Empirical Evidence of Lead-Lag Relation between the Norwegian CDS and Stock Markets : Using Vector Autoregression with Exogenous Variables (VARX) and Structured Regularization for Large Vector Autoregressions with Exogenous Variables (VARX-L) Framework

In the following some results of multiple linear regression models are presented, where couplings between climate variables and fish stock variables have been used to model

Our paper explores the implied dynamic relationship between the Carbon Futures and Brent Crude Futures prices and returns.. The identification of this

where, N ht denotes the endogenous asset variables for either livestock TLUs/livestock value, or value of the productive farm equipments, X ht is a vector of exogenous

In the regression we include trading volume, stock price and return volatility as control variables, and use binary time variables to study the effects of different levels

We will apply Johansen´s (1990) vector error correction model in examining the long-term equilibrium relationship between selected macroeconomic variables and the

The independent variables are Bonus payment, Shares and Stock option, which are dummy variables that take the value of 1 if a CEO receives bonus payments, shares or stock

In section 2, we formulate a standard MPC problem using state space models, and pose it as QP problems with a complete set of variables, with an intermediate set of variables,

X ijt is a vector of control variables (a set of dummy variables for hotels that are not affected by the sporting event, four dummy variables for the type of booking channel,