(2022). Analyzing the ecological relations of technology innovation of the Chinese high-tech industry based on the Lotka-Volterra model. PLoS One, 17(5), e0267033. Article CAS Google Scholar Xia, R., Long, Z., Xing, L., & Khan, Y. A. (2023). Achieving sustainable development ...
Using the nonlinear autoregressive distributed lag model, our results show strong evidence for the existence of an asymmetric effect of terrorist attacks on tourism receipts and the number of tourist arrivals. Interestingly, the results reveal that terrorist attacks decreases have a higher impact on ...
From Table 8 using both the FMOLS and DOLS for analysis in model 1, it can be seen that I40 and GOV are significant at 1% significance level while in the model 2, we can also see that the interaction of I40 and GOV appear to be significant also at 1% significance level. This is ...
This paper uses the nonlinear autoregressive distributed lag (NARDL) model to analyze the different performances of Bitcoin and gold under the impacts of three different uncertainties, namely global economic policy uncertainty (GEPU), US stock market volatility index (VIX) and the CBOE crude oil ETF...
Asymmetric Impact of Oil Price Shock on Stock Market in China: A Combina- tion Analysis Based on SVAR Model and NARDL Model. Emerging Markets Finance and Trade. 2017. (forthcoming).Hu, C., Liu, X., Pan, B., Chen, B., Xia, X. (2017). Asymmetric impact of oil price shock on ...
To characterize asymmetry, we employ the nonlinear autoregressive distributed lag (NARDL) model of Shin, Yu, and Greenwood-Nimmo (2014), in which both short- and long-run nonlinearities are captured through positive and negative partial sum decompositions of the explanatory variable(s). Using the ...
The aim of this paper is to search for a possible asymmetric effect of the exchange rate on the stock market by Nonlinear Autoregressive Distributed Lag Model using the data spanning June 2002 - March 2018 for an oil producer country, Kuwait, while controlling consumer ...
GoldUncertaintyNARDLAsymmetric effectsThis paper uses the nonlinear autoregressive distributed lag (NARDL) model to analyze the different performances of Bitcoin and gold under the impacts of three different uncertainties, namely global economic policy uncertainty (GEPU), US stock market volatility index (...
SVAR modelThis article integrates the SVAR model and nonlinear ARDL (NARDL) model to analyze the long-run and short-run asymmetric effect of structural oil price shocks on the Chinese stock market. We reveal that the demand-side shocks of oil price have a significant impact on the Chin...
Antweiler W, Copeland R, Taylor MS (2001b) Is free trade good for the emissions: 1950–2050. Rev Econ Stat 80:15–27 Google Scholar Aye GC, Edoja PE (2017) Effect of economic growth on CO2 emission in developing countries: evidence from a dynamic panel threshold model. Cogent Econ Fi...