Search Results - subject:"mixed data"

An integrated DEA/GP based approach for designing healthcare supply chains with mixed data : a real world application

Chorfi, Zoubida - 2024

Persistent link: https://www.econbiz.de/10015361595

Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model

Wang, Nianling; Yin, Jiyuan; Li, Yong - In: International review of financial analysis 92 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014492383

Predicting financial distress using a MIDAS hazard model : evidence from listed companies in China

Li, Xiangrong; Zhang, Maojun; Nan, Jiangxia; Yang, Qingyuan - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 4, pp. 678-687

Persistent link: https://www.econbiz.de/10014513882

The effectiveness of fiscal policy in Brazil through the MIDAS Lens

Alves, Renan Santos; Palma, Andreza A. - In: Journal of policy modeling : JPMOD ; a social science … 46 (2024) 1, pp. 113-128

Persistent link: https://www.econbiz.de/10015051455

What drives the volatility of non-fungible tokens (NFTs) : macroeconomic fundamentals or investor attention?

Jiang, Minghan; Xia, Yufei - In: Applied economics letters 31 (2024) 16, pp. 1439-1448

Persistent link: https://www.econbiz.de/10015075407

Asymmetric causality between Bitcoin and tech stocks in the US market using mixed frequency data

Valadkhani, Abbas - In: Journal of economic studies 51 (2024) 3, pp. 569-586

Persistent link: https://www.econbiz.de/10015047980

An integrated DEA/GP based approach for designing healthcare supply chains with mixed data: a real world application

Chorfi, Zoubida - In: Journal of Modelling in Management 19 (2024) 5, pp. 1456-1484

-care supply chains to design an efficient and effective one in the presence of mixed data. Design/methodology/approach To achieve … (GP) for designing real-world health-care supply chains with mixed data. A DEA model along with a data aggregation is … appropriate real-life health-care supply chain in the presence of mixed data. This approach definitely contributes to assist …

Persistent link: https://www.econbiz.de/10015351501

Multivariate analysis of energy commodities during the COVID-19 pandemic: Evidence from a mixed-frequency approach

Andreani, Mila; Candila, Vincenzo; Morelli, Giacomo; … - In: Risks 9 (2021) 8, pp. 1-20

This paper shows the effects of the COVID-19 pandemic on energy markets. We estimate daily volatilities and correlations among energy commodities relying on a mixed-frequency approach that exploits information from the number of weekly deaths related to COVID-19 in the United States. The...

Persistent link: https://www.econbiz.de/10013200808

Does high crude oil dependence influence Chinese military expenditure decision-making?

Wang, Kai-Hua; Su, Chi-Wei - In: Energy strategy reviews 35 (2021), pp. 1-10

This paper employs the mixed frequency vector autoregression (MF-VAR) to discuss the causal link between crude oil dependence and military expenditure in China. The empirical results demonstrate that the crude oil dependence Granger causes military expenditure and accounts for 66.8% of the...

Persistent link: https://www.econbiz.de/10012703320

Dynamic relationship between stock and bond returns: a GAS MIDAS copula approach

Nguyen, Hoang; Javed, Farrukh - 2021

Stock and bond are the two most crucial assets for portfolio allocation and risk management. This study proposes generalized autoregressive score mixed frequency data sampling (GAS MIDAS) copula models to analyze the dynamic dependence between stock returns and bond returns. A GAS MIDAS copula...

Persistent link: https://www.econbiz.de/10012668024