Zobrazeno 1 - 10
of 620
pro vyhledávání: '"Luis A. Gil-Alana"'
Publikováno v:
Journal of Applied Economics, Vol 27, Iss 1 (2024)
ABSTRACTThis paper analyses monthly price persistence in the EU27 countries over the period 2010–2022 using a fractional integration framework, where the measure of persistence is the fractional differencing parameter d. In addition to full sample
Externí odkaz:
https://doaj.org/article/4e8e926980c34a11bf0fd7be119c92cb
Publikováno v:
Heliyon, Vol 10, Iss 7, Pp e28215- (2024)
Although there are papers on the persistence of energy series including the persistence of shale gas, the impact of recent developments such as the Covid-19 pandemic and Russia-Ukraine conflict have been rarely explored in the existing literature. Th
Externí odkaz:
https://doaj.org/article/cd434e5b170645e7939dcc424021cd47
Publikováno v:
Ecological Indicators, Vol 160, Iss , Pp 111730- (2024)
This paper investigates the persistence of GHG in Europe, evaluating the effectiveness of government policies, including the Kyoto Protocol and the EU Council commitment. Mean reversion properties, and the structure of the integration factor were exa
Externí odkaz:
https://doaj.org/article/49297e2fbbb84742ac8d0f9a273c8cda
Publikováno v:
Cogent Economics & Finance, Vol 11, Iss 2 (2023)
AbstractThis paper examines tourism persistence in a group of Southeastern European (SEE) countries (Albania, Bosnia, Bulgaria, Croatia, Montenegro, North Macedonia, Serbia and Slovenia) by applying fractional integration methods to monthly data on f
Externí odkaz:
https://doaj.org/article/8377ac9045b5408795043e9a8ee548df
Autor:
Amir IMERI, Luis A. GIL-ALANA
Publikováno v:
Geo Journal of Tourism and Geosites, Vol 44, Iss 4, Pp 1397-1402 (2022)
In this study, we examine the degree of persistence in tourism in Bosnia and Herzegovina and the impact that the COVID-19 pandemic has had on it. The series investigated are foreign arrivals and overnight stays for the time period from January 2008
Externí odkaz:
https://doaj.org/article/9eeabd8f09374643a4664fd11180489a
Publikováno v:
Water Policy, Vol 24, Iss 9, Pp 1383-1393 (2022)
In this article, we carry out a study of the degree of persistence of a time series of data on freshwater use in the long term, using fractional integration or I(d) techniques. Using annual data from 1901 to 2014, we observe that the order of integra
Externí odkaz:
https://doaj.org/article/e5b7215cbc6b432082dec9c526e3f059
Publikováno v:
Heliyon, Vol 9, Iss 4, Pp e15084- (2023)
We examine stock market responses during the COVID-19 pandemic period using fractional integration techniques. The evidence suggests that stock markets generally follow a synchronized movement before and the stages of the pandemic shocks. We find whi
Externí odkaz:
https://doaj.org/article/175239fc0ee04362ae4dc8fa0958d1da
Publikováno v:
IATSS Research, Vol 45, Iss 3, Pp 317-325 (2021)
Traffic accidents involve great costs both at an economic and a human level. This demands that governments implement strategies to reduce their number and impact. The knowledge of the nature of the phenomenon through the study of time series of accid
Externí odkaz:
https://doaj.org/article/eca55404aa6f4b3db76c8c8a23c6e86d
Publikováno v:
Journal of Innovation and Entrepreneurship, Vol 10, Iss 1, Pp 1-16 (2021)
Abstract This paper examines the relationship between the logarithms of carbon dioxide (CO2) emissions and real Gross Domestic Product (GDP) in China by applying fractional integration and cointegration methods. These are more general than the standa
Externí odkaz:
https://doaj.org/article/f7e0d3b5d4044203bae42e6a896a260c
Autor:
OlaOluwa S. Yaya, Oluwaseun A. Adesina, Hammed A. Olayinka, Oluseyi E. Ogunsola, Luis A. Gil-Alana
Publikováno v:
Atmosphere, Vol 14, Iss 8, p 1299 (2023)
This paper deals with the analysis of the temperatures in a group of 36 African countries. By looking at the maximum, minimum and the range (the difference between the maximum and the minimum) and using a long memory model based on fractional integra
Externí odkaz:
https://doaj.org/article/c0ef9afb047f47c3a22869317c431719