The nexus between technological innovations and environmental quality has been much discussed in the field of energy economics policy. However, role overseas eco-friendly innovation collaboration on India remains unaddressed. In such a line, our study raises question whether total are important towards health protection natural environment India. This motivates us to their effects India’s carbo...

The paper aims to examine the nonlinear asymmetric relationship among implied volatility indices of Indian stock market, gold, and oil for period from 2nd March 2009 29th October 2021. Nonlinear Autoregressive Distributed Lag (NARDL) model results provide evidence selected variables in short-run long-run. positive negative shocks gold have a significant influence on market. expected has short-t...

This paper investigates the existence of Granger causality and cointegrated relationships between tourism related Foreign Direct Investment (FDI) and tourism development in developing countries using panel VECM techniques from 1995 to 2008. The results confirm the existence of a co-integrated relationship between variables in the long run. In addition, there is a bilateral long-run causality be...

Co-integration models the long-term, equilibrium relationship of two or more related financial variables. Even if cointegration is found, in the short run, there may be deviations from the long run equilibrium relationship. The aim of this work is to forecast these deviations using neural networks and create a trading strategy based on them. A case study is used: co-integration residuals from A...

This paper examines the causal relationship between stock prices and macroeconomic aggregates in Iran, by applying the techniques of the long–run Granger non–causality test proposed by Toda and Yamamoto (1995). We test the causal relationships between the TEPIX Index and the three macroeconomic variables: money supply, value of trade balance, and industrial production using quarterly data for t...

Abstract The present study investigates the impact of macroeconomic factors on food price inflation in India utilizing monthly time series during January 2006–March 2019. long-run relationship is confirmed among variables using ARDL bounds testing approach to cointegration. coefficients estimates show that per capita income, money supply, global prices, and agricultural wages are positively sig...

The objective of this paper is to reinvestigate the relationship between natural gas consumption and economic growth by including foreign direct investment, capital and trade openness in Malaysia for the period of 1971-2012. The structural break unit root test is employed to investigate the stationary properties of the series. We have applied combined cointegration test to examine the relations...

Abstract T he financial crisis in 2007-2008 has turned into the most far-reaching international financial and economic crisis since the Great Depression. Indeed, the crisis-affected Asian countries experienced varying degrees of changes in the exchange rate and prices following an initial shock of sharp depreciation of their currencies in the second half of 1997. Moreover,...