نتایج جستجو برای: carbon efficient stock index
تعداد نتایج: 1160265 فیلتر نتایج به سال:
Currently, information on forest biomass is available from a mixture of sources, including in-situ measurements, national forest inventories, administrative-level statistics, model outputs and regional satellite products. These data tend to be regional or national, based on different methodologies and not easily accessible. One of the few maps available is the Global Forest Resources Assessment...
VandenBygaart, A. J. and Angers, D. A. 2006. Towards accurate measurements of soil organic carbon stock change in agroecosystems. Can. J. Soil Sci. 86: 465–471. In response to Kyoto Protocol commitments, countries can elect agricultural carbon sinks to offset emissions from other sectors, but they need to verify soil organic carbon (SOC) stock change. We summarize issues we see as barriers to o...
In this paper, we examine the stock market efficiency of the members of the Association of South East Asian Nations (ASEAN). We use the conventional individual variance ratio tests like the Lo and MacKinlay (1988) test, Choi (1999) test, Wright (2000) test and Chen and Deo (2006)) test to check for the efficient market hypothesis in these markets. We also perform the spectral shape test of Durl...
Developing countries are required to produce robust estimates of forest carbon stocks for successful implementation of climate change mitigation policies related to reducing emissions from deforestation and degradation (REDD). Here we present a "benchmark" map of biomass carbon stocks over 2.5 billion ha of forests on three continents, encompassing all tropical forests, for the early 2000s, whi...
This study investigates the time evolution of market efficiency in Japanese stock markets, considering three indices: Tokyo Stock Price Index (TOPIX), Exchange Second Section Index, and TOPIX-Small. The Hurst exponent reveals that markets are inefficient their early stages improve gradually. TOPIX TOPIX-Small showed an anti-persistence around year 2000, which still persists. degree multifractal...
This paper examines the hypothesis that both stock returns and volatility are asymmetrical functions of past information derived from domestic and US stock market news. By employing a double-threshold regression GARCH model to investigate four major index return series, we find significant evidence to sustain the asymmetrical hypothesis of stock returns. Specifically, evidence strongly supports...
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