Academic literature on the topic 'Co-integration'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Co-integration.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Journal articles on the topic "Co-integration"
Chanol, E., O. Collet, N. Kostyuchyk, T. Mesbah, and Quoc Hoang Long Nguyen. "Co-integration for Soft Commodities with Non Constant Volatility." International Journal of Trade, Economics and Finance 6, no. 1 (February 2015): 32–36. http://dx.doi.org/10.7763/ijtef.2015.v6.437.
Full textSloan, Daniel B., Jessica M. Warren, Alissa M. Williams, Zhiqiang Wu, Salah E. Abdel-Ghany, Adam J. Chicco, and Justin C. Havird. "Cytonuclear integration and co-evolution." Nature Reviews Genetics 19, no. 10 (July 17, 2018): 635–48. http://dx.doi.org/10.1038/s41576-018-0035-9.
Full textShirani Bidabadi, F., and M. Hashemitabar. "The induced innovation test (co-integration analysis) of Iranian agriculture." Agricultural Economics (Zemědělská ekonomika) 55, No. 3 (April 6, 2009): 126–33. http://dx.doi.org/10.17221/588-agricecon.
Full textManh, Tuan Nguyen. "Co-Creation from Consumer Resource Integration." International Journal of Asian Business and Information Management 9, no. 3 (July 2018): 1–13. http://dx.doi.org/10.4018/ijabim.2018070101.
Full textMoxon-Browne, Edward. "Integration and co-operation in Europe." International Affairs 69, no. 1 (January 1993): 154–55. http://dx.doi.org/10.2307/2621162.
Full textGarcia Pascual, Antonio. "Assessing European stock markets (co)integration." Economics Letters 78, no. 2 (February 2003): 197–203. http://dx.doi.org/10.1016/s0165-1765(02)00245-8.
Full textGreener, Mark. "Co-commissioning: the architecture of integration." Practical Diabetes 32, no. 1 (January 2015): 10–11. http://dx.doi.org/10.1002/pdi.1913.
Full textAbadir, Karim M., and A. M. Robert Taylor. "On the Definitions of (Co-)integration." Journal of Time Series Analysis 20, no. 2 (March 1999): 129–37. http://dx.doi.org/10.1111/1467-9892.00128.
Full textClark, A. J., A. Cowper, R. Wallace, G. Wright, and J. P. Simons. "Rescuing Transgene Expression by Co-Integration." Nature Biotechnology 10, no. 11 (November 1992): 1450–54. http://dx.doi.org/10.1038/nbt1192-1450.
Full textMiller, Thomas F. "Dynamics of Co-Translational Membrane Integration." Biophysical Journal 116, no. 3 (February 2019): 11a. http://dx.doi.org/10.1016/j.bpj.2018.11.096.
Full textDissertations / Theses on the topic "Co-integration"
Zhang, Jie. "Co-integration : a review." Manhattan, Kan. : Kansas State University, 2008. http://hdl.handle.net/2097/763.
Full textHualde, Javier. "Estimation of fractional co-integration with unknown integration orders." Thesis, London School of Economics and Political Science (University of London), 2004. http://etheses.lse.ac.uk/1753/.
Full textClough, Sharice. "Co-speech gesture integration in hippocampal amnesia." Thesis, University of Iowa, 2018. https://ir.uiowa.edu/etd/6079.
Full textTan, Zu Jia. "Analysis on the integration of EU consumer credit markets : a co-integration analysis." Thesis, University of Macau, 2011. http://umaclib3.umac.mo/record=b2555572.
Full textKaboyoka, Livingstone S. "Regional integration and co-operation in sub-Saharan Africa." Thesis, University of Westminster, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.433844.
Full textCastro, Marcelo Augusto Farias de. "Co-integration in the real estate industry funds Brazil." Universidade Federal do CearÃ, 2012. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=8929.
