The study investigates the effect of macroeconomic determinants on the performance of the Indian Stock Market using monthly data over the period January 1991 to December 2011 for eight macroeconomic variables, namely, Interest Rate, Inflation, Exchange Rate, Index of Industrial Production, Money Supply, Gold Price, Silver Price & Oil Price, and two stock market indices namely Sensex and S&P CNX...

We estimate the conditional distribution of trade-to-trade price changes using ordered probit, a statistical model for discrete dependent variables that possess a natural ordering. Such an approach takes into account the fact that transaction price changes occur in discrete increments, typically eighths of a dollar, and occur at irregularly spaced time intervals. Unlike existing continuous-time...

this study aims to estimate the function of copper consumption using the johansen approach in time series data, between 1991-2011 in iran. the literature review of specialized consumption and demand functions shows factors influencing the consumption of copper including copper price variables, aluminum price as a substitute commodity, oil price as a complementary commodity, and industrializatio...

The purpose of this study is to develop a forecasting model of daily wholesale price with macro and micro variables for a shipment timing support system for stored apples based on the transaction quantity and the wholesale price information announced by Seoul Agricultural & Marine Products Corporation’s online system. This study identified two operational definitions for production volume and a...

â â â  â â â  abstract â  using a structural var with block exogeneity, diagonality and identifying restrictions, this paper analyzes: first, the macroeconomic linkages among the oil price, u.s. output, interest rate, money supply, general price level and exchange rate and second, the relationships of the macroeconomic variables with the price indices of ten international nonfuel commodity grou...

Since the emergence of power market, the target of power generating utilities has mainly switched from cost minimization to revenue maximization. They dispatch their power energy generation units in the uncertain environment of power market. As a result, multi-stage stochastic programming has been applied widely by many power generating agents as a suitable tool for dealing with self-scheduling...

sugar beet is an important crop from the point of production and consumption. in this case, fars province is one of the largest producers iniran. the purpose of this study was to determine the effective factors on sugar beet supply. accordingly, time series information of the crop was collected from 1990 to 2004 infarsprovince and were analyzed through nerlove partially adjustment model that is...

introduction: land use in the overall concept is said to be the type of using land in the current situation which contains all users in different sectors of agriculture, natural resources and the industry. protecting land use is as follows: “prevent the change of application of certain lands by their owners, if their change has negative natural, economic, political, cultural, or scientific effe...

Social-economic variables influence transportation demand largely. Analyses of discrete choice model consider social-economic variables to study traveler’s mode choice and demand. However, to calibrate the discrete choice model needs to have plenty of questionnaire survey. Also, an aggregative model is proposed. The historical data of passenger volumes for high speed rail and domestic civil avi...