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Listar por palabra clave "Cointegration"

RiuNet: Repositorio Institucional de la Universidad Politécnica de Valencia

Listar por palabra clave "Cointegration"

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    Big data and official data: a cointegration analysis based on Google Trends and economic indicators 
    Crosato, Lisa; Mariani, Paolo; Marletta, Andrea; Zavanella, Biancamaria (Editorial Universitat Politècnica de València, 2018-09-07)
    [EN] In this paper the relationship between the Industrial Production Index (IPI), the confidence index for the manufacturing sector and Google searches for several words linked to the economic situation is explored. In ...
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    Law of one price in the Spanish olive oil market 
    Roldán Casas, José Ángel; Dios-Palomares, Rafaela (Universitat Politècnica de València, 2011-10-14)
    [EN] The aim of this paper is the study of long-run market integration of olive oil in Spain and the testing of the Law of One Price (LOP) in this market. The study is carried out using multivariate cointegration methodology ...
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    Prices transmition on the lamb regional markets in Spain 
    Boshnjaku, L.; Ben-Kaabia, B.; Gil, José M. (2003)
    [EN] The analysis of price relationships in commodity markets provides an approximate idea on markets performance as well as allows the researcher to analyze price responses to unanticipated shocks. The objective of this ...