Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10012512191
Persistent link: https://www.econbiz.de/10012815114
This study explores the role of the information and communication Technology (ICT) and financial development (FD) on both carbon emissions and economic growth for the G7 countries for the period 1990-2014. Using PMG, we found that ICT has a long run positive effect on emissions, while FD is a...
Persistent link: https://www.econbiz.de/10012101388
We apply pair vine copulas, specifically the C-vine and R-vine copulas, to examine the conditional multivariate dependence pattern/structure and R-vine copula-based value-at-risk (VaR) to assess financial portfolio risk. We examine the co-dependencies of 13 major commodity markets (which include...
Persistent link: https://www.econbiz.de/10012137783
Persistent link: https://www.econbiz.de/10012175739
This study explores the role of the information and communication Technology (ICT) and financial development (FD) on both carbon emissions and economic growth for the G7 countries for the period 1990-2014. Using PMG, we found that ICT has a long run positive effect on emissions, while FD is a...
Persistent link: https://www.econbiz.de/10012112226
We apply pair vine copulas, specifically the C-vine and R-vine copulas, to examine the conditional multivariate dependence pattern/structure and R-vine copula-based value-at-risk (VaR) to assess financial portfolio risk. We examine the co-dependencies of 13 major commodity markets (which include...
Persistent link: https://www.econbiz.de/10012389148