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Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019
This paper examines persistence, structural breaks and non-linearities in the case of five European stock market indices, namely the FTSE100 (UK), DAX30 (Germany), CAC40 (France), IBEX35 (Spain) and FTSE MIB40 (Italy), using fractional integration methods. The empirical results provide no...
Persistent link: https://www.econbiz.de/10012024535
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Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
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Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019
Persistent link: https://www.econbiz.de/10011996362
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The effect of LNG on the relationship between UK and Continental European natural gas markets
Koenig, Philipp - 2012
Persistent link: https://www.econbiz.de/10009737960
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Stochastic modeling of natural gas infrastructure development in Europe under demand uncertainty
Fodstad, Marte; Egging, Ruud; Midthun, Kjetil; … - In: The energy journal 37 (2016), pp. 5-32
Persistent link: https://www.econbiz.de/10011596425
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Contingency analysis for gas transport networks with hydrogen injection
Clees, Tanja - In: Mathematical methods of operations research : ZOR 95 (2022) 3, pp. 533-563
Persistent link: https://www.econbiz.de/10013454923
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Smooth transition, non-linearity and current account sustainability : evidence from the European countries
Chen, Shyh-wei - In: Economic modelling 38 (2014), pp. 541-554
Persistent link: https://www.econbiz.de/10010418976
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An examination of convergence hypothesis for EU-15 countries
Ceylan, Reşat; Abiyev, Vasif - In: International review of economics & finance : IREF 45 (2016), pp. 96-105
Persistent link: https://www.econbiz.de/10011626328
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Persistence of the sovereign debt components and debt sustainability : some evidence for the US and Europe
Caporale, Guglielmo Maria; Martin-Valmayor, Miguel A.; … - 2024
This paper analyses the persistence and mean reversion properties of sovereign debt and its components by applying fractional integration methods to long runs of annual data starting in 1831 for the UK and the US, in 1862 for Italy and in 1881 for France and Germany, and ending in all cases in...
Persistent link: https://www.econbiz.de/10015077843
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EU gas supply security : unfinished business
Noe͏̈l, Pierre - 2013
Persistent link: https://www.econbiz.de/10009754549