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Effectiveness of Fiscal Announcements: Early Evidence from COVID-19
This paper empirically examines the effectiveness of announced government fiscal measures in the context of the COVID-19 pandemic. First, we build a...
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Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis
This paper investigates the effects of pre- and post-global financial crisis shocks on the dependence structure and systemic risk between the return...
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Shaking up Foreign Finance: FDI in a Post-Disaster World
This paper studies the effects earthquakes have on inward foreign direct investment (FDI) within a country. I use a dynamic difference-in-difference...
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What Explains Global Inflation
This paper examines the drivers of fluctuations in global inflation , defined as a common factor across monthly headline consumer price index (CPI)...
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Forecasting GDP with many predictors in a small open economy: forecast or information pooling?
This study compares two distinct approaches, pooling forecasts from single indicator MIDAS models versus pooling information from indicators into...
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Size-Dependent Enforcement, Tax Evasion and Dimensional Trap
Size-dependent tax enforcement is quite widespread worldwide, but the literature on its effects over firms’ behaviour is very scarce. By assuming...
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Risk Connectedness Between Green and Conventional Assets with Portfolio Implications
The increasing concerns of investors toward green bonds and their appealing nature of diversification has motivated the current research to study the...
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T. W. Swan: “The Principle Of Effective Demand—A ‘Real Life’ Model”
The volume of employment is given by the point of intersection between the Aggregate Demand Function and the Aggregate Supply Function … Given the...
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Hybrid Attack Modeling for Critical Energy Infrastructure Protection
The chapter is aimed at the development of a novel spatially and temporally referenced model of hybrid attacks on critical energy infrastructure,...
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A holistic approach to model electricity loads in cities
Time-resolved, occupancy-dependent electricity load profiles at building level for city quarters or entire cities are important for planning...
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The Anatomy of Accident as a Deviation from Random Walk
This chapter depicts the anatomy of accident as deviation. The classical origin of the problem of random walk is attributed to Pearson’s letter to...
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Allometric evolution between economic growth and carbon emissions and its driving factors in the Yangtze River Delta region
Balancing economic growth and carbon emissions reduction is crucial for achieving integrated development in the Yangtze River Delta (YRD) region and...
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Case Applications
The objective of this chapter is to apply the FFA to four cases. The first is the single-region version of the model applied to a real past event:...
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A Survey on Business Cycles: History, Theory and Empirical Findings
This work summarizes recent advances in modelling and econometrics for alternative directions in macroeconomics and cycle theories. Starting from the...
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Multi-period Portfolio Optimisation Using a Regime-Switching Predictive Framework
Regime-switching poses both problems and opportunities for portfolio managers. If a switch in the behaviour of the markets is not quickly detected it...
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Applications of Machine Learning in the Planning of Electric Vehicle Charging Stations and Charging Infrastructure: A Review
While electric vehicles (EV) and plug-in hybrid electric vehicles (PHEV) have the potential solution from an environmental perspective, they face an...
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The extent of the firm
The firm boundaries question—why are some economic activities carried out through market contracts and others through the internal organization—tends...
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Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach
This paper analyzes the degree of dynamic connectedness between energy and metal commodity prices in the pre and post-COVID-19 era, using the...
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On the International Spillover Effects of Uncertainty
In this paper, we add to the literature studying the effects of uncertainty. We focus on the effects of economic policy uncertainty across borders....
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The Evaluation System of Publishing Industry’s Competitiveness in Overseas Market
The competitiveness of book publishing industry in overseas market is closely related to the industry security of book publishing industry. The...