In this paper, we investigate the stochastic properties of six major cryptocurrencies and their
bilateral linkages with six stock market indices using fractional integration techniques. From …

The impact of geopolitical risk on energy markets has drawn attention to the need for better
statistical modeling, especially of the crude oil markets and the ship** industry. In this …

In this chapter we first review the theoretical and empirical work on fractional integration and
cointegration, placing special emphasis on the estimation procedures for fractionally …

Long-memory, or more generally fractal, processes are known to play an important role in
many scientific disciplines and applied fields such as physics, geophysics, hydrology …

The objective of this study is to examine the stationarity of ecological footprint for 128
countries for the period 1961–2013. We have been motivated by the seeming inadequacy of …

The existing studies on persistence of ecological footprint have largely concentrated on the
aggregate ecological footprint without adequately considering its components. The aim of …

Repeated cross‐sectional (RCS) designs are distinguishable from true panels and pooled
cross‐sectional time series (PCSTS) since cross‐sectional units (eg, individual survey …

This paper examines the inflation hedging ability of gold in the UK based on a fractional
integration and cointegration framework. This gives more flexibility as it does not restrict the …

This paper analyses tourism in Iceland using fractional integration and taking into account
the seasonality and the degree of persistence in the data. Using annual data, the unit root …

The aim of this paper is to relate the shale oil revolution in the United States with WTI oil
price behavior. Since the development of the combination of horizontal drilling techniques …