Full textThe real estate investment (REI) is a newly created investment vehicle and still under constant development. Introduces, as basic characteristic, a property used for rental as the main asset. Governed by federal laws and regulations of the CVM instruction, regulatory frameworks help to give credibility to this investment vehicle. The REIs have tax benefits and remunerate its shareholders with regular income through rents. In addition, we present a third types of gain, which is the value of the shares of real estate funds. The current characteristics have a debonding between the equity and value of your shares, setting its recovery from supply and demand in the market. The study of this factor recovery was used to study development. Featuring a conservative perspective while being traded at BOVESPA, the question to be answered is whether the REI have a conservative characteristic when compared with other market indicators, such as IMOB, IBOVESPA, CDI, the IGP and INCC. And especially if there is a tendency over time with these same indicators, allowing to verify long-term behavior. With a stochastic characteristic non-stationary, the REI are cointegrated with the market indicators. The presentation of this tendency implies on a similar behavior over time, making it understandable with what market indicator the real estate investment presents tendency. Thus, the REI can be considered conservative investments, which have two returns (valuation of shares and payment of monthly rent), have characteristics of present value above the market benchmarks, low total and systemic risks and can be used as protection for stock investors, as a hedging tool.
O fundo de investimento imobiliÃrio (FII) à um instrumento de investimento recentemente criado e ainda em constante desenvolvimento. Apresenta como caracterÃstica bÃsica, possuir como o ativo principal um imÃvel utilizado para locaÃÃo. Regidos por leis federais e por instruÃÃes normativas da CVM, os marcos regulatÃrios ajudam a dar credibilidade a este instrumento de investimento. Os FII apresentam benefÃcios tributÃrios e remuneram seus cotistas atravÃs de receitas periÃdicas com aluguÃis. AlÃm destes, à apresentada uma terceira tipologias de ganho, que à a valorizaÃÃo das cotas dos fundos imobiliÃrios. As caracterÃsticas atuais apresentam um descolamento entre o patrimÃnio lÃquido e o valor das suas cotas, configurando uma valorizaÃÃo proveniente da oferta e procura pelas mesmas no mercado. O estudo desta valorizaÃÃo foi o elemento utilizado para o desenvolvimento do estudo. Apresentando uma perspectiva conservadora embora sendo negociado na BOVESPA, a pergunta a ser respondida à se os FII apresentam uma caracterÃstica conservadora comparado com outros indicadores de mercado, tais como o IMOB, o IBOVESPA, o CDI, o IGPM e o INCC. E principalmente se existe tendÃncia ao longo do tempo com estes mesmo indicadores, possibilitando verificar comportamento de longo prazo. Com uma caracterÃstica estocÃstica nÃo estacionÃria, os FII sÃo co-integrados com os indicadores de mercado. A apresentaÃÃo desta tendÃncia determina comportamento semelhante ao longo do tempo, fazendo com que possa ser entendido com qual indicador de mercado o fundo imobiliÃrio apresenta tendÃncia. Desta forma, os FII podem ser considerados investimentos conservadores, que apresentam duas rentabilidades (valorizaÃÃo das cotas e pagamento mensal de aluguel), possuem caracterÃsticas de apresentarem valorizaÃÃo acima dos benchmarks de mercado, apresentam baixo risco total e sistÃmico e podem ser utilizados como proteÃÃo para quem investe em aÃÃes, como uma ferramenta de hedge.
Lim, Hui Fern Michele. "Low Temperature Co-fired Ceramics Technology for Power Magnetics Integration." Diss., Virginia Tech, 2008. http://hdl.handle.net/10919/30156.
Full textPh. D.
Figueiredo, João Filipe Melo de Almeida. "Drivers of agricultural future commodity prices : a co-integration analysis." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/10878.
Full textEstes contratos de futuros são negociados na ICE (Intercontinental Exchange, Inc.) e apresentam uma liquidez notável. Para este estudo foram recolhidos dados semanais, desde março de 2013 até março de 2015, num total de 105 observações. Os preços foram coligidos a partir da base de dados Quandl, e uniformizados através do método Back-Adjusted. Começámos por estudar a correlação entre o Índice Dólar Americano e o preço do Petróleo. Confirmando a conclusão de anteriores estudos, encontrámos uma correlação negativa entre o preço dessas duas variáveis. O teste de causalidade de Granger forneceu-nos evidência estatística suficiente para concluir que uma variação no preço do Petróleo tem impacto no valor do Índice Dólar Americano. Por aplicação do teste de cointegração de Johansen, encontrámos vetores de cointegração entre as variáveis Petróleo, Índice Dólar Americano e cada um dos bens agrícolas estudados. Em seguida, obtivemos modelos de vetores de correção de erro (VECM). Embora alguns destes modelos se tenham revelado menos sólidos, conseguimos, ainda assim, estabelecer uma relação entre as variáveis, nomeadamente no caso da soja, que pode ser considerada um referência para quem negoceia em contratos de futuros.
