"econometrics" - Selaus asiasanan mukaanArtikkelit
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articleWe propose a model of “choice overload,” which refers to a stronger tendency to select the default option in larger choice problems. Our main finding is a behavioral characterization of an asymmetric regret representation ...
articleThis study investigates whether green investments are connected to oil price shocks. While earlier papers mainly investigate the linkage between clean energy stock and crude oil prices, we consider recently introduced ...
Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes (Elsevier, 01.07.2020)
articleThis paper analyzes the cross-quantile dependence and causality between non-ferrous metals and clean energy indices by employing data from November 2003 to May 2019. Specifically, we utilize the time-varying copulas to ...
(Taylor & Francis, 26.07.2020)
articleThe purpose of the article is to assess the in-sample fit and the out-of-sample forecasting performances of four stochastic volatility (SV) models in the Finnish housing market. The competing models are the vanilla SV, the ...