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Full-Text Articles in Econometrics
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.
A State-Of-The-Art Review Of The Sharing Economy: Scientometric Mapping Of The Scholarship, Anton Klarin, Yuliani Suseno
A State-Of-The-Art Review Of The Sharing Economy: Scientometric Mapping Of The Scholarship, Anton Klarin, Yuliani Suseno
Research outputs 2014 to 2021
© 2020 Elsevier Inc. Using a dataset of 2,229 scholarly outputs from the Web of Science on the sharing economy (SE), our scientometric review provides a taxonomy of the current research on the SE in terms of their contributions, theories, and methods utilized in existing studies. The review also highlights a typology of the inter-related concepts of the SE. We demonstrate four clusters of existing research: freelance work and its implications, transportation and solutions for the sustainable development of the SE, user experience and collaborative consumption, and the SE in the context of hospitality and tourism. We suggest future research …