This dissertation aims to study the effects of changes in the prices of future contracts on Brent Crude Oil and US Dollar Index in the price of several agricultural future contract prices (Cocoa, Cotton, Coffee, Sugar, Soybean, Wheat and Corn). These futures outrights are traded on ICE (Intercontinental Exchange, Inc.) and have a remarkable liquidity. Weekly data was used from March 2013 to March 2015 with a total of 105 observations. The prices were collected from the Quandl futures database and are settlement prices from the front outrights. The Back-Adjusted method was chosen to perform the roll over. We started by studying the correlation between US Dollar Index and Brent Crude Oil prices. Confirming the conclusions of other studies, we found a negative correlation between the prices of Brent Crude Oil and the US Dollar Index. The Granger Causality test gave us enough statistical evidence to conclude that a variation in Brent Crude Oil prices indeed cause an impact on the US Dollar Index. By applying Johansen`s cointegration test we found cointegrating vectors between Brent Crude Oil, the US Dollar Index and each one of the studied agricultural commodities. The next step was to build vector error correction models. Although some of them proved not to be rock solid, we manage to establish a link among the variables, namely in the case of Soybean, which produce remarkable results and may, in fact, be treated as a benchmark for traders of future contracts.
Ersan, Eda. "International Fisher Effect: A Reexamination Within Co-integration And Dsue Frameworks." Thesis, METU, 2008. http://etd.lib.metu.edu.tr/upload/12610157/index.pdf.
Full textGutierrez, Carlos Iñaki. "Integration analysis of product architecture to support effective team co-location." Thesis, Massachusetts Institute of Technology, 1998. http://hdl.handle.net/1721.1/9600.
Full textIncludes bibliographical references (leaves 88-90).
Successful product development efforts are greatly facilitated through the use of integration analysis. Teams working on a product development project need to be brought together into clusters to address interactions between the functions or product elements they represent. This thesis presents a stochastic clustering algorithm to find such clusters in an efficient manner. The algorithm can find clustering solutions to architecture and organization interaction problems modeled using the design structure matrix method. The algorithm can be controlled to favor solutions with certain characteristics such as level of overlap, number of clusters, maximum number of teams per cluster, and emphasis on the level of interactions addressed by the clusters. The difficulty to co-locate teams is measured by a coordination cost, which varies according to the composition of clusters. A mathematical model that minimizes the coordination cost to find the optimal solution for a given number of clusters has been developed. It has been used to measure the performance of the algorithm through a series of comparison tests. When the algorithm is run several times, the best solutions are reasonably close to an optimal solution. As a sample application, the algorithm is used to analyze the architecture of an automotive cockpit system according to six dimensions of integration. A set of solutions with different number of clusters was generated.
by Carlos Iñaki Gutierrez Fernandez.
S.M.
Books on the topic "Co-integration"
Cini, Michelle. From co-operation to integration. London: Kogan Page, 2001.
Find full textIntegration and co-operation in Europe. London: Routledge, 1992.
Find full textArikat, Harby M. Integration for development: Third World view of economic integration and co-operation. [Sheffield]: University of Sheffield, Department of Town and RegionalPlanning, 1985.
Find full textBurton, Lenore. Integration: Experiential learning for co-operative education students. [Mississauga, ON]: Peel Board of Education, 1989.
Find full textLawson, Fred Haley. Dialectical integration in the Gulf Co-operation Council. Abu Dhabi: Emirates Center for Strategic Studies and Research, 1997.
Find full textPalaskas, Theodosios B. Is there excess co-movement of primary commodity prices?: A co-integration test. Washington, D.C. (1818 H St., NW, Washington 20433): International Economics Dept., World Bank, 1991.
Find full textLaconte, J. Micromachined thin-film sensors for SOI-CMOS co-integration. New York: Springer, 2011.
