Showing 151 - 160 of 2,351
The paper presents an overview of recent topical research on global, energy, health & medical, and tourism economics, and global software. We have interpreted “global” in the title of the Journal of Reviews on Global Economics to cover contributions that have a global impact on economics,...
Persistent link: https://www.econbiz.de/10011662544
Under anti-globalization and isolationism, China is seeking to portray itself as a new leader for globalization under the banner of the Silk Road initiative. Meanwhile, China’s traditional and comparatively advantaged industry, silk, has faced dire predicaments and challenges for long time,...
Persistent link: https://www.econbiz.de/10011662545
Email is one of the most powerful tools for communication. Many businesses use email as the main channel for communication, so it is possible that substantial data are included in email content. In order to help businesses grow faster, a workflow management system may be required. The data...
Persistent link: https://www.econbiz.de/10011662546
It is well known that there is an intrinsic link between the financial and energy sectors, which can be analysed through their spillover effects, which are measures of how the shocks to returns in different assets affect each other's subsequent volatility in both spot and futures markets....
Persistent link: https://www.econbiz.de/10011996068
This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...
Persistent link: https://www.econbiz.de/10011996648
Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal...
Persistent link: https://www.econbiz.de/10012099798
Recent research shows that efforts to limit climate change should focus on reducing emissions of carbon dioxide over other greenhouse gases or air pollutants. Many countries are paying substantial attention to carbon emissions to improve air quality and public health. The largest source of...
Persistent link: https://www.econbiz.de/10011819444
Following the recent terrorist attacks in Paris, the European media emphatically pronounced that billions of Euros were wiped from tourism related stocks. The theoretical relationship of the industry with such unexpected non-macro incidents received moderate academic coverage. Nevertheless, the...
Persistent link: https://www.econbiz.de/10011819445
Homm and Pigorsch (2012a) use the Aumann and Serrano index to develop a new economic performance measure (EPM), which is well known to have advantages over other measures. In this paper, we extend the theory by constructing a one-sample confidence interval of EPM, and construct confidence...
Persistent link: https://www.econbiz.de/10011819448
In the class of univariate conditional volatility models, the three most popular are the generalized autoregressive conditional heteroskedasticity (GARCH) model of Engle (1982) and Bollerslev (1986), the GJR (or threshold GARCH) model of Glosten, Jagannathan and Runkle (1992), and the...
Persistent link: https://www.econbiz.de/10011819449