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Arne Vogler and Florian Ziel
The present paper considers the problem of choosing among a collection of competing electricity price forecasting models to address a stochastic decision-making problem. We propose an event-based evaluation framework applicable to any optimization proble...
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Salem Alshihab
Pág. 56 - 66
This study investigates the impact of certain macroeconomic determinants on stock market returns in the Gulf Cooperation Council (GCC). Those macroeconomic factors are: interest rates, oil prices, exchange rates, and money supply. Those factors were empi...
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Chia-Lin Chang, Michael McAleer and Chien-Hsun Wang
It is well known that there is an intrinsic link between the financial and energy sectors, which can be analysed through their spillover effects, which are measures of how the shocks to returns in different assets affect each other?s subsequent volatilit...
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Saâd Benbachir,Sihame Lembarki
Pág. 103 - 114
The drop in the price of crude oil in 2014 left no one indifferent, and motivated several researchers to analyse the nature of the relationship between the physical and the financial market of this commodity. This article discusses the issue of Spot and ...
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Abdul Waheed
Pág. 234 - 240
This study investigates the macroeconomic determinants of external debt in oil & gas exporting and importing countries. The study uses panel data of 12 oil & gas exporting and 12 oil & gas importing countries covering the period 2004-2013. The study iden...
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Ebru Caglayan Akay,Sinem Guler Kangalli Uyar
Pág. 880 - 891
The aim of this study is to investigate that how economic conditions change when crude oil shocks occured in 1980-2013 for MIST countries. Another objective of the study is to determine accurately the functional forms of the relationships between oil pri...
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Mihail Nikolaevich Dudin,Nikolaj Vasil'evich Lyasnikov,Vladimir Dmitriyevich Sekerin,Anna Evgen'evna Gorohova,Sergey Valeryevich Bank
Pág. 248 - 256
Some issues related to the problems of development of the Arctic and subarctic areas, which according to various expert estimates contain between 15% and 25% of the world reserves of primary energy resources, are presented and disclosed in this article. ...
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