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Trade efficiency under FTA for Thailand's agricultural exports : copula-based gravity stochastic frontier model

Arisara Romyen; Chonrada Nunti; Paramin Neranon - In: Journal of economic structures : JES; the official … 12 (2023), pp. 1-17

This study investigated the trade efficiency and trade effects under Free Trade Agreements for Thailand's agricultural …, copula-based Gravity Stochastic Frontier Models (GSFM) using panel criteria were constructed to estimate trade efficiency ….48) had the highest export efficiencies followed by India (0.41), New Zealand (0.39), and Australia (0.33) in rank order …

Persistent link: https://www.econbiz.de/10014497268

Portfolio speculation and commodity price volatility in a stochastic storage model

Vercammen, James Alfred; Doroudian, Ali - In: American journal of agricultural economics 96 (2014) 2, pp. 517-532

Persistent link: https://www.econbiz.de/10010411908

Currency risk : comovements and intraday cojumps

Lahaye, Jérôme - In: Annals of economics and statistics 123/124 (2016), pp. 53-76

Persistent link: https://www.econbiz.de/10011592734

Is the risk-return relation positive? : Further evidence from a stochastic volatility in mean approach

Loudon, Geoffrey F. - In: Applied financial economics 16 (2006) 13, pp. 981-992

Persistent link: https://www.econbiz.de/10003377852

Application of Stochastic Optimal Control to Financial Market Debt Crises

Stein, Jerome L. - 2009

This interdisciplinary paper explains how mathematical techniques of stochastic optimal control can be applied to the recent subprime mortgage crisis. Why did the financial markets fail to anticipate the recent debt crisis, despite the large literature in mathematical finance concerning optimal...

Persistent link: https://www.econbiz.de/10014210945

Flexible Fourier Stationary Test in GDP Per Capita for Central Eastern European Countries

Chang, Hsu-Ling - 2013

The main goal of the paper is to investigate whether real GDP follows a trend stationary or a different stationary process. Our hypothesis is that real output is characterized by a non-linear mean reverting process. It is flexible Fourier stationary unit root test proposed by Enders and Lee...

Persistent link: https://www.econbiz.de/10013081906

India's calorie consumption puzzle: insights from the Stochastic Cost Frontier Analysis of calorie purchases

Hazarika, Gautam; Paul, Sourabh Bikas - 2020

Between the early 1970s and very nearly the present, Indians' per capita calorie consumption declined. This decline, perplexing in the face of rising per capita income when malnutrition is rampant, has been termed India's Calorie Consumption Puzzle. It has been partially attributed to a squeeze...

Persistent link: https://www.econbiz.de/10012293706