Showing 1 - 10 of 32
The paper provides a review of the literature that connects Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology, and discusses research issues that are related to the various disciplines. Academics could develop theoretical models and subsequent econometric...
Persistent link: https://www.econbiz.de/10012611003
As stock market indexes are not tradeable, the importance and trading volume of Exchange-Traded Funds (ETFs) cannot be understated. ETFs track and attempt to replicate the performance of a specific index. Numerous studies have demonstrated a strong relationship between the S&P500 Composite Index...
Persistent link: https://www.econbiz.de/10012611071
The SARS-CoV-2 coronavirus that causes the COVID-19 disease led to the most significant change in the world order over the past century, destabilizing the global economy and financial stock markets, the world's economy, social development, business, risk, financial management and financial...
Persistent link: https://www.econbiz.de/10012611331
The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models, including GARCH, EGARCH, and GJR models, are used to...
Persistent link: https://www.econbiz.de/10011843234
The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models, including GARCH, EGARCH, and GJR models, are used to...
Persistent link: https://www.econbiz.de/10010699169
We investigated the Granger causal relationship between the consumption of power both at the aggregate and sectoral level and economic growth in India using the frequency domain approach, which would help policy makers seek the efficient allocation of electricity via proper policy initiatives at...
Persistent link: https://www.econbiz.de/10014332420
Investors are interested in knowing whether sukuk bonds and shariah stock indices in the Gulf Corporation Council (GCC) region are related. This study examines the connectedness between the sukuk- and shariah-compliant stock indices in the GCC financial markets. Bivariate and multivariate...
Persistent link: https://www.econbiz.de/10012611292
This Special Issue publishes high quality papers on contemporary issues in business and economics in Vietnam and other Asian emerging markets. These papers were accepted and presented at the 2019 Vietnam's Business and Economics Research Conference (VBER2019) organized by Ho Chi Minh City Open...
Persistent link: https://www.econbiz.de/10012611338
This Editorial evaluates 14 invaluable and interesting articles in the Special Issue "Applied Econometrics" for the Journal of Risk and Financial Management (JRFM). The topics covered include recovering historical inflation data from postage stamps prices, FHA loans in foreclosure proceedings...
Persistent link: https://www.econbiz.de/10012611448
This book is a collection of high-impact papers accepted and presented at the 2019 Vietnam's Business and Economics Research Conference (VBER2019) organised by Ho Chi Minh City Open University held on 18th-20th July 2019. The Special Issue is associated with a broad coverage of the contemporary...
Persistent link: https://www.econbiz.de/10012264827