This draft is a summary of the paper entitled: Forecasting Fuel Prices with the Chilean Exchange Rate. In that paper we show that the Chilean exchange rate has the ability to predict the returns of oil prices and of three additional oil-related products: gasoline, propane and heating oil. The...

The paper aims to exhibit the impacts of the international financial crisis on the real economy of Saudi Arabia through economic and financial channels, which connect the Saudi economy to the world economy. Based on the mechanism of international liquidity and its relationship to the net-exports...

The paper aims to exhibit the impacts of the international financial crisis on the real economy of Saudi Arabia through economic and financial channels, which connect the Saudi economy to the world economy. Based on the mechanism of international liquidity and its relationship to the net-exports...

The paper aims to exhibit the impacts of the international financial crisis on the real economy of Saudi Arabia through economic and financial channels, which connect the Saudi economy to the world economy. Based on the mechanism of international liquidity and its relationship to the net-exports...

This is a summary of the paper entitled : “The Mean Squared Prediction Error Paradox”. In that paper, we show that traditional comparisons of Mean Squared Prediction Error (MSPE) between two competing forecasts may be highly controversial. This is so because when some specific conditions of...

This study investigates the empirical relationship between economic growth (GDP) and Foreign Direct Investment (FDI) as well as the Real Effective Exchange Rate (REER) and Trade Openness (TOP) of Bangladesh over the period from 1973 to 2017 by using Johansen cointegration test and VECM analysis....

To avert the impending global Cyber-Finance Insurance Crisis based upon large-scale commercial reliance upon quantitative models with inherent model risks, tail risks, and systemic risks in current form, this post-doctoral thesis makes the following key contributions: Develops the first known...

Various ‘green’ investment channels cater specifically to environmentally conscious investments. In this paper, we investigate the optimal green investment strategy by comparing the risk of three green financial instruments– green bonds, green equity, and a balanced 50/50 bond equity fund....

We assess investors' reaction to new information arrivals in financial markets by examining the relationships between trading volume and the higher moments of returns in 18 international equity and currency markets. Our volume-volatility results support extant information theories and further...

Socially responsible investment (SRI) practices are increasingly widely adopted, and moving into mainstream investment activity. Among the suite of instruments available to responsible investors is a fixed-income offering known as a green bond - a specialized bond in which the use of proceeds...