Zobrazeno 1 - 10
of 89
pro vyhledávání: '"permanent-transitory decomposition"'
Publikováno v:
Panoeconomicus, Vol 67, Iss 2, Pp 225-240 (2020)
To signal monetary policies and market expectations, we apply a fractionally cointegrated vector autoregressive (FCVAR) model, aiming to analyse the expectations hypothesis of term structure (EHTS), persistence in the Euro OverNight Index Average (Eo
Externí odkaz:
https://doaj.org/article/bfbff76216ab4835b60daa77c21a0fe6
Autor:
Patterson, K. D.
Publikováno v:
Journal of the Royal Statistical Society. Series A (Statistics in Society), 2002 Jan 01. 165(2), 279-296.
Externí odkaz:
https://www.jstor.org/stable/3559928
Publikováno v:
Panoeconomicus, Vol 67, Iss 2, Pp 225-240 (2020)
Arias Montano. Repositorio Institucional de la Universidad de Huelva
instname
idUS. Depósito de Investigación de la Universidad de Sevilla
idUS: Depósito de Investigación de la Universidad de Sevilla
Universidad de Sevilla (US)
Arias Montano. Repositorio Institucional de la Universidad de Huelva
instname
idUS. Depósito de Investigación de la Universidad de Sevilla
idUS: Depósito de Investigación de la Universidad de Sevilla
Universidad de Sevilla (US)
To signal monetary policies and market expectations, we apply a fractionally cointegrated vector autoregressive (FCVAR) model, aiming to analyse the expectations hypothesis of term structure (EHTS), persistence in the European OverNight Index Average
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::379487f1f3b2873f15b655d19d998a2c
http://www.doiserbia.nb.rs/img/doi/1452-595X/2020/1452-595X1900018C.pdf
http://www.doiserbia.nb.rs/img/doi/1452-595X/2020/1452-595X1900018C.pdf
Publikováno v:
Karabiyik, H, Westerlund, J & Narayan, P 2022, ' Panel data measures of price discovery ', Econometric Reviews, vol. 41, no. 3, pp. 269-290 . https://doi.org/10.1080/07474938.2021.1912973
Econometric Reviews, 41(3), 269-290. Taylor and Francis Ltd.
Econometric Reviews, 41(3), 269-290. Taylor and Francis Ltd.
This paper considers disaggregated price data that are observed not only for multiple markets over extended periods of time, but also for a large number of assets. The previous literature has argued that in such data rich environments, which arise fr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7f6ef4cf39e9224a58d17a1088b6adbc
https://doi.org/10.1080/07474938.2021.1912973
https://doi.org/10.1080/07474938.2021.1912973
Publikováno v:
Energies, Vol 11, Iss 11, p 3148 (2018)
This article studies the relationship between the prices of fuel and EU Allowances (EUA) for carbon emissions during Phase 3 of the European Union Emissions Trading System. We find that the forward prices of EUA, coal, gas and Brent oil are jointly d
Externí odkaz:
https://doaj.org/article/08fdce48c5774d1da19c8cbadc0b4f21
Autor:
Gonzalo, Jesus, Granger, Clive
Publikováno v:
Journal of Business & Economic Statistics, 1995 Jan 01. 13(1), 27-35.
Externí odkaz:
https://www.jstor.org/stable/1392518
Akademický článek
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Publikováno v:
Energies, Vol 11, Iss 11, p 3148 (2018)
RUA. Repositorio Institucional de la Universidad de Alicante
Universidad de Alicante (UA)
Energies
Volume 11
Issue 11
RUA. Repositorio Institucional de la Universidad de Alicante
Universidad de Alicante (UA)
Energies
Volume 11
Issue 11
This article studies the relationship between the prices of fuel and EU Allowances (EUA) for carbon emissions during Phase 3 of the European Union Emissions Trading System. We find that the forward prices of EUA, coal, gas and Brent oil are jointly d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::90d8f7a3b895d7fe247ef4c28bf4cc61
https://www.mdpi.com/1996-1073/11/11/3148
https://www.mdpi.com/1996-1073/11/11/3148
Akademický článek
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Publikováno v:
Repositório Institucional do FGVFundação Getulio VargasFGV.
Submitted by Fernando Luiz Cordeiro (fernandolpcordeiro@gmail.com) on 2018-06-22T20:12:54Z No. of bitstreams: 1 SDFDecomposition_finalv.pdf: 845158 bytes, checksum: 5ceb09364caa557c2198d20e41ee5522 (MD5)
Approved for entry into archive by GILSON
Approved for entry into archive by GILSON
Externí odkaz:
http://hdl.handle.net/10438/24212