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Onder Buberkoku
Pág. 36 - 50
This study examines the out-of-sample value-at-risk forecasting performance of the GARCH, FIGARCH, HYGARCH and FIAPARCH models for West Texas intermediate crude oil, Europe Brent crude oil, heating oil#2, propane and New York Harbour Conventional Gasolin...
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Miroslava Zavadska, Lucía Morales and Joseph Coughlan
Crude oil is the dominant energy resource worldwide. The focus of this paper is on its historical behaviour and subsequent implications for the global economy with an emphasis on the lead?lag relationship between spot and future prices. The paper examine...
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Electra Pitoska,Androniki Katarachia,Grigoris Giannarakis,Charalampos Tsilikas
Pág. 113 - 118
During the last decades there has been an increased interest regarding socially responsible stock indexes. However, there is a limitless literature body regarding the factors that affect these types of indexes. For this reason, this paper intends to inve...
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Grigoris Giannarakis,Alexandros Garefalakis,Christos Lemonakis,Nikolaos Sariannidis
Pág. 556 - 561
The scope of this study is to address the impact of stock index returns on exchange rate. In particular, it aims to fill the literature gap regarding the determinant role of socially responsible companies on the exchange rate Trade Weighted U.S. Dollar I...
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Rangga Handika,Sigit Triandaru
Pág. 6 - 9
This paper investigates Value-at-Risk (VaR) in the Australian interconnected power markets. We model the price change using seven different volatility models and perform the back testing from both investors? (sellers? side) and retailers? (buyers? side) ...
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Ludmila Nikolaevna Deputatova,Eugeniia Rinatovna Mukhina,Anna Valerevna Marinina,Vladimir Pavlovich Postnikov,Eugeniia Andreevna Lazukova
Pág. 42 - 48
In modern terms, interesting creative work in the close-knit team is becoming a major factor determining the choice of a good specialist. Provision of this factor in the enterprise becomes an important issue in the intellectual work management system. Th...
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