Showing 1 - 10 of 1,968
&Gas industry and its links with the energy sector and the environment. In the next decade oil companies will have to deal with …
Persistent link: https://www.econbiz.de/10011325127
&Gas industry and its links with the energy sector and the environment. In the next decade oil companies will have to deal with …
Persistent link: https://www.econbiz.de/10011592924
&Gas industry and its links with the energy sector and the environment. In the next decade oil companies will have to deal with …
Persistent link: https://www.econbiz.de/10005385444
Though there is a very large literature examining whether energy use Granger causes economic output or vice versa, it … to test whether increases in energy use and energy quality have driven economic growth or vice versa. We show that these … the introduction of structural breaks. The relationship between energy and growth may also have changed over time – energy …
Persistent link: https://www.econbiz.de/10010868695
This paper applies recently developed procedures to monitor and date so-called "financial market dislocations", defined as periods in which substantial deviations from arbitrage parities take place. In particular, we focus on deviations from the triangular arbitrage parity for exchange rate...
Persistent link: https://www.econbiz.de/10012254820
We identify variables that help explain the persistent weakness of the Norwegian krone since 2016 within a fully simultaneous model of the underlying process driving the krone-euro exchange rate. In addition to a set of fundamental variables we consider non-traditional explanatory variables...
Persistent link: https://www.econbiz.de/10013480202
In this study, we model realized volatility constructed from intraday high-frequency data. We explore the possibility of confusing long memory and structural breaks in the realized volatility of the following spot exchange rates: EUR/USD, EUR/JPY, EUR/CHF, EUR/GBP, and EUR/AUD. The results show...
Persistent link: https://www.econbiz.de/10012900291
This paper examines stock market integration between the ASEAN five and the US and China, respectively, over the period from November 2002 to March 2018. The linkages between both aggregate and financial sector stock indices (both weekly and monthly) are analysed using fractional integration and...
Persistent link: https://www.econbiz.de/10012891049
This paper applies recently developed procedures to monitor and date so-called "financial marketdislocations", defined as periods in which substantial deviations from arbitrage parities take place. In particular, we focus on deviations from the triangular arbitrage parity for exchange rate...
Persistent link: https://www.econbiz.de/10012619980
We identify variables that help explain the persistent weakness of the Norwegian krone since 2016 within a fully simultaneous model of the underlying process driving the krone-euro exchange rate. In addition to a set of fundamental variables we consider non-traditional explanatory variables...
Persistent link: https://www.econbiz.de/10013257136