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排序方式: 共有360条查询结果,搜索用时 15 毫秒
1.
This paper proposes a multivariate distance nonlinear causality test (MDNC) using the partial distance correlation in a time series framework. Partial distance correlation as an extension of the Brownian distance correlation calculates the distance correlation between random vectors X and Y controlling for a random vector Z. Our test can detect nonlinear lagged relationships between time series, and when integrated with machine learning methods it can improve the forecasting power. We apply our method as a feature selection procedure and combine it with the support vector machine and random forests algorithms to study the forecast of the main energy financial time series (oil, coal, and natural gas futures). It shows substantial improvement in forecasting the fuel energy time series in comparison to the classical Granger causality method in time series. 相似文献
2.
In this paper, we investigate whether partial tax coordination is beneficial to countries within and outside a tax union, in which countries are supposed to compete in taxes and infrastructure. Our results demonstrate that a subgroup of countries agreeing on a common tax rate can harm both member and nonmember states. This is in contrast to the classical findings that partial tax harmonisation is Pareto improving. When a minimum tax rate is imposed within a tax union, we demonstrate that it does not necessarily improve the welfare of the member countries. Moreover, both the high‐tax and low‐tax countries can be worse off. This conclusion is at odds with the classical result that a high‐tax country benefits from the imposition of a lower tax bound. 相似文献
3.
《International Business Review》2020,29(1):101605
The high divestment rates of acquired foreign units indicate challenges connected to planning and management of foreign acquisitions. In this paper we analyze the moderating effect of internal and external variables on the relationship between acquirers’ ownership strategy and survival of acquired foreign units. We test our hypotheses on a sample of 1275 acquisitions conducted by Finnish firms in various countries during the period 1980–2005. The results indicate that the probability of survival does not differ significantly between full and partial acquisitions. We further find that the likelihood of survival in full, relative to partial acquisitions, is positively associated with the acquisition-specific experience, but inversely related to general international and target country experience. The results also reveal that the positive impact of full acquisitions is stronger if the acquisitions are made in culturally similar countries, in less developed economies, and in markets where the country risk has increased after entry. 相似文献
4.
This article relates to the annual Ratha Yatra festival at Puri, India, and aims at quantifying the pilgrim perception of the event on three major aspects of every facility – adequacy, quality, and signage – to measure their satisfaction. A questionnaire survey (N?=?680) was conducted, from which a five-factor structure was extracted using exploratory principal component analysis, further examined through partial least squares-path modeling. The final model was found to have significant positive effects on three factors that comprised adequacy and quality of physiological needs, quality of ancillary facilities, and signage. The outcome may be utilized in planning other pilgrim events for achieving a higher pilgrim satisfaction score. 相似文献
5.
Kenneth R. Szulczyk Muhammad A. Cheema Ross Cullen Atiqur Rahman Khan 《The Australian journal of agricultural and resource economics》2020,64(2):294-321
We investigate the economic feasibility of bioelectricity production from biomass in Malaysia and its impact on greenhouse gas (GHG) emissions and storage, agricultural prices, agricultural employment and deforestation. For this purpose, we develop a partial equilibrium model that projects agricultural prices, production, imports, exports, domestic consumption and land use in 5‐year increments between 2015 and 2065. Our results show that by 2030 biomass‐generated electricity can supply 36.5 per cent of the electricity generated in Malaysia, 16 times more than the 2016 electricity supply from biomass. Increased bioelectricity production from biomass will significantly reduce GHG emissions and will help Malaysia meet its commitment in the Paris Agreement to mitigate GHG emission by 45 per cent before 2030. Our modelling shows that biomass‐generated electricity creates a derived demand for waste biomass that expands the area of oil palm plantations. The expansion lowers agricultural prices, boosts agricultural employment and leads to some deforestation as landowners clear rainforest to plant oil palm trees. Nonetheless, the deforestation does not increase GHG emissions since GHG gains from bioelectricity significantly exceed GHG losses from deforestation. 相似文献
6.
7.
我国旅游业正向休闲度假型转变。运用相关分析与偏相关分析方法,以南京为例探析城市居民休闲度假旅游需求。研究发现偏爱休闲度假的居民由于地位与收入的不同在旅游资源喜好、旅游活动偏好、购买行为、信息来源渠道、出游方式等方面与一般居民有着明显差异。因此,休闲旅游目标市场的定位应在高学历、中高收入阶层,旅游资源的开发应优先考虑湖泊水滨、森林山地,产品开发应注意项目与资源的耦合且促销渠道应以网络为主,兼顾传统媒介。 相似文献
8.
Mar Gómez David Martín‐Consuegra Arturo Molina 《International Journal of Consumer Studies》2015,39(3):203-211
This study's primary objective is to analyse how consumers evaluate product packaging in two distinct phases of the consumer decision‐making process: at the moment of acquisition and post‐consumption. The packaging's technical, functional and informative attributes, as well as its influence on satisfaction and loyalty, were evaluated. An empirical study was conducted with a product of immediate consumption, milk, using four versions of packaging and a total sample of 265 family units. The model was evaluated using partial least squares (PLS), and differences were compared using variance analysis. The results demonstrate the most and least valued attributes, the primary differences between the four types of packaging, and the perception generated at each moment. The research provides interesting theoretical and empirical perspectives and has business implications for marketing directors and product managers. 相似文献
9.
PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS 总被引:1,自引:0,他引:1
We study convexity and monotonicity properties of option prices in a model with jumps using the fact that these prices satisfy certain parabolic integro–differential equations. Conditions are provided under which preservation of convexity holds, i.e., under which the value, calculated under a chosen martingale measure, of an option with a convex contract function is convex as a function of the underlying stock price. The preservation of convexity is then used to derive monotonicity properties of the option value with respect to the different parameters of the model, such as the volatility, the jump size, and the jump intensity. 相似文献
10.
从开放式区域经济系统的研究视角出发,构建了基于超越对数生产函数的能源模型,采用偏最小二乘回归方法消除模型的多重共线性,估计了参数。并利用1995~2010年的数据,定量测度了新疆的能源增长尾效。研究发现,能源对新疆经济增长影响的"尾效"逐年增加,均值为2.17%,高于全国的尾效值。利用灰色预测法,可以预测2015年新疆的能源"尾效"将增大到2.75%。能源约束对新疆经济的可持续增长有重大影响。 相似文献