Find full textBernard, André. Integration and co-integration: Do Canada-U.S. manufacturing prices obey the 'law of one price'? Ottawa, Ont: Statistics Canada, 2005.
Find full textSalmon, Mark H. Error correction models, co-integration and the internal model principle. Coventry: University of Warwick Department of Economics, 1987.
Find full textda, Cormac O. Gra. The paper pounds of 1797-1821: A co-integration analysis. Dublin: Department of Political Economy, UCD, 1989.
Find full textBook chapters on the topic "Co-integration"
Lin, Vera Shanshan. "Co-integration." In Encyclopedia of Tourism, 160–61. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-01384-8_497.
Full textLin, Vera Shanshan. "Co-integration, tourism." In Encyclopedia of Tourism, 1–2. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-01669-6_497-1.
Full textSchneider, Verena, Susanne Pickel, and Gert Pickel. "Gesellschaftliche Integration, Radikalisierung und Co-Radikalisierung." In Handbuch Integration, 1–13. Wiesbaden: Springer Fachmedien Wiesbaden, 2020. http://dx.doi.org/10.1007/978-3-658-21570-5_79-1.
Full textJesus, Cátia, and Helena Alves. "Resource integration and co-creation." In The Routledge Handbook of Service Research Insights and Ideas, 344–72. New York : Routledge, 2020.: Routledge, 2020. http://dx.doi.org/10.4324/9781351245234-18.
Full textMasuch, Jens, and Manuel Delgado-Restituto. "Co-integration of RF Energy Harvesting." In Ultra Low Power Transceiver for Wireless Body Area Networks, 87–103. Heidelberg: Springer International Publishing, 2013. http://dx.doi.org/10.1007/978-3-319-00098-5_5.
Full textVorisek, Jiri, and Jan Pour. "Systems Integration in a Co-Operative Society." In Systems Development Methods for the Next Century, 75–87. Boston, MA: Springer US, 1997. http://dx.doi.org/10.1007/978-1-4615-5915-3_8.
Full textLofthouse, V. A., and T. A. Bhamra. "Ecodesign Integration: Putting the Co into Ecodesign." In Collaborative Design, 163–71. London: Springer London, 2000. http://dx.doi.org/10.1007/978-1-4471-0779-8_16.
Full textJohansen, Trine Susanne, and Sophie Esmann Andersen. "Reconceptualizing integration in communication: a co-creation perspective." In Managing Corporate Communication, 287–309. London: Macmillan Education UK, 2013. http://dx.doi.org/10.1007/978-1-137-29257-5_14.
Full textWehrli, Hans Peter, and Yvonne Heiniger. "Co-Design — Integration des Kunden in die Wertschöpfungskette." In Electronic Services, 209–23. Wiesbaden: Gabler Verlag, 2002. http://dx.doi.org/10.1007/978-3-8349-4418-4_8.
Full textChoudhury, Masudul Alam. "Inter-Islamic Economic Co-operation and Integration: Institutions, Strategies and Obstacles." In Islamic Economic Co-operation, 203–29. London: Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-09902-3_8.
Full textConference papers on the topic "Co-integration"
Zhang, Dell, and Wee Sun Lee. "Web taxonomy integration through co-bootstrapping." In the 27th annual international conference. New York, New York, USA: ACM Press, 2004. http://dx.doi.org/10.1145/1008992.1009062.
Full textLin, B., S. Vercauteren, and H. De Man. "Embedded architecture co-synthesis and system integration." In Proceedings of 4th International Workshop on Hardware/Software Co-Design. Codes/CASHE '96. IEEE, 1996. http://dx.doi.org/10.1109/hcs.1996.492220.
Full textInns, Tom. "Achieving design integration in SMEs." In IEE Colloquium on `Design Integration People Co-operating Across the Professions'. IEE, 1995. http://dx.doi.org/10.1049/ic:19950944.
Full textBhattacharyya, Malay, and Sanghamitra Bandyopadhyay. "Integration of Co-expression Networks for Gene Clustering." In 2009 Seventh International Conference on Advances in Pattern Recognition (ICAPR). IEEE, 2009. http://dx.doi.org/10.1109/icapr.2009.55.
