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DOES EXCHANGE RATE MATTER TO AGRICULTURAL BILATERAL TRADE BETWEEN THE UNITED STATES AND CANAD?
Cho, Guedae; Kim, Mina; Koo, Won W. - 2002
correction model (VECM) and the vector moving average model (VMA) with quarterly time series data from 1983 to 2000. This study …
Persistent link: https://www.econbiz.de/10009444008
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Testing market efficiency of crude palm oil futures to European participants
Liu, Xing - 2009
European participants whose delivery location in EU. Both Johanson cointegration test andVector Error Cointegration Mechnism … (VECM) are conducted to test long-run and short-run efficiency test for theEuropean spot market and four different futures …
Persistent link: https://www.econbiz.de/10009445965
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Financial liberalisation in India and a new test of the complementarity hypothesis
Pentecost, E J; Moore, T - 2006
financial sector in the early 1990s, using for the first time, state-of-art multivariate cointegration and vector error … correction models (VECM). From this robust test we find that for the Indian economy over the sample period 1951-1999 money and …
Persistent link: https://www.econbiz.de/10009465499
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Comparing different economic linkages among commodity futures
Chng, Michael T. - 2010
-link forecast generated from a VECM with two cointegrating vectors (KO-GA and GANR prices) outperforms both single-link forecasts …
Persistent link: https://www.econbiz.de/10009484127
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Measuring Competition between Non-Food and Food Demand on World Grain Markets : Is Biofuel Production Compatible with Pressure for Food Production ?
Benjamin, Catherine; Houee-Bigot, Magalie - 2007
World Econometric Modeling of Arable Crops. The aim of the model is to produce annual market projections over a medium …
Persistent link: https://www.econbiz.de/10009444944
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Alternate Models for Forecasting Hedge Fund Returns
Holden, Michael A - 2011
Alternate Models for Forecasting Hedge Fund ReturnsMichael HoldenFaculty Sponsor: Gordon Dash, Finance and Decision SciencesInvestors have always wanted to improve the efficiency of modeling realized volatility to maximize directional trading returns and substantially improve profitability. As...
Persistent link: https://www.econbiz.de/10009455888
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The British North Sea: The Importance Of And Factors Affecting Tax Revenue From Oil Production
Hill, Mark T 1974- - 2003
The oil industry is the richest and most influential industry in the world. The industry has moved the fates of nations. Oil is required to fight wars and exert power, and the restriction of this energy source is paramount to the restriction of movement, control, and in the end, power....
Persistent link: https://www.econbiz.de/10009456834
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US Monetary-Fiscal Policy Mix Evidence from a Quartovariate VECM
Zestos, George K.; Geary, Andrew N.; Cooksey, Kevin S. - 2011
This study investigates the effectiveness of monetary and fiscal policies in the US by employing cointegration and a …
Persistent link: https://www.econbiz.de/10009441678
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Making the world market price endogenous within the AGMEMOD modelling framework: an econometric solution
Listorti, Giulia; Esposti, Roberto - 2008
. This system of equations, written in a dynamic and error-correction form(VECM), substitutes the usual price …
Persistent link: https://www.econbiz.de/10009443209
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Impact and competitiveness of EU biofuel market – First view of the prices of biofuel market in relation to the global players
Liu, Xing - 2008
, we use vecto error cointegration Mechnism (VECM) to test the relationshipbetween three selected vegetable oil prices in …
Persistent link: https://www.econbiz.de/10009443238