Recently, awareness about the significance of water management has risen as population growth and global warming increase, and economic activities and land use continue to stress our water resources. In addition, global water sustenance efforts are c...
In this paper, we are interested in modeling the dynamics of cutaneous leishmaniasis (CL) in Errachidia province (Morocco), using epidemiologic data and the most notable climatic factors associated with leishmaniasis, namely humidity, wind speed, rai...
Understanding the factors associated with economic growth remains a major policy concern for developing economies. Although external indebtedness, foreign direct investment (FDI), trade openness, and unemployment have been widely examined, relatively...
The recent rise in demand for electric vehicles (EV) and energy storage supporting power systems has increased the demand for lithium-ion batteries (LIB), and it is expected to be more significant in near future. However, materials for LIB, such as l...
Brazil is currently the world’s largest sugar producer and exporter, as well as the world’s largest producer and consumer of sugarcane ethanol as a transportation fuel. The growth of this market originates from a combination of government policies an...
In the aftermath of global financial crises and amid increasing complexity in banking operations, understanding and managing various types of risk—especially liquidity, credit, and solvency risks—has become a global concern for financial...
This paper provides a comparative, descriptive assessment of macroeconomic adjustment dynamics within the euro area in response to the inflationary and crisis-related disturbances of the 2015Q1–2024Q4 period, with particular attention to the CO...
This study analyzes factors affecting the price of South Korea’s Certified Emission Reduction (CER) using statistical methods. CER refers to the transaction price for the amount of carbon emitted. Analysis of results found a co-integration relationsh...
Understanding how international trade, FDI and human capital (FDI-HC and ET-HC) in the ICT industry affect Taiwan’s stable economic growth between 2001 and 2020 is the main objective of this study. The empirical analysis method used in this stu...
The goal of this study is to detect linear and nonlinear causal pathways toward climate change as measured by changes in global mean surface temperature and global mean sea level over time using a data-based approach in contrast to the traditional ph...
Over the past three decades, China and India have attained economic power close to that of Japan and the U.S. During this period, the importance of the derivatives market within the financial market has been widely recognized. However, little support...
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We have investigated the interactions between economic growth and industrial wastewater discharge from 1978 to 2007 in China's Hunan Province using co-integration theory and an error-correction model. Two main economic growth indicators and four repr...
We examined the dynamic linkages among money market interest rates in the so-called “BRICS” countries (Brazil, Russia, India, China, and South Africa) by using weekly data of the overnight, one-, three-, and six- months, as well as of one...
Standardized longevity risk transfers often involve modeling mortality rates of multiple populations. Some researchers have found that mortality indexes of selected countries are cointegrated, meaning that a linear relationship exists between the ind...
This paper empirically investigates the interactions among CO2 emissions, economic growth, and three selected types of fossil energy consumption (coal, gas, and oil) using time series data from China over the period 1965–2015. Classic econometric ana...
In this paper the theory on the estimation of vector autoregressive (VAR) models for I(2) processes is extended to the case of long VAR approximation of more general processes. Hereby the order of the autoregression is allowed to tend to infinity at...
The study reveals that there is a relationship between foreign direct investments, trade, and growth rate of per capita GDP for Bangladesh with the help of annual time series data for 1973 to 2014. The Vector Error Correction Model (VECM) analysis sh...
Introducing uncertainty under fiscal sustainability conditions for the public debt provides a framework for analyzing debt dynamics. Such methods are commonly used for fiscal projections, but our aim here is retrospective; we evaluate the sudden jump...
This study considers the forecasting of mortality rates in multiple populations. We propose a model that combines mortality forecasting and functional data analysis (FDA). Under the FDA framework, the mortality curve of each year is assumed to be a s...
The generalized method of moments (GMM) estimator of the reduced-rank regression model is derived under the assumption of conditional homoscedasticity. It is shown that this GMM estimator is algebraically identical to the maximum likelihood estimator...
Construction price indices play a critical role in shaping construction activity and determining the economic success of building projects in Germany, where they can serve as central inputs to cost planning and to updating trade-level project budgets...
The main purpose of the current study is to investigate if tourism affects economic growth of China. The data set has been acquired from the Beijing Municipal Bureau of Statistics, and the time span of the data set takes into account a 20-year time p...
Soybean production and trade in the U.S. and Brazil are seasonal. Our research question is whether the seasonal tendencies cause the price relationship between U.S. and Brazilian soybean prices. Therefore, the objective is to test for seasonality in...
Saudi Arabia is actively boosting women’s labor force participation, exceeding 2022 targets to enhance human capital. The purpose of this study is to examine the nexus between women’s empowerment and economic growth using secondary data f...
This paper investigates the long-run relationship and short-run price dynamics between the German electricity and natural gas markets to assess market efficiency, with a focus on the impact of the Russia–Ukraine conflict. Employing Johansen coi...
