منابع مشابه
Investigating Cointegration and the Causal Relationship Between of Exchange Rate, Oil Price and Gas Price in Regional Markets
Short-term and long-term relationship between exchange rate, oil price and spot gas price of three regional gas markets was investigated using and estimating the Vector Autoregressive model. There is a significant and long-term relationship between variables.Short-term interactions of variables with Granger causality test One-year interaction of variables with intervals of one to twelve months ...
متن کاملInvestigating the Sustainability of Asian, European and American Regional Gas Markets in Response to Currency and Crude Oil Price Shocks
In this study, we model the long-term and dynamic relationships between spot oil and exchange rates and gas prices by applying the Markov switching vector self-regression model in three regional gas markets in USA, Europe and Asia. Price behavior is analyzed using Bayesian estimation to take into account the transition from an existing relationship and the delayed and recurring effects of pric...
متن کاملLinkages across Sovereign Debt Markets
We develop a multicountry model in which default in one country triggers default in other countries. Countries are linked to one another by borrowing from and renegotiating with common lenders with concave payoffs. A foreign default increases incentives to default at home because it makes new borrowing more expensive and defaulting less costly. Foreign defaults tighten home bond prices because ...
متن کاملOpen Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets
Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets Frank Davenport, Doug Steigerwald & Stuart Sweeney To cite this article: Frank Davenport, Doug Steigerwald & Stuart Sweeney (2016) Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets, Economic Geography, 92:2, 201-225, DOI: 10.1080/00130095.2015.1112731 To link to this article: http://d...
متن کاملSpatial Linkages in International Financial Markets
Spatial dependency has been broadly studied in several research areas, such as environmental criminology, economic geography, environmental sciences, and urban economics. However, it has been essentially overlooked in other subfields of economics and in the field of finance as a whole. A key element at stake is the definition of contiguity. In the context of financial markets, defining a metric...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2006
ISSN: 1556-5068
DOI: 10.2139/ssrn.929542