Showing 1 - 7 of 7
This paper investigates the asymmetric transmission of income, carbon emissions and oil prices to renewable energy consumption for the long-run and short-run in G7 countries using quarterly data over the period from 1955Q1 to 2014Q4. We employ the nonlinear ARDL (NARDL) model to test for the...
Persistent link: https://www.econbiz.de/10015218385
This paper deals with statistics�and econometrics�properties of fractionally integra- ted GARCH (FIGARCH). We compare these characteristics with those of traditional models. We insist on the GARCH exponential/IGARCH in�nite decrease of volatility impact. Then, we apply it on three Tunisian...
Persistent link: https://www.econbiz.de/10015225544
Using a sample of quarterly data, we investigate the effect of electricity consumption, capital formation and financial development on economic growth in Portugal. A positive (negative) shock of electricity consumption is estimated to have increased (decreased) economic growth. Economic growth...
Persistent link: https://www.econbiz.de/10015257372
This paper examines the quantile behavior of the relationship between the nuances of globalization and energy consumption while incorporating capital and economic growth in case of top-two most globalized countries – Netherlands and Ireland - by employing the recently developed quantile...
Persistent link: https://www.econbiz.de/10015259344
This paper investigates the relationship between S&P 500 prices, viewed as a US economic barometer, and a set of energy prices, including WTI, gasoline, heating, diesel and natural gas prices, using the Quantile Autoregressive Distributed Lags (QARDL) model recently developed by Cho et al....
Persistent link: https://www.econbiz.de/10015259397
This paper investigates the environmental impact of economic growth, energy consumption, financial development and globalization in China over the period 1970Q1-2015Q4. In particular we consider four dimensions of globalization namely economic, social, political and overall globalization. The...
Persistent link: https://www.econbiz.de/10015262608
In order to achieve the goal of carbon neutrality, as defined in the Paris climate agreement, the United States, the second-largest greenhouse gas emitter, must intensify its use of zero-carbon sources such as renewable energy. In this paper, we use the nonlinear autoregressive distributed lags...
Persistent link: https://www.econbiz.de/10015252497