This study introduces an integrated vector error correction and directed acyclic graph method for investigating contemporaneous causalities with application to regional scrap steel prices in east, north, south, central, northeast, and southwest China. We use daily data and combine the Peter and...

Purpose Forecasts of commodity prices are vital issues to market participants and policy makers. Those of corn are of no exception, considering its strategic importance. In the present study, the authors assess the forecast problem for the weekly wholesale price index of yellow corn in China...

Purpose - For policymakers and participants of financial markets, predictions of trading volumes of financial indices are important issues. This study aims to address such a prediction problem based on the CSI300 nearby futures by using high-frequency data recorded each minute from the launch...

It is an important task to make predictions of trading volumes of financial indices to market participants. In the present study, we focus on this issue for the Chinese Stock Index 300 (CSI300) spot by exploring the high-frequency one-minute data spanning the launch date of the corresponding...

The real estate market in China has been growing rapidly during the past decade, with different property price patterns across various regions. Among different types of properties, prices of retail properties have not been sufficiently analyzed. This study focuses on forecasting problems of...

This paper derives a new method for comparing the weak-form efficiency of markets. The author derives the formula of the Sharpe ratio from the ARMA-GARCH model and finds that the Sharpe ratio just depends on the coefficients of the AR and MA terms and is not affected by the GARCH process. For...

In this paper, we studied what predicts "good" and "bad" behavior and the relationship between these behaviors and two types of wellbeing. We developed our hypotheses based on social exchange theory and the wellbeing literature. We collected 1,250 responses from college students in Mexico, the...

The constantly expanding losses caused by frequent natural disasters pose many challenges to the traditional catastrophe insurance market. The purpose of this paper is to develop an innovative and systemic trigger mechanism for pricing catastrophic bonds triggered by multiple events with an...

One of the most important challenges facing the optimal management of power resources for industrial customers is considering the latest available technologies for this purpose. In this regard, this article investigates the most important technologies and methods available in this field and...

Changes over the last few decades around the globe highlight concepts such as sustainable economic development (SED). Globalization has accelerated the competition between firms and they require sustainable development (SD) in order to survive in such a competitive environment. In this scenario,...