scholarly journals ASYMMETRIC THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT BETWEEN OIL PRICES AND FINANCIAL STRESS

2019 ◽  
Vol 9 (3) ◽  
pp. 87-105
Author(s):  
Zouheir Ahmed Mighri ◽  
Majid Ibrahim Alsaggaf
Keyword(s):  
Financial Stress ◽  
Oil Prices ◽  
Threshold Cointegration ◽  
Nonlinear Adjustment

Nonlinear adjustment to purchasing power parity: the ADL test for threshold cointegration

2012 ◽  
Vol 19 (6) ◽  
pp. 569-573 ◽  
Author(s):  
Siyue Liu ◽  
Tsangyao Chang ◽  
Chia-Hao Lee ◽  
Pei-I Chou
Keyword(s):  
Purchasing Power Parity ◽  
Purchasing Power ◽  
Threshold Cointegration ◽  
Power Parity ◽  
Nonlinear Adjustment

Threshold cointegration and nonlinear adjustment between goods and services inflation in the United States

2006 ◽  
Vol 23 (6) ◽  
pp. 1033-1039 ◽  
Author(s):  
Vicente Esteve ◽  
Salvador Gil-Pareja ◽  
José Antonio Martínez-Serrano ◽  
Rafael Llorca-Vivero
Keyword(s):  
United States ◽  
The United States ◽  
Threshold Cointegration ◽  
Nonlinear Adjustment ◽  
Goods And Services

scholarly journals Oil prices and financial stress: A volatility spillover analysis

Energy Policy ◽  
2015 ◽  
Vol 82 ◽  
pp. 278-288 ◽  
Author(s):  
Saban Nazlioglu ◽  
Ugur Soytas ◽  
Rangan Gupta
Keyword(s):  
Financial Stress ◽  
Oil Prices ◽  
Volatility Spillover

Nonlinear adjustment to purchasing power parity in Latin American countries: the ADL test for threshold cointegration

2012 ◽  
Vol 19 (9) ◽  
pp. 857-862 ◽  
Author(s):  
Guochen Pan ◽  
Tsangyao Chang ◽  
D.P. Tang ◽  
Chia-Hao Lee
Keyword(s):  
Latin American ◽  
Purchasing Power Parity ◽  
Purchasing Power ◽  
Threshold Cointegration ◽  
Power Parity ◽  
Nonlinear Adjustment ◽  
Latin American Countries

Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis

2014 ◽  
Vol 24 (2) ◽  
pp. 139-143 ◽  
Author(s):  
Go Tamakoshi ◽  
Shigeyuki Hamori
Keyword(s):  
Cointegration Analysis ◽  
Threshold Cointegration ◽  
Nonlinear Adjustment

scholarly journals Oil Prices, Production and Inflation in the Selected EU Countries: Threshold Cointegration Approach

2015 ◽  
Vol 14 ◽  
pp. 71 ◽  
Author(s):  
Andrzej Geise ◽  
Mariola Piłatowska
Keyword(s):  
Oil Prices ◽  
Threshold Cointegration ◽  
Eu Countries

scholarly journals A threshold cointegration analysis of asymmetric adjustment of OPEC and non-OPEC monthly crude oil prices

2014 ◽  
Vol 49 (1) ◽  
pp. 305-323 ◽  
Author(s):  
Hassan Belkacem Ghassan ◽  
Prashanta Kumar Banerjee
Keyword(s):  
Crude Oil ◽  
Oil Prices ◽  
Cointegration Analysis ◽  
Threshold Cointegration ◽  
Asymmetric Adjustment ◽  
Crude Oil Prices

Azerbaijan needs diversification despite gas growth

2019 ◽  
Keyword(s):  
Financial Intermediation ◽  
Financial Stress ◽  
Oil Prices ◽  
Credit Expansion ◽  
Economic Diversification ◽  
Content Type ◽  
Exploratory Drilling ◽  
The Government ◽  
External Borrowing ◽  
The Impact

Significance The slump was caused by low oil prices and left a legacy of higher debt and banking fragility. The slowdown pushed the government into reviewing the fiscal framework and placing renewed emphasis on economic diversification. Impacts The objective of increasing domestic financing as an alternative to external borrowing may prompt reforms to financial intermediation. The legacy of financial stress will constrain future credit expansion and hence the impact of diversification efforts. If BP's exploratory drilling in 2019-20 reveals new reserves, hydrocarbons' continuing dominance will be assured.

Threshold cointegration and nonlinear adjustment between stock prices and dividends

2008 ◽  
Vol 17 (4) ◽  
pp. 405-410 ◽  
Author(s):  
Vicente Esteve ◽  
María A. Prats
Keyword(s):  
Stock Prices ◽  
Threshold Cointegration ◽  
Nonlinear Adjustment
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