International Journal of Membrane Science and Technology,
Год журнала:
2023,
Номер
10(4), С. 1414 - 1422
Опубликована: Сен. 30, 2023
Purpose:
This
study
aims
to
investigate
the
correlation
analysis
between
aviation
industry
and
exchange
rate
of
South
Korea
UK
during
COVID-19
pandemic
Era
by
applying
Vector
Autoregression
(VAR)
model.
Theoretical
Framework:
Research
examined
rates
in
UK.
model
was
developed
daily
data
from
January
01,
2020,
July
05,
2023,
were
collected
official
website
for
research.
Design/Methodology/Approach:
The
paper
analyzes
relationships
among
time-series
variables
using
VAR
consisted
four
steps,
step
1,
collecting
data;
2,
preprocessing;
3,
developing
model;
4,
investigation.
Findings:
revealed
a
significant
positive
fluctuations
Korean
industry.
In
contrast,
exhibited
negative
with
fluctuations.
Research,
Practical
&
Social
Implications:
contributes
existing
literature
on
tourism
pandemic,
emphasizing
need
comparative
analysis.
According
results,
this
suggests
Airlines
can
partner
financial
institutions
offer
products
passengers
book
at
desirable
rates.
Originality/Value:
successfully
filled
gaps
research
providing
scientific
critical
investigation
Era.
Energy Economics,
Год журнала:
2023,
Номер
126, С. 106949 - 106949
Опубликована: Авг. 14, 2023
This
paper
investigates
the
impact
of
energy
security
risk
(ESR)
on
economic
stability.
Using
multiple
global
datasets,
we
provide
empirical
evidence
from
an
unbalanced
panel
68
countries
spanning
over
a
period
1980
to
2021.
Our
results
indicate
that
high
ESR
reduces
GDP
growth
rate
(GDPG)
perspective.
In
robustness
tests,
this
effect
remains
valid
across
several
specifications
based
non-U.S.
samples,
national
income-level,
alternative
measure
stability,
and
set
endogeneity
tests
propensity
score
matching
estimation.
Countries
with
pre-existing
low
GDPG
mainly
suffer
heightened
insecurity.
Numerous
country-specific
institutional
quality
estimates.
Finally,
damaging
worsens
during
years
inflation,
geopolitical
acts,
as
well
escalated
war
threats.
We
encourage
international
collaborations
develop
more
sustainable
system,
which
enhances
supply
stability
economy.
Journal of Chinese Economic and Foreign Trade Studies,
Год журнала:
2025,
Номер
unknown
Опубликована: Янв. 3, 2025
Purpose
The
purpose
of
this
study
is
to
achieve
a
comprehensive
understanding
how
the
intricate
interconnections
between
oil
price
fluctuations,
supply
chain
disruptions
and
shifting
demand
patterns
collectively
shape
inflation
dynamics
within
Chinese
economy,
especially
during
critical
periods
such
as
Covid-19
pandemic
geopolitical
events
like
Russia–Ukraine
conflict.
importance
assessing
impact
volatility
on
China’s
becomes
particularly
pronounced
amidst
these
challenging
circumstances.
Design/methodology/approach
This
uses
Markov
Regime-Switching
generalized
autoregressive
conditional
heteroskedasticity
(MRS-GARCH)
family
models
under
student’s
t-distributions
measure
uncertainty
prices
rate
period
spanning
from
1994
2023
in
China.
Findings
results
indicate
that
MRS-GJR-GARCH-in-mean
(MRS-GARCH-M)
models,
when
used
t-distributions,
exhibit
superior
performance
modeling
both
rate.
finding
underscores
effectiveness
capturing
intricacies
context
inflation.
has
identified
compelling
evidence
regime-switching
behavior
market.
Subsequently,
author
conducted
an
analysis
by
extracting
forecastable
component,
which
represents
expected
variation,
best-fitted
models.
allowed
us
isolate
time
series
uncertainty,
representing
unforecastable
component.
With
component
hand,
proceeded
estimate
fluctuations
To
accomplish
this,
distributed
lag
model,
enables
explore
dynamic
relationships
lags
crucial
economic
variables.
further
reveals
exert
noteworthy
discernible
influence
rate,
with
distinct
observed
across
different
regimes.
findings
consistent
positive
export-oriented
import-oriented
industries,
Originality/value
offers
original
value
analyzing
crude
It
provides
unique
insights
into
relationship
energy
market
macroeconomic
stability
one
world’s
largest
economies.
By
focusing
–
but
often
overlooked
research
enhances
inflationary
trends.
can
inform
policymakers
stakeholders
about
significance
for
maintaining
guiding
control
measures
Journal of Economics and Development,
Год журнала:
2025,
Номер
unknown
Опубликована: Фев. 4, 2025
Purpose
The
purpose
of
studying
the
impact
crude
oil
and
natural
gas
prices
on
Vietnamese
stock
market
is
to
understand
relationship
between
energy
overall
performance
financial
markets.
As
Vietnam
an
energy-dependent
country,
fluctuations
in
can
significantly
affect
various
industries,
including
manufacturing,
inflation,
transportation,
production
economic
growth.
These
sectors
are
often
sensitive
changes
costs,
which
lead
shifts
corporate
profitability
investor
sentiment.
By
analyzing
how
influence
market,
policymakers
investors
provide
deeper
insights
into
risks
opportunities
related
price
volatility.
This
paper
also
valuable
information
for
decision-making
such
as
forecasting,
risk
management
investment
strategies.
Design/methodology/approach
Using
monthly
data
from
January
2006
March
2024,
were
collected
OPEC
organization
prices,
while
obtained
EIA.
analyzed
using
vector
error
correction
(VEC)
model,
impulse
response
function,
variance
decomposition
test
asymmetric
reactions
method;
study
tries
ascertain
short-term
long-term
dynamic
relationships
shocks
their
effects
movement
price.
In
addition,
GARCH
model
applied
measure
volatility
prices.
Findings
Crude
have
a
statistically
significant
most
real
indices,
except
utility
consumer
indices
some
companies.
Conversely,
do
not
index
Some
“important”
both
tend
depress
returns
An
increase
heightened
speculation
certain
particularly
industrial
well
results
elevated
returns.
Originality/value
provides
field
examining
gas,
during
major
crisis
periods
global
crisis,
COVID-19
pandemic
Russo-Ukrainian
War,
