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Full-Text Articles in Business
Grading Business Journals: A Comparative Analysis Of Abs, Abdc And Jcr Quartiles And Proposing An Algorithm Based Classification, Tenghao Zhang
Grading Business Journals: A Comparative Analysis Of Abs, Abdc And Jcr Quartiles And Proposing An Algorithm Based Classification, Tenghao Zhang
Research outputs 2014 to 2021
There are multiple journal rankings that measure academic journals in business research. Among them, ABS (AJG), ABDC and JCR quartiles are the most widely used in business schools across the globe. Which is better in grading business journals based upon their academic performance? In this study, we used the Principal Component Analysis (PCA) and Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS) and evaluated 103 business journals based on six scientometric indicators. Then we proposed a grading simulation approach to simulate the original grades based on the TOPSIS scores and the results suggest that the JCR quartile …
Commodity Futures Returns And Policy Uncertainty, Deepa Bannigidadmath, Paresh Kumar Narayan
Commodity Futures Returns And Policy Uncertainty, Deepa Bannigidadmath, Paresh Kumar Narayan
Research outputs 2014 to 2021
© 2020 Elsevier Inc. This paper investigates whether economic policy uncertainty is predictable using three sets of commodity futures market variables, namely the equal-weighted average of futures excess returns, the excess returns on a portfolio of going long in backwardated commodities, and the excess returns on a portfolio of going short in contango commodities as predictors. We find significant evidence of both in-sample and out-of-sample predictability. Combination forecasts also reveal strong evidence of predictability. Our findings remain unchanged following several robustness tests.