Search Results - subject:"Nonlinear Granger causality"

The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective

Geng, Jiang-Bo; Ji, Qiang; Fan, Ying - In: Energy economics 67 (2017), pp. 98-110

Persistent link: https://www.econbiz.de/10011897880

The adjustment speeds of short-run real estate investment trust (REIT) and corresponding stock returns in the USA and Australia

Fang, Hao; Lee, Yen-Hsien; Lee, Jen-Sin; Chen, Wei-Jui - In: Investment management and financial innovations 14 (2017) 3, pp. 173-188

Persistent link: https://www.econbiz.de/10011873143

Impact of hard coal usage for metal production on economic growth of Poland

Lach, Łukasz - Volkswirtschaftliche Fakultät, … - 2011

This study provides an analysis of causal links between GDP and usage of hard coal in production of metals in Poland. In order to assure the correctness of computations a third variable – employment – was included in the dataset. Linear and nonlinear dynamic interactions were investigated...

Persistent link: https://www.econbiz.de/10011257914

Electricity Trade Patterns in a Network: Evidence from the Ontario Market

Genc, Talat S.; Pineau, Pierre-Olivier; Yazgan, Ege - Department of Economics and Finance, College of … - 2011

We investigate whether trade has any effect on the price formation process in a specific electricity market, and identify interconnected markets that have higher impacts on prices in that market. In particular, we study Ontario wholesale electricity market and its trade with 12 interconnected...

Persistent link: https://www.econbiz.de/10009001782

Is efficiency of crude oil market affected by multifractality? : evidence from the WTI crude oil market

Gu, Rongbao; Zhang, Bing - In: Energy economics 53 (2016), pp. 151-158

Persistent link: https://www.econbiz.de/10011660491

Linear and nonlinear causality between renewable energy consumption and economic growth in the USA

Xu, Haiyun - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 34 (2016) 2, pp. 309-332

Persistent link: https://www.econbiz.de/10011626171

Causal nexus between financial integration and economic growth : does nonlinearity matter?

Saafi, Sami; Mohamed, Meriem Bel Haj; Doudou, Makram Ben - In: Journal of economic integration 31 (2016) 4, pp. 817-854

Persistent link: https://www.econbiz.de/10011608238

Causality within the Euro area? : trade surplus in the North versus public debt in the South

Zestos, George K.; Taylor, Travis K.; Patnode, Ryan D. - In: Journal of economic integration 31 (2016) 4, pp. 898-931

Persistent link: https://www.econbiz.de/10011608266

Generalized cross-spectral test for nonlinear Granger causality with applications to money-output and price-volume relations

Li, Haiqi; Zhong, Wanling; Park, Sung Y. - In: Economic modelling 52 (2016), pp. 661-671

Persistent link: https://www.econbiz.de/10011642960

A nonlinear Granger causality test between stock returns and investor sentiment for Chinese stock market : a wavelet-based approach

Chu, Xiaojun; Wu, Chongfeng; Qiu, Jianying - In: Applied economics 48 (2016) 19/21, pp. 1915-1924

Persistent link: https://www.econbiz.de/10011590017