Showing 1 - 10 of 46
This study investigates the energy-growth-trade nexus in Pakistan by using the annual time series data for the period … of 1973-2011. Our main results show: i) the presence of long-run link between energy consumption and trade performance …; ii) positive impact of gross domestic product, exports, and imports on energy consumption; iii) bidirectional causal …
Persistent link: https://www.econbiz.de/10010929414
In this article, we use the recently developed nonlinear autoregressive distributed lags (NARDL) model to examine the pass-through of crude oil prices into gasoline and natural gas prices. Our approach allows us to simultaneously test the short- and long-run nonlinearities through positive and...
Persistent link: https://www.econbiz.de/10010891116
This article takes a time scale perspective to examine the interactions between crude oil and stock
Persistent link: https://www.econbiz.de/10010799066
In this article, we show how the copula-GARCH approach can be appro- priately used to investigate the conditional dependence structure between the crude oil and natural gas markets as well as to derive implications for port- folio risk management in extreme economic conditions. Using daily price...
Persistent link: https://www.econbiz.de/10010929408
Environmental degradation measured by CO2 emissions is a significant challenge to sustainable economic development. Owing to significant differences in the empirical relationship between the economic growth and CO2 emissions and policies adopted by different countries to overcome the challenge...
Persistent link: https://www.econbiz.de/10010754832
current plans for African dam building are fairly well matched with river-flow predictions so that fears that international …
Persistent link: https://www.econbiz.de/10010799072
one follows the studies by Lean and Smyth (2010a) and Sadorsky (2012) which examine the dynamic interaction of energy … Mahmud (2009), and Jayanthakumaran et al. (2012) which attempt to introduce energy consumption and trade openness in the … increase the share of renewable energy relative to non-renewable energy sources. …
Persistent link: https://www.econbiz.de/10010891094
deals with the dynamic return and volatility spillovers across internationally traded energy and cereal commodity markets … results provide evidence of significant linkages between the energy and cereal markets. Moreover, the OPEC news announcements …
Persistent link: https://www.econbiz.de/10010754812
This paper explores the relevance of asymmetry and long memory in modeling and forecasting the
Persistent link: https://www.econbiz.de/10010860460
(v) a positive shock to the electricity prices reduces the price of the CO2 allowances. We also find that the energy … substitution between the three primary sources of energy (i.e., crude oil, natural gas and coal), particularly, when electricity …
Persistent link: https://www.econbiz.de/10010860501