Various studies on the relationship between world oil prices and stock markets that have
been done previously mostly still done by using a static approach or an approach to test …

Adaptive base stock policy is a well-known tool for managing inventories in nonstationary
demand environments. This paper presents empirical tests of this policy using aggregate …

Electricity generated by renewable energy sources creates a downward pressure on
wholesale prices through-the so-called" merit order effect". This effect tends to lower …

The most popular econometric models in the panel data literature are the class of linear
panel data models with unobserved individual-and/or time-specific effects. The consistency …

This study examines how the Nigerian Stock Exchange (NSE) is responding to the COVID-
19 pandemic in the form of risk-return relationship and volatility. Panel data analyses of …

Stock returns of companies listed on the stock exchange is one of the most important criteria
in assessing the macroeconomic. This study investigates the effect of exchange rate …

摘要为弥补现有VaR 测算模型在同时测算多汇率风险因子VaR 值过程中的不足,
笔者将面板GARCH 模型应用于汇率风险的VaR 测算中, 通过与一元GARCH 模型 …

This paper examines the interrelationship between inflation, inflation uncertainty, growth,
and growth uncertainty. We find a negative effect of output uncertainty on output growth and …

En este trabajo se analiza el efecto de la incertidumbre real y la inflación sobre el
crecimiento económico en México y Brasil. Partiendo de hipótesis teóricas que describen …