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Short-Run and Long-Run Co-Movements in the Income-Consumption Relationship
(Scientific Research, 2018-04)
The study uses the cointegration and common cycle analysis to test whether
there are short-run and long-run co-movement relationships between incomes
and varies consumption expenditure variables. The analysis aims ...
Relationship between Spot and Future Prices of Crude Oil: A Cointegration Analysis
(Scientific Research, 2018-02)
The study was intended to reveal the relationship among the spot and future
price of crude oil, which in turn will help in determining the prices of crude
oil. While structuring a portfolio, high correlation among assets ...