We study auto-correlations and cross-correlations of daily price changes and daily volume changes of thirteen global stock market indices, using multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DXA). We find rather distinct multifractal behavior of price and volume changes. Our results indicate that the time series of price changes a...

• We consider spillovers between oil price volatility, OVX , and key uncertainty indicators. use monthly data for the VIX US EPU global geopolitical risk partisan conflict indices. employ Diebold Yilmaz framework to extract net pairwise indicators . All different types of are linked but only from contain significant in-sample predictive information. Spillovers do not generate real out-of-sample...

This study explores the impact of COVID-19, crude oil price, US economic policy uncertainty, baltic dry index, and stock market volatility on bank indices. is conducted based daily data ranging from 21st January 2020 to 30th October 2020. The wavelet coherence analysis suggests that rising COVID-19 cases in have a strong both Also, global influence indices, although it not as cases. Additionall...

INTRODUCTION Prices are a standard and important component of market and food security analysis because they serve as an indicator of both food availability and food access. Prices are a measure of availability because they tend to rise as the supply of food falls in relation to demand (e.g., poor production, constrained imports of food), and they tend to fall when supply expands in relation to...

This paper extends work in the field of Constant Quality Price Indexing by using Neural Networks to estimate the model. A series of housing data sets is used to develop constant quality price indices using traditional econometric techniques and using neural networks incorporating genetic algorithms. The analysis indicates that neural networks are a real alternative to the econometric methods. I...

OBJECTIVE To quantitatively summarize results (i.e., prices and affordability) reported from international drug price comparison studies and assess their methodological quality. METHODS A systematic search of the most relevant databases-Medline, Embase, International Pharmaceutical Abstracts (IPA), and Scopus, from their inception to May 2009-was conducted to identify original research compar...