This study explores the dynamic nature of return, volatility and correlation transmission mechanism among Indian exchange rates relative to US dollar (USD), Great Britain pound (GBP), euro and Japanese yen. We make use of the dynamic conditional correlation (DCC) vector autoregressive...

The aim of this paper is to determine whether risk variables in particular interest rate and exchange rate play any important role in predicting sector price indices in the stock market. The stock market indices used include All-share index, banking index, insurance index, food and beverage...

The present study applies three time series models, namely, Grey-Markov model, Grey-Model with rolling mechanism, and singular spectrum analysis (SSA) to forecast the consumption of conventional energy in India. Grey-Markov model has been employed to forecast crude-petroleum consumption while...

The grey model GM(1,1), which is based on grey system theory, has become a powerful tool for the prediction problems in power systems. However, the prediction accuracy of grey model is unsatisfying when original data set shows great randomness. In this paper, in order to improve the prediction...

Energy demand forecasting is an important issue for governments, energy sector investors and other related corporations. Although there are several forecasting techniques, selection of the most appropriate technique is of vital importance. One of the forecasting techniques which has proved...

China is a major developing country where farmers account for over 57% of the population. Thus, promoting a rural economy is crucial if the Chinese government is to improve the quality of life of the nation as a whole. To frame scientific and effective rural policy or economic plans, it is...