Variables (Mathematics) - Prices
Sovereign default risk and commodity prices
... Country risk is known to be an important driver of emerging economies business cycles. Existing studies of macroeconomics effects of commodities prices on emerging economies’ country risk assume an exogenous ...
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The impact of exhaustibility on commodity prices
... dummy variables exhibit a negative coefficient: the presence of a military conflict in some of the most important cocoa producing countries or a report signalling cocoa’s criticality should highlight a positive ...
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Inflation persistence and flexible prices
... autocorrelations for a range of reasonable values of the relative risk-aversion parameter (we checked values from 1.5 to 5), the labor/capital share in production (0.55 to 0.65), or the steady state interest rate (from ...
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Fiscal Policy, Housing and stock Prices
... all variables to a shock in government spending in the ...housing prices increase with a lag of around 4 quarters and remain at a persistently higher ...stock prices they record a small fall ...
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Determination and forecast of agricultural land prices
... land prices in specific ...current prices in land market ...independent variables related to physical attributes (soil, climate and terrain), pro- duction (systems of production, location, access), ...
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Energy prices forecasting using GLM
... exogenous variables (explanatory variables or ...dependent variables and the explanatory variables can be of any type: continuous, discrete, dichotomous, quantitative, quali- tative, ...
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Predictive dynamics in commodity prices
... state variables improve the out-of-sample predictive accuracy of an AR(1) model for realized commodity volatility During economic recessions, variables such as industrial production, money supply, and ...
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How earnings announcement impact Faang stock prices?
... stock prices after earnings announcements do not adjust as quickly as expected by the efficient market hypothesis (EMH), allowing investors to profit on the margin generated in between market ...Other ...
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Forecasting house prices using dynamic model averaging
... the variables included in Table 2 , we also tested the model with the inclusion of one lag of the dependent ...sentiment variables are rarely of great importance to predict house prices, being ...
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Fiscal Policy, Housing and Stock Prices
... all variables to a shock in government spending in the ...housing prices increase with a lag of around 4 quarters and remain at a persistently higher ...stock prices they record a small fall ...
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Prices, money and the exchange rate in Angola
... oil prices started falling in the second semester of ...The variables chosen to perform this analysis are the Consumer Price Index (CPI), the Nominal Exchange Rate (NER), the Parallel Nominal Exchange Rate ...
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Performance of target prices
... our variables are not ...differentiated variables to get stationary data and not to be misled in the ...target prices and simple capitalized current prices have no predictive power about ...
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Strategic variables for National Air Transport
... Oil demand and availability will be important factors for the development of air transport, since they determine the price of fuel. It is estimated an increase of oil price, given that it is expected a higher increase in ...
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Prices lead earnings no Brasil?.
... the prices lead earnings hypothesis, the fundamental premise of which is that the stock price is informationally richer than the current and past accounting earnings in terms of future earnings, which invalidates ...
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Accuracy of european stock target prices
... Results of the LLC (Levin, Lin, and Chu, 2002), that as null hyphothesis assumes common unit root process, and IPS (Im, Pesaran, and Shin, 2003), Fisher-type (Choi, 2001) tests that as null hypothesis assume individual ...
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Forecasting bitcoin prices: ARIMA vs LSTM
... 17 al., (2015) found a significant impact of global macro-financial development captured by the Down Jones index, exchange rate and oil price, only in the short- run, by using the gold standard model by Barro (1979). In ...
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Forecasting electricity prices
... electricity prices is an important issue for all electricity market ...considers variables related to weather conditions, oil prices, and CO2 coupons and predicts energy prices 24 h ...
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Economic variables today, returns tomorrow
... Concerning the monthly data, the mean returns for the commodity indexes and the stock are all positive as in the whole sample period, however, the bond presents negative returns of -0.079%. With the exception of the ...
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CHARCOAL PRICES IN MINAS GERAIS
... charcoal prices for the period January 1975 to December ...of prices over time was due to endogenous and exogenous variables in the forest ...
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MICROFLOTATION VARIABLES ANALYZED STATISTICALLY
... The variables applied in microflotação may present different degrees of influence on the results obtained with the ...the variables pH, gas flow and time of flotation have on the microflotation (with ...
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