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001-es BibID:	BIBFORM091816
035-os BibID:	(cikkazonosító)365 (WoS)000621967700001 (Scopus)85107488854
Első szerző:	Guang Ji, Tong
Cím:	Marginal Trade-Offs for Improved Agro-Ecological Efficiency Using Data Envelopment Analysis / Tong Guang Ji, Ali Raza, Usman Akbar, Masood Ahmed, József Popp, Judit Oláh
Dátum:	2021
ISSN:	2073-4395
Megjegyzések:	Today's agricultural management decisions impact food security and sustainable ecosystems, even when operating with back-to-basic operations. In such endeavors, policymakers usually need a quantitative tool, such as trade-offs margins, to effectively adjust resource consumption or production. This paper applies the weighted slack-based measurement (SBM-DEA) program to 136 developing countries' agricultural performance. First, it finds the current agricultural efficiency and then makes marginal trade-offs on desirable-output variables (such as crop yield and forest area) to see the effective changes in undesirable-output (such as methane and nitrous oxide emissions). The results show that choosing effective marginal trade-offs does not deteriorate the relative efficiency of the decision-making units (DMUs) below the efficient frontier line. Thus, such a method enables the decision-makers to determine the best marginal trade-off points to reach the optimal efficiencies and decide which output factor needs special brainstorming to design effective policy.
Tárgyszavak:	Társadalomtudományok Gazdálkodás- és szervezéstudományok idegen nyelvű folyóiratközlemény külföldi lapban folyóiratcikk
Megjelenés:	Agronomy-Basel. - 11 : 2 (2021), p. 1-33. -
További szerzők:	Raza, Ali Akbar, Usman Ahmed, Masood Popp József (1955-) (közgazdász) Oláh Judit (1973-) (agrárközgazdász, logisztika)
Internet cím:	Szerző által megadott URL DOI Intézményi repozitóriumban (DEA) tárolt változat
Borító:
Saját polcon:

001-es BibID:

BIBFORM109996

Első szerző:

Khan, Muhammad Asif (közgazdász)

Cím:

US Policy Uncertainty and Stock Market Nexus Revisited through Dynamic ARDL Simulation and Threshold Modelling : Reprinted from: Mathematics 2020, 8, 2073, doi:10.3390/math8112073 / Muhammad Asif Khan, Masood Ahmed, József Popp, Judit Oláh

Dátum:

2021

Megjelenés:

Utánközlés / Párhuzamos közlés

Megjegyzések:

Since the introduction of the measure of economic policy uncertainty, businesses, policymakers, and academic scholars closely monitor its momentum due to expected economic implications. The US is the world's top-ranked equity market by size, and prior literature on policy uncertainty and stock prices for the US is conflicting. In this study, we reexamine the policy uncertainty and stock price nexus from the US perspective, using a novel dynamically simulated autoregressive distributed lag setting introduced in 2018, which appears superior to traditional models. The empirical findings document a negative response of stock prices to 10% positive/negative shock in policy uncertainty in the short-run, while in the long-run, an increase in policy uncertainty by 10% reduces the stock prices, which increases in response to a decrease with the same magnitude. Moreover, we empirically identified two significant thresholds: (1) policy score of 4.89 (original score 132.39), which negatively explain stock prices with high magnitude, and (2) policy score 4.48 (original score 87.98), which explains stock prices negatively with a relatively low magnitude, and interestingly, policy changes below the second threshold become irrelevant to explain stock prices in the United States. It is worth noting that all indices are not equally exposed to unfavorable policy changes. The overall findings are robust to the alternative measures of policy uncertainty and stock prices and o er useful policy input. The limitations of the study and future line of research are also highlighted. All in all, the policy uncertainty is an indicator that shall remain ever-important due to its nature and implication on the various sectors of the economy (the equity market in particular).
Khan, iMuhammad Asif (1976-) (közgazdász): US Policy Uncertainty and Stock Market Nexus Revisited through Dynamic ARDL Simulation and Threshold Modelling

ISBN:

978-3-0365-0196-3

Tárgyszavak:

Társadalomtudományok Közgazdaságtudományok könyvfejezet
könyvrészlet
policy uncertainty
stock prices
dynamically simulated autoregressive distributed lag (DYS-ARDL)
threshold regression
United States

Megjelenés:

Quantitative Methods for Economics and Finance / szerk. J.E. Trinidad-Segovia, Miguel Ángel Sánchez-Granero. - p. 1-20. -

További szerzők:

Ahmed, Masood Popp József (1955-) (közgazdász) Oláh Judit (1973-) (agrárközgazdász, logisztika)

Internet cím:

Szerző által megadott URL
Intézményi repozitóriumban (DEA) tárolt változat

Lásd még:

Utánközlés (1)

Borító:

Saját polcon:

001-es BibID:

BIBFORM089347

035-os BibID:

(WoS)000593271800001 (Scopus)85096476418

Első szerző:

Khan, Muhammad Asif (közgazdász)

Cím:

US Policy Uncertainty and Stock Market Nexus Revisited through Dynamic ARDL Simulation and Threshold Modelling / Muhammad Asif Khan, Masood Ahmed, József Popp, Judit Oláh

Dátum:

2020

ISSN:

2227-7390

Megjegyzések:

Since the introduction of the measure of economic policy uncertainty, businesses, policymakers, and academic scholars closely monitor its momentum due to expected economic implications. The US is the world's top-ranked equity market by size, and prior literature on policy uncertainty and stock prices for the US is conflicting. In this study, we reexamine the policy uncertainty and stock price nexus from the US perspective, using a novel dynamically simulated autoregressive distributed lag setting introduced in 2018, which appears superior to traditional models. The empirical findings document a negative response of stock prices to 10% positive/negative shock in policy uncertainty in the short-run, while in the long-run, an increase in policy uncertainty by 10% reduces the stock prices, which increases in response to a decrease with the same magnitude. Moreover, we empirically identified two significant thresholds: (1) policy score of 4.89 (original score 132.39), which negatively explain stock prices with high magnitude, and (2) policy score 4.48 (original score 87.98), which explains stock prices negatively with a relatively low magnitude, and interestingly, policy changes below the second threshold become irrelevant to explain stock prices in the United States. It is worth noting that all indices are not equally exposed to unfavorable policy changes. The overall findings are robust to the alternative measures of policy uncertainty and stock prices and o er useful policy input. The limitations of the study and future line of research are also highlighted. All in all, the policy uncertainty is an indicator that shall remain ever-important due to its nature and implication on the various sectors of the economy (the equity market in particular).
Khan, Asif Muhammad (1976-) (közgazdász): US Policy Uncertainty and Stock Market Nexus Revisited through Dynamic ARDL Simulation and Threshold Modelling : Reprinted from: Mathematics 2020, 8, 2073, doi:10.3390/math8112073

Tárgyszavak:

Társadalomtudományok Gazdálkodás- és szervezéstudományok idegen nyelvű folyóiratközlemény külföldi lapban
folyóiratcikk

Megjelenés:

Mathematics. - 8 : 11 (2020), p. 1-20. -

További szerzők:

Ahmed, Masood Popp József (1955-) (közgazdász) Oláh Judit (1973-) (agrárközgazdász, logisztika)

Internet cím:

Szerző által megadott URL
DOI
Intézményi repozitóriumban (DEA) tárolt változat

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