Search Results - subject:"Lead-lag structure"

Predictive analysis of sell-and-purchase shipping market : a PIMSE approach

Mo, Jixian; Gao, Ruobin; Yuen, Kum Fai; Bai, Xiwen - In: Transportation research : an international journal 185 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015078402

Extreme weather, climate risk, and the lead-lag role of carbon

Chen, Zhang-HangJian; Chu, Wei-Wei; Gao, Xiang; … - In: Global finance journal 61 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10014635895

Predictability of the physical shipping market by freight derivatives

Duru, Okan; Gulay, Emrah; Bekiroglu, Korkut - In: IEEE transactions on engineering management : EM 70 (2023) 1, pp. 267-279

Persistent link: https://www.econbiz.de/10014231489

Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500

Stübinger, Johannes - 2018

A considerable theoretical and empirical literature studies the corporation's capital structure. Economists have paid less attention to capital structure in other enterprise forms such as partnerships, which typically operate under different legal constraints and appeal to smaller enterprises....

Persistent link: https://www.econbiz.de/10011784949

Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500

Stübinger, Johannes - 2018

Persistent link: https://www.econbiz.de/10011781705

Time-varying lead–lag structure between investor sentiment and stock market

Yao, Can-Zhong; Li, Hong-Yu - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012654780

Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500

Stübinger, Johannes - In: Quantitative finance 19 (2019) 6, pp. 921-935

Persistent link: https://www.econbiz.de/10012194730

Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates

Xu, Hai-Chuan; Zhou, Wei-Xing; Sornette, Didier - In: Journal of international financial markets, … 49 (2017), pp. 173-183

Persistent link: https://www.econbiz.de/10011892392

Understanding the lead/lag structure among regional business cycles

Magrini, Stefano; Gerolimetto, Margherita; Duran, Hasan … - Dipartimento di Economia, Università Ca' Foscari Venezia - 2011

cycle. In other words, there could be a lead/lag structure in which some economies systematically lead or lag behind others …. In the present paper we aim at providing a thorough analysis of the lead/lag structure among a system of regional …

Persistent link: https://www.econbiz.de/10009144146

Symmetric thermal optimal path and time-dependent lead-lag relationship : novel statistical tests and application to UK and US real-estate and monetary policies

Meng, Hao; Zhou, Wei-Xing; Sornette, Didier - 2014

criterion quantifies the probability that a given lead-lag structure could be obtained from random time series with similar …

Persistent link: https://www.econbiz.de/10010442989