Full textFezai, F., J. Sence, S. Bila, F. Torres, T. Monediere, B. Jarry, B. Frigui, et al. "Co-design and co-integration of multiband active antenna arrays for satellite radionavigation systems." In 2014 IEEE Conference on Antenna Measurements & Applications (CAMA). IEEE, 2014. http://dx.doi.org/10.1109/cama.2014.7003382.
Full textYin, Xin. "Co-Design and Co-Integration of Photonic and Electronic Circuitry: the H2020 WIPE approach." In Asia Communications and Photonics Conference. Washington, D.C.: OSA, 2017. http://dx.doi.org/10.1364/acpc.2017.su3d.4.
Full textScott, Brian F. "Design integration in the extended enterprise and the educational imperative." In IEE Colloquium on `Design Integration People Co-operating Across the Professions'. IEE, 1995. http://dx.doi.org/10.1049/ic:19950943.
Full textUndji, Valdemar João, and Teresia Kaulihowa. "Determinants of inflation in Namibia: A co-integration approach." In 7th International Conference on Business and Finance. AOSIS, 2015. http://dx.doi.org/10.4102/jbmd.v5i1.12.
Full text"Integration of UML models in FMI-Based co-simulation." In 2016 Spring Simulation Multi-Conference. Society for Modeling and Simulation International (SCS), 2016. http://dx.doi.org/10.22360/springsim.2016.tmsdevs.016.
Full textMoilanen, Ville, Kari Kautio, Pentti Karioja, Raimo Rikola, Jarmo Lehtomaa, and Jouko Malinen. "Low temperature co-fired ceramics on optoelectronic sensors integration." In International Congress on Optics and Optoelectronics, edited by Francesco Baldini, Jiri Homola, Robert A. Lieberman, and Miroslav Miler. SPIE, 2007. http://dx.doi.org/10.1117/12.724158.
Full textReports on the topic "Co-integration"
Ellis, Abraham, and Tom Mousseau. Kauai Island Utility Co-op (KIUC) PV integration study. Office of Scientific and Technical Information (OSTI), August 2011. http://dx.doi.org/10.2172/1035325.
Full textFriedmann, S. Integration & Co-development of a Geophysical CO2 Monitoring Suite. Office of Scientific and Technical Information (OSTI), July 2007. http://dx.doi.org/10.2172/921164.
Full textClarida, Richard. Co-Integration, Aggregate Consumption, and the Demand For Imports: A Structural Econometric Investigation. Cambridge, MA: National Bureau of Economic Research, August 1991. http://dx.doi.org/10.3386/w3812.
Full textSjostrom, Sharon. Optimizing the Costs of Solid Sorbent-Based CO2 Capture Process Through Heat Integration. Office of Scientific and Technical Information (OSTI), March 2016. http://dx.doi.org/10.2172/1337015.
Full textArias-Rodríguez, Fernando, David Delgado, Daniel Parra-Amado, and Hernán Rincón-Castro. Gross capital flows and their long-term determinants for developing economies : a panel co-integration approach. Bogotá, Colombia: Banco de la República, March 2016. http://dx.doi.org/10.32468/be.932.
Full textLevy, Edward. Thermal Integration of CO{sub 2} Compression Processes with Coal-Fired Power Plants Equipped with Carbon Capture. Office of Scientific and Technical Information (OSTI), June 2012. http://dx.doi.org/10.2172/1064410.
Full textGiacometti, Alberto, and Mari Wøien Meijer. Closed borders and divided communities: status report and lessons from Covid-19 in cross-border areas. Nordregio, March 2021. http://dx.doi.org/10.6027/r2021:6.1403-2503.
Full textBeverly E. Law and Christoph K. Thomas. The Effects of Disturbance and Climate on Carbon Storage and the Exchanges of CO2 Water Vapor and Energy Exchange of Evergreen Coniferous Forests in the Pacific Northwest: Integration of Eddy Flux, Plant and Soil Measurements at a Cluster of Supersites. Final report. Office of Scientific and Technical Information (OSTI), September 2011. http://dx.doi.org/10.2172/1024861.
Full textMcKenna, Patrick, and Mark Evans. Emergency Relief and complex service delivery: Towards better outcomes. Queensland University of Technology, June 2021. http://dx.doi.org/10.5204/rep.eprints.211133.
Full text