VAR Model - Articles - Scientific Research Publishing

The Time-Varying Spillover Effects between China’s Carbon Markets and Energy Market: Evidence Using the TVP-DY Index Model (Articles)

Xiao Sun, Huihui Li, Lantao Xu

American Journal of Industrial and Business Management Vol.12 No.6, June 24, 2022

DOI: 10.4236/ajibm.2022.126059 437 Downloads 1,739 Views Citations
The Impact of Investor Attention on China’s Corn Futures Price (Articles)

Lu Zhang, Yinpeng Zhang, Li Sun, Junwei Cheng

Journal of Mathematical Finance Vol.13 No.2, May 23, 2023

DOI: 10.4236/jmf.2023.132009 249 Downloads 1,027 Views Citations
This article belongs to the Special Issue on Mathematical Methods in Finance
Measuring Causal Effect with ARDL-BART: A Macroeconomic Application (Articles)

Pegah Mahdavi, Mohammad Ali Ehsani, Daniel Felix Ahelegbey, Mehrnaz Mohammadpour

Applied Mathematics Vol.15 No.4, April 30, 2024

DOI: 10.4236/am.2024.154018 219 Downloads 946 Views Citations
Estimation and Application of GARCH-X Model Based on High-Frequency Data (Articles)

Zefang Song, Lingjun Chen, Wenlin Huang

American Journal of Industrial and Business Management Vol.15 No.2, February 20, 2025

DOI: 10.4236/ajibm.2025.152012 197 Downloads 1,372 Views Citations
This article belongs to the Special Issue on Business, Finance and Investment
Study on the Influence of Green Economy on Foreign Trade of Zhejiang
—Taking Old and New Three Types as Examples (Articles)

Hao Yan, Lemin Bei, Weiyi Zha

Open Journal of Business and Management Vol.13 No.2, March 21, 2025

DOI: 10.4236/ojbm.2025.132070 88 Downloads 559 Views Citations
Asymmetric Oil Price Shock Response: A Comparative Analysis (Articles)

Olukorede Abiona

Open Journal of Social Sciences Vol.2 No.4, April 18, 2014

DOI: 10.4236/jss.2014.24041 4,629 Downloads 7,080 Views Citations
Analyzing the Structural Relationship between Money Supply, Inflation, and Economic Growth in Sierra Leone: A VAR Model Approach (Articles)

Foday Daboh, Ezekiel K. Duramany-Lakkoh, Terrence Laurel Knox-Goba

Theoretical Economics Letters Vol.14 No.4, August 26, 2024

DOI: 10.4236/tel.2024.144080 255 Downloads 1,868 Views Citations
Research on the Influencing Effect between CHVA and CPI in China Based on VAR Models (Articles)

Jinge Zhou, Juan Chen, Xiuli Yu, Yifan Li, Qifeng Lin

American Journal of Industrial and Business Management Vol.3 No.4, July 23, 2013

DOI: 10.4236/ajibm.2013.34044 4,297 Downloads 6,452 Views Citations
Investigating Influential Factors on Improving Poverty Conditions in Latin America (Articles)

Keisuke Mitsumoto, Koichi Yamaura

Journal of Human Resource and Sustainability Studies Vol.6 No.2, June 4, 2018

DOI: 10.4236/jhrss.2018.62035 1,180 Downloads 2,949 Views Citations
Animal Feed Business Risk Assessment Quantification COVID-19 and Supply Chains Disruptions Losses (Articles)

Kheiry Hassan M. Ishag

Journal of Mathematical Finance Vol.14 No.3, August 14, 2024

DOI: 10.4236/jmf.2024.143019 185 Downloads 973 Views Citations
CO₂ Forcing of Changes in Lower Tropospheric Temperatures: A Time Series Analysis (Articles)

Peter R. Hartley

American Journal of Climate Change Vol.14 No.4, December 22, 2025

DOI: 10.4236/ajcc.2025.144034 157 Downloads 940 Views Citations
Money Supply and Inflation in Nigeria: Implications for National Development (Articles)

Olorunfemi Sola, Adeleke Peter

Modern Economy Vol.4 No.3, March 27, 2013

DOI: 10.4236/me.2013.43018 14,429 Downloads 25,292 Views Citations
Quantitative Risk Analysis of the Futures Company’s Own Business Based on VaR Model (Articles)

Jianfei Len, Xu Gao, Guorong Jia

Journal of Financial Risk Management Vol.3 No.4, November 13, 2014

DOI: 10.4236/jfrm.2014.34012 3,743 Downloads 5,474 Views Citations
Measuring and Comparing the Value-at-Risk Using GARCH and CARR Models for CSI 300 Index (Articles)

Chunchou Wu

Theoretical Economics Letters Vol.8 No.6, April 23, 2018

DOI: 10.4236/tel.2018.86078 1,191 Downloads 5,730 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
A Simulation Study on the Performances of Classical Var and Sims-Zha Bayesian Var Models in the Presence of Autocorrelated Errors (Articles)

M. O. Adenomon, V. A. Michael, O. P. Evans

Open Journal of Modelling and Simulation Vol.3 No.4, September 30, 2015

DOI: 10.4236/ojmsi.2015.34016 4,729 Downloads 6,034 Views Citations
On the Performances of Classical VAR and Sims-Zha Bayesian VAR Models in the Presence of Collinearity and Autocorrelated Error Terms (Articles)

M. O. Adenomon, V. A. Michael, O. P. Evans

Open Journal of Statistics Vol.6 No.1, February 25, 2016

DOI: 10.4236/ojs.2016.61012 3,756 Downloads 5,987 Views Citations
FDI and Economic Development: Evidence from Mainland China (Articles)

Liyan Liu

Journal of Service Science and Management Vol.4 No.4, December 7, 2011

DOI: 10.4236/jssm.2011.44047 5,667 Downloads 12,304 Views Citations
Central Bank Communication, Ambiguity and Market Interest Rates: A Case Study (Articles)

Carlo Di Giorgio, Enzo Rossi

Modern Economy Vol.3 No.3, May 22, 2012

DOI: 10.4236/me.2012.33039 5,933 Downloads 9,489 Views Citations
The Researches on Exchange Rate Risk of Chinese Commercial Banks Based on Copula-Garch Model (Articles)

Baoqian Wang, Tingting Cao, Shu Wang

Modern Economy Vol.5 No.5, May 23, 2014

DOI: 10.4236/me.2014.55051 4,874 Downloads 6,920 Views Citations
A Research on the Risk Measure of Chinese Copper Futures Market Based on VaR (Articles)

Hu’e Zhao

Open Journal of Social Sciences Vol.2 No.9, August 26, 2014

DOI: 10.4236/jss.2014.29007 3,635 Downloads 4,594 Views Citations

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