Search Results - "Stenvall, David"

Rental market structure and housing dynamics: An interacted panel VAR investigation by Rubaszek, Michal, Stenvall, David, Uddin, Gazi Salah

“…Abstract This article uses the interacted panel VAR method to analyse how institutional factors related to the structure of the housing market explain…”
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Geopolitical shocks and commodity market dynamics: New evidence from the Russia-Ukraine conflict by Aizenman, Joshua, Lindahl, Robert, Stenvall, David, Uddin, Gazi Salah

“…We investigate the event-based geopolitical shocks from the Russian invasion of Ukraine on agricultural and energy commodities using daily event-based…”
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Interconnectedness between real estate returns and sustainable investments: A cross-quantilogram and quantile coherency approach by Haddad, Michel Ferreira Cardia, Sjö, Bo, Stenvall, David, Uddin, Gazi Salah, Dutta, Anupam

“…The real estate sector is a substantial energy consumer, contributing to a large share of global greenhouse gas emissions. Despite the known links between the…”
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Nonlinear tail dependence between the housing and energy markets by Stenvall, David, Hedström, Axel, Yoshino, Naoyuki, Uddin, Gazi Salah, Taghizadeh-Hesary, Farhad

“…This paper examines the quantile dependence between energy commodities (oil, coal, and natural gas) and the real housing returns of the nine US census…”
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Does energy efficiency matter for prices of tenant-owned apartments? by Stenvall, David, Cerin, Pontus, Sjö, Bo, Salah Uddin, Gazi

“…In this study, we use Energy Performance Certificate (EPC) information to investigate the effect of energy efficiency on the selling price of Swedish…”
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Quantile coherency across bonds, commodities, currencies, and equities by Salah Uddin, Gazi, Lucey, Brian, Rahman, Md Lutfur, Stenvall, David

“…This paper examines quantile coherency in bonds, commodities, currencies, and equities using a novel quantile coherency approach. While recent literature has…”
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