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Outputs (925)

Crude oil and stock markets in the COVID-19 crisis: Evidence from oil exporters and importers (2021)
Journal Article
Heinlein, R., Legrenzi, G., & Mahadeo, S. (2021). Crude oil and stock markets in the COVID-19 crisis: Evidence from oil exporters and importers. Quarterly Review of Economics and Finance, 82, 223-229. https://doi.org/10.1016/j.qref.2021.09.007

Financial assets tend to immediately react to the developments of a global crisis. We investigate how the relationship between crude oil and stock market returns for a heterogeneous selection of oil exporters and importers has been affected in the on... Read More about Crude oil and stock markets in the COVID-19 crisis: Evidence from oil exporters and importers.

Institutional Economics and Mythopoetics (2021)
Book Chapter
Wrenn, M. (2021). Institutional Economics and Mythopoetics. In C. Whalen (Ed.), Institutional economics: Perspectives and methods in search of a better world. Routledge

The dynamics of convergence, disparity, mobility, and persistence of output gaps across economies: A pairwise comparative study (2021)
Thesis
Kumari, A. The dynamics of convergence, disparity, mobility, and persistence of output gaps across economies: A pairwise comparative study. (Thesis). University of the West of England. Retrieved from https://uwe-repository.worktribe.com/output/6822818

The on-going impacts of the COVID-19 pandemic has reiterated the existence of regional inequalities across the World. The United Nations (UN) underlines the importance of reducing inequalities and ensuring equal opportunities for everyone and for the... Read More about The dynamics of convergence, disparity, mobility, and persistence of output gaps across economies: A pairwise comparative study.

Effects of climate variability on households, individuals and firms (2021)
Report
Phan Dang, D. A., Dang, T. T. H., Do, X. H., Hoang, D., Espagne, E., Nguyen, M., …Pham, M. T. (2021). Effects of climate variability on households, individuals and firms. MONRE and AFD

On the occasion of COP26, this report is proposing an assessment of the socio-economic impacts of climate change in Viet Nam by 2050, based on the intermediary results of the GEMMES Viet Nam research project. MONRE and AFD have undertaken this ambiti... Read More about Effects of climate variability on households, individuals and firms.

Automatic Checking of Research Outputs (ACRO): A tool for dynamic disclosure checks (2021)
Journal Article
Green, E., Ritchie, F., & Smith, J. (2021). Automatic Checking of Research Outputs (ACRO): A tool for dynamic disclosure checks. ESS Statistical Working Papers, 2021 Edition, https://doi.org/10.2785/75954

This paper discusses the issues surrounding the creation of an automatic tool to reduce the burden of output checking in research environments. It describes ACRO (Automatic Checking of Research Outputs), a Stata tool written as a proof-of-concept, an... Read More about Automatic Checking of Research Outputs (ACRO): A tool for dynamic disclosure checks.

Volatility spillover and herding in the Middle East and North African stock markets (2021)
Thesis
Mahfouz, R. Volatility spillover and herding in the Middle East and North African stock markets. (Thesis). University of the West of England. Retrieved from https://uwe-repository.worktribe.com/output/7502559

The first aim of this thesis is to examine the market behaviour of the Middle East North African (MENA) region. This aim is fulfilled by examining the volatility of eight selected markets representing the MENA region using ARCH/GARCH models. Using th... Read More about Volatility spillover and herding in the Middle East and North African stock markets.

Statistical disclosure controls for machine learning models (2021)
Conference Proceeding
Krueger, S., Mansouri-Benssassi, E., Ritchie, F., & Smith, J. (2021). Statistical disclosure controls for machine learning models

Artificial Intelligence (AI) models are trained on large datasets. Where the training data is sensitive, the data holders need to consider risks posed by access to the training data and risks posed by the models that are released. The first problem c... Read More about Statistical disclosure controls for machine learning models.

Impact of foreign ownership on market power: Do regional banks behave differently in ASEAN countries? (2021)
Journal Article
Yildirim, C., Kasman, A., & Hamid, F. S. (2021). Impact of foreign ownership on market power: Do regional banks behave differently in ASEAN countries?. Economic Modelling, 105, 105654. https://doi.org/10.1016/j.econmod.2021.105654

The change in crossborder financial intermediation and rise in regional banking have consequences for competitive conduct in emerging countries' banking markets. Using data from the Association of Southeast Asian Nations countries' banks during 2011–... Read More about Impact of foreign ownership on market power: Do regional banks behave differently in ASEAN countries?.