Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Ilyes Abid"'
Publikováno v:
The European Journal of Comparative Economics, Vol 17, Iss 2, Pp 155-183 (2020)
This paper revisits the dynamic linkages between the Brent oil market and OECD stock markets. Econometrically, we use a multivariate corrected dynamic conditional correlation fractionally integrated asymmetric power ARCH (c-DCC-FIAPARCH) process, con
Externí odkaz:
https://doaj.org/article/ef1af99803564301b0b7cca194baac16
Publikováno v:
The European Journal of Comparative Economics, Vol 13, Iss 1, Pp 67-69 (2016)
The aim of this paper is to investigate the interaction between G7 stock markets and oil prices during the period 1998-2013. We employ a multivariate approach based on c-DCC-FIAPARCH framework that incorporates the features of asymmetries, persistenc
Externí odkaz:
https://doaj.org/article/79477111403d49e9b46070b3476f8679
Publikováno v:
Annals of Operations Research. 313:605-623
The purpose of the paper is to propose two new procedures that deal with overfitting problem using neural techniques for variable selection and business failure prediction. The first procedure, called HVS-AUC, is based simultaneously on (i) the backw
Publikováno v:
The Journal of International Trade & Economic Development. 31:204-232
This paper examines the asymmetric responses of renewable energy (RE) technology to globalization and economic growth shocks across the G7 countries using the Nonlinear Cointegrating Auto-Regressiv...
Publikováno v:
Environmental Economics and Policy Studies.
Publikováno v:
Finance Research Letters. :104032
Publikováno v:
Finance Research Letters. 51:103327
Publikováno v:
Economic Modelling
Economic Modelling, Elsevier, 2020, 93, pp.230-258. ⟨10.1016/j.econmod.2020.07.012⟩
Economic Modelling, Elsevier, 2020, 93, pp.230-258. ⟨10.1016/j.econmod.2020.07.012⟩
This paper has two aims. We first examine the dynamic spillovers between Bitcoin and 12 developed equities, gold, and crude oil for different market conditions using a Bayesian Time-Varying Parameter Vector Autoregressive (TVP-VAR) model with daily s
Publikováno v:
Gestion 2000. 37:47-60
Cette etude explore comment un effondrement du cours du Bitcoin se transmet aux marches petroliers. Le Bitcoin est considere comme une marchandise qui a une valeur intrinseque qui augmente et diminue en fonction de l’offre et de la demande, tout co