In the present paper, horizontal and vertical integration was carried out on the wholesale and retail prices of wheat in the major markets of India. On confirming cointegration between the wholesale and retail prices of wheat in all needs, the vector...
This paper analyzes the effects of the real policy interest rate on the banking sector lending rate, the deposit rate, real stock prices, and the real exchange rate using the Engle Granger cointegration method (EG), the vector error-correction model...
The paper aims at vertical price transmission of the agri-food market in the Czech Republic. It is focused on the analysis of price transmission in pork meat by investigating the short-run and long-run relationships within the product and the speed o...
We employed a non-parametric causality test based on Singular Spectrum Analysis (SSA) and used the Vector Error Correction Model (VECM) and Information Share Model (IS) to measure the relationship between the futures and spot prices for seven major a...
Tax compliance is an important indicator for the proper functioning of the tax authority, influencing the budget revenue level. In this study, a Vector Error Correction Model (VECM) analysis was developed to identify the long-term relationships betwe...
This paper aims to identify the economic factors that significantly affect the demand for and supply of housing in three major cities in Turkey, such as Istanbul, Ankara, and Izmir. This study uses monthly data ranges from January 2010 to December 20...
Sustainable fresh food supply chains depend heavily on effective coordination under uncertain market conditions. Citrus export systems are particularly sensitive to perishability, seasonality, and cold-chain constraints. Under these conditions, relia...
In this paper we examined the interaction between greenhouse gas emissions, nuclear energy, coal energy, urban agglomeration, and economic growth in Pakistan by utilizing time series data during 1972–2019. The stationarity of the variables was...
Along with the growth of the marine tourism industry, the number of global cruise tourists is rapidly increasing; the competition among regions to attract cruise tourists is increasing. The current study aims to verify that the global cruise tourism...
This paper empirically investigates the link between the level of government revenue per capita and six indicators of the quality of governance in an unbalanced panel data set consisting of all countries in the world (217 countries; due to some missi...
The electric power industry has a dominant contribution to economic development in China, and growth in the industry needs to help the economy grow, protect the environment, and give people access to electricity. The current study’s main goal i...
Using daily data, we investigate the relationship between European LNG prices, carbon prices (CO2), electricity wholesale prices and changes in the electricity sector’s energy mix in Greece, using a vector error correction model (VECM). The res...
This article aims to examine the hedging effect of green bonds in the US market, the European market, and the Chinese market on carbon price risk in the European Union Emission Trading System (EU ETS) from 2021 to 2023. By using daily datasets extrac...
The study aims at examining how fiscal deficits affect the performance of the stock market in India by using annual data from 1988–2012. The study makes use of Ng-Perron unit root tests to check the non-stationarity property of the series; the Auto...
Few studies have examined the relationship between seafood export performance and exchange rate fluctuations. This paper investigates the short and long-term relationship between variables and the effect of currency depreciation on investment in indu...
This research empirically investigates the causality between trade, technology, human capital and economic growth in the United Arab Emirates (UAE) over the period 1980–2016. To investigate the existence of a long-run relationship between the v...
This empirical study investigates the dynamic interconnection between fossil fuel consumption, alternative energy consumption, economic growth and carbon emissions in China over the 1981 to 2020 time period within a multivariate framework. The long-t...
Current integration and co-movement among international stock markets has been boosted by increased globalization of the world economy, and profit-chasing capital surfing across borders. With a reputation as the fastest growing economy in the world,...
The Russian invasion of Ukraine on 24 February 2022 accelerated agricultural commodity prices and raised food insecurities worldwide. Ukraine and Russia are the leading global suppliers of wheat, corn, barley and sunflower oil. For this purpose, we i...
This study provides a comprehensive examination of the inflation-hedging potential of commodity indices and futures for U.S. investors using monthly data spanning July 1959 to December 2025 for 27 individual commodities, and January 1947 to November...
This study examines the dynamic interlinkages among energy, food, and metal commodity markets under geopolitical tensions using daily data from January 2022 to July 2025. The empirical framework integrates correlation analysis, Granger causality test...
This paper investigates the nexus between CO2 emissions (CO2E), GDP, energy use (ENU), and population growth (PG) in India from 1980–2018 by comparing the “vector error correction” model (VECM) and “auto regressive distributed...
Investment in every type of asset increases GDP and net employment differently. This paper compares the effect produced by a permanent unitary shock in Sustainable Knowledge for the Primary Sector (SKPS) on the Spanish employment and GDP growth with...
In recent years, Peru’s agricultural sector has expanded steadily despite recurrent external shocks and persistent volatility in global commodity markets. This sustained performance reflects the sector’s exposure to international price dy...
This study examines whether external terms of trade (TOT) maintain a long-run equilibrium relationship with the real GDP of Peru’s construction sector and whether sectoral activity adjusts when deviations from that equilibrium arise. Constructi...
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