Search Results - "Applied economics"

The economics of BitCoin price formation by Ciaian, Pavel, Rajcaniova, Miroslava, Kancs, d'Artis

“…This is the first article that studies BitCoin price formation by considering both the traditional determinants of currency price, e.g., market forces of…”
Get full text

Bootstrapping the autoregressive distributed lag test for cointegration by McNown, Robert, Sam, Chung Yan, Goh, Soo Khoon

“…We propose a bootstrap autoregressive-distributed lag (ARDL) test. By applying the appropriate bootstrap method, some weaknesses underlying the Pesaran, Shin…”
Get full text

The roles of export diversification and composite country risks in carbon emissions abatement: evidence from the signatories of the regional comprehensive economic partnership agreement by Khan, Zeeshan, Murshed, Muntasir, Dong, Kangyin, Yang, Siqun

“…The ratification of the Regional Comprehensive Economic Partnership (RCEP) agreement has laid the platform for the signatory nations to boost their respective…”
Get full text

ICT adoption and income diversification among rural households in China by Leng, Chenxin, Ma, Wanglin, Tang, Jianjun, Zhu, Zhongkun

“…Although the determinants of income diversification have been widely examined in the literature, little is known about whether and how information and…”
Get full text

Spillovers between Bitcoin and other assets during bear and bull markets by Bouri, Elie, Das, Mahamitra, Gupta, Rangan, Roubaud, David

“…This article contributes to the embryonic literature on the relations between Bitcoin and conventional investments by studying return and volatility spillovers…”
Get full text

Uncertainty and crude oil market volatility: new evidence by Liang, Chao, Wei, Yu, Li, Xiafei, Zhang, Xuhui, Zhang, Yifeng

“…The main goal of this paper is to investigate the predictability of five economic uncertainty indices for oil price volatility in a changing world. We employ…”
Get full text

Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? by Bouri, Elie, Jalkh, Naji, Molnár, Peter, Roubaud, David

“…We study the relationship between Bitcoin and commodities by assessing the ability of Bitcoin to act as a diversifier, hedge, or safe haven against daily…”
Get full text

Determinants of the global and regional CO2 emissions: What causes what and where? by Dong, Kangyin, Dong, Xiucheng, Dong, Cong

“…Using the Stochastic Impacts by Regression on Population, Affluence, and Technology (STIRPAT) model and an unbalanced panel dataset of 128 countries covering…”
Get full text

Do investors in Green Bond market pay a premium? Global evidence by Nanayakkara, Madurika, Colombage, Sisira

“…We examine the pricing difference of Green Bonds (GB) and conventional bonds (CBs) in capital markets worldwide. Credit spread is used to observe whether…”
Get full text

Crypto-currency bubbles: an application of the Phillips-Shi-Yu (2013) methodology on Mt. Gox bitcoin prices by Cheung, Adrian (Wai-Kong), Roca, Eduardo, Su, Jen-Je

“…The creation of bitcoin heralded the arrival of digital or crypto-currency and has been regarded as a phenomenon. Since its introduction, it has experienced a…”
Get full text

Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility by Wen, Fenghua, Xiao, Jihong, Huang, Chuangxia, Xia, Xiaohua

“…This article examines the nonlinear Granger causality and time-varying influence between crude oil prices and the US dollar (USD) exchange rate using the…”
Get full text

Can cryptocurrencies be a safe haven: a tail risk perspective analysis by Feng, Wenjun, Wang, Yiming, Zhang, Zhengjun

“…Cryptocurrencies are one of the most promising financial innovations of the last decade. Different from major stock indices and the commodities of gold and…”
Get full text

How renewable energy reduces CO2 emissions? Decoupling and decomposition analysis for 25 countries along the Belt and Road by Wang, Jianda, Dong, Xiucheng, Dong, Kangyin

“…To explore how renewable energy reduces carbon dioxide (CO 2 ) emissions, this study decomposes the impacts of renewable energy on CO 2 emissions by employing…”
Get full text

Digital economy value chain: concept, model structure, and mechanism by Miao, Zhenlong

“…The paper breaks through the existing research on digital economy and value chain, puts forward to digital economy value chain (DEVC) for the first time,…”
Get full text

Financial inclusion and poverty: a tale of forty-five thousand households by Churchill, Sefa Awaworyi, Marisetty, Vijaya Bhaskar

“…Using a new nationally representative survey data covering approximately 45,000 Indian households, we examine the effects of financial inclusion on poverty. We…”
Get full text

Evaluating credit risk and loan performance in online Peer-to-Peer (P2P) lending by Emekter, Riza, Tu, Yanbin, Jirasakuldech, Benjamas, Lu, Min

“…Online Peer-to-Peer (P2P) lending has emerged recently. This micro loan market could offer certain benefits to both borrowers and lenders. Using data from the…”
Get full text

The long-run impact of human capital on innovation and economic development in the regions of Europe by Diebolt, Claude, Hippe, Ralph

“…Human capital is supposed to be an important factor for innovation and economic development. However, the long-run impact of human capital on current…”
Get full text

Predicting entrepreneurial behaviour: a test of the theory of planned behaviour by Kautonen, Teemu, van Gelderen, Marco, Tornikoski, Erno T.

“…This article contributes to the occupational choice literature pertaining to entrepreneurship by applying the Theory of Planned Behaviour (TPB) to predict…”
Get full text

How strong is the causal relationship between globalization and energy consumption in developed economies? A country-specific time-series and panel analysis by Shahbaz, Muhammad, Shahzad, Syed Jawad Hussain, Mahalik, Mantu Kumar, Sadorsky, Perry

“…We examine the causal relationship between globalization, economic growth and energy consumption for 25 developed economies using both time series and panel…”
Get full text

Forecasting realized volatility of crude oil futures with equity market uncertainty by Wen, Fenghua, Zhao, Yupei, Zhang, Minzhi, Hu, Chunyan

“…This paper examines whether the equity market uncertainty (EMU) index contains incremental information for forecasting the realized volatility of crude oil…”
Get full text