Zobrazeno 1 - 10
of 46
pro vyhledávání: '"Jo-Hui Chen"'
Autor:
Do Thi Van Trang, Jo-Hui Chen
Publikováno v:
International Journal of Energy Economics and Policy, Vol 13, Iss 3 (2023)
This paper aims to investigatethe long-memory properties of four carbon indexes by utilizing the autoregressive frictionally integrated moving average–fractionally integrated general autoregressive conditional heteroskedasticity models. First, this
Externí odkaz:
https://doaj.org/article/fac65c756a4a458f8d88da269a84d3c7
Autor:
Fu-Ying Chen1 ares.fy.chen@gmail.com, Jo-Hui Chen2
Publikováno v:
International Review of Accounting, Banking & Finance. Winter2023, Vol. 15 Issue 4, p32-55. 24p.
Autor:
Fu-Ying Chen1 ares.fy.chen@gmail.com, Jo-Hui Chen2
Publikováno v:
International Review of Accounting, Banking & Finance. Autumn2023, Vol. 15 Issue 3, p1-19. 19p.
Autor:
Jo-Hui Chen1 johui@cycu.edu.tw, Yu-Fang Huang2
Publikováno v:
International Review of Accounting, Banking & Finance. Spring2023, Vol. 15 Issue 1, p47-59. 13p.
Autor:
Jo-Hui Chen, Sabbor Hussain
Publikováno v:
Journal of Applied Finance & Banking. :127-150
This paper is concerned with the behavior of energy ETF prices. It applies three models: autoregressive moving average (ARMA) and generalized autoregressive conditional heteroskedasticity (GARCH), along with their revised forms, ARMA–Exponential-GA
Publikováno v:
Journal of Applied Finance & Banking. :77-97
The determinants of fear gauge from March 2005 to September 2019 are empirically examined with attention to the single equity volatility index (VIX). This study utilized Poisson and Negative Binomial Regressions to investigate the link between percei
Autor:
Malinda Maya, Jo-Hui Chen
Publikováno v:
Journal of Applied Finance & Banking. :99-125
This research examines the consumer exchange-traded funds (ETFs) in several industries based on long memory and multiple structural breaks. The autoregressive fractionally integrated moving average (ARFIMA) model indicates that consumer ETF returns i
Autor:
Jo-Hui Chen, Yun-Chen Cheng
Publikováno v:
Studies in Economics and Finance. 40:86-111
Purpose This paper aims to examine the factors influencing renewable energy output. Design/methodology/approach The panel data model was used to analyze the fixed and random effects. Findings The results showed that economic development, environmenta
Publikováno v:
International Review of Accounting, Banking & Finance; Autumn2023, Vol. 15 Issue 3, p41-53, 13p
Autor:
Jo-Hui Chen, Maya Malinda
Publikováno v:
Empirical Economics. 62:779-823
Our study uses the grey relational analysis (GRA) and artificial neural network (ANN) models for the prediction of consumer exchange-traded funds (ETFs). We apply eight variables, including the put/call ratio, the EUR/USD exchange rate, the volatilit