and sustainable development : the effect of public health policies

Ding, Shusheng; Wang, Anqi; Cui, Tianxiang; Min Du, Anna; … - In: Research in international business and finance 70 (2024) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10015056301

The European energy crisis and the US natural gas market dynamics : a structural VAR investigation

Szafranek, Karol; Rubaszek, Michał - 2024

Persistent link: https://www.econbiz.de/10014636296

The European energy crisis and the US natural gas market dynamics : a structural VAR investigation

Rubaszek, Michał; Szafranek, Karol - In: International economics and economic policy 22 (2024) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10015188957