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CO2 emissions and GDP : evidence from China

Caporale, Guglielmo Maria; Claudio-Quiroga, Gloria; … - 2019

This paper examines the relationship between the logarithms of CO2 emissions and real GDP in China by applying …

Persistent link: https://www.econbiz.de/10012119768

Atmospheric pollution in Chinese cities : trends and persistence

Caporale, Guglielmo Maria; Carmona-González, Nieves; … - 2022

"This paper applies fractional integration methods to investigate the behaviour of various pollutants (PM10, PM25, SO2 and NO2) in seven Chinese cities (Shanghai, Beijing, Chongqing, Tianjin, Shenzhen, Nanjing and Xian) using daily data over the period January 1, 2014 - November 18, 2022. The...

Persistent link: https://www.econbiz.de/10013473658

Particulate matter 10 (PM10): persistence and trends in eight European capitals

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - 2020

This paper examines the statistical properties of daily PM10 in eight European capitals (Amsterdam, Berlin, Brussels, Helsinki, London, Luxembourg, Madrid and Paris) over the period 2014-2020 by applying a fractional integration framework; this is more general than the standard approach based on...

Persistent link: https://www.econbiz.de/10012240434

Exchange rate linkages between the ASEAN currencies, the US Dollar and the Chinese RMB

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2016

This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined...

Persistent link: https://www.econbiz.de/10011502929

Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; You, Kefei - 2019

This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period … analysis is carried out for the weekly series to study the impact of the 2007-8 global financial crisis and the 2015 China … exhibit long memory. There is cointegration between the ASEAN five and the US but almost none between the former and China …

Persistent link: https://www.econbiz.de/10011982404