Covid-19 disrupted people’s lives and the world’s economic activities in major ways. The pandemic affected, businesses, companies, investors stock market. This paper aims to how normalized affect United States market by analyzing three US markets: S&P500, NASDAQ, DJIA. aim was examine effect on market’s return volatility. To analyze impact of pandemic, vector autoregression models (VAR) as ...

Purpose Might the impact of global economic policy uncertainty (GEPU) and long-term bond yields on oil prices be asymmetric? This paper aims to consider effects GEPU US government using quantile-based analysis nonlinear vector autoregression (VAR) model. The author hypothesized whether negative positive changes in USA have different prices. Design/methodology/approach To address this question, ...

China is a considerable grain importer in the world. However, sustainability of China’s imports has been greatly challenged by its increasing economic policy uncertainty (EPU).This paper constructs indicators and environmental net analyzes impact EPU index on these with Time-Varying Parameter Stochastic Volatility Vector Autoregression (TVP-SV-VAR) model to explore how affects imports. The main...

This study aims to examine the cyclical instability of Islamic banking in Indonesia, Malaysia, and Pakistan. A stable system can give public confidence conduct transactions thus grow economy. The proxy variable for stability used is z-score, with 156 periods research data from January 2007 December 2019. Markov Switching Vector Autoregression (MS-VAR) method was employed. results show that Indo...

This paper investigates the relation between aggregate investment and oil volatility and its permanent and transitory components for a developing country, Malaysia. In the paper, the components generalized autoregressive conditional heteroskedasticity (CGARCH) model is utilized to decompose conditional oil volatility into permanent oil volatility and transitory oil volatility. Respectively refl...

The objective of this study is to examine the effects of regulation policy on online gambling, an increasingly popular type of entertainment in the online game industry. Prior information systems (IS) studies on online game focus primarily on user behavior. However, there is a growing need to investigate the effects of regulation policy on dynamic changes of games or service providers instead o...

Under the influence of global climate change and urbanization processes, number available water resources (AWRs) in basins has become significantly more uncertain, which restricted sustainable development basins. Therefore, it is important for us to understand relationship between land use (LU) patterns on AWRs a basin development. To this end, vector autoregressive (VAR) method was adopted con...