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Journal articles on the topic 'Djidja'

Author: Grafiati
Published: 4 June 2021
Last updated: 3 February 2022

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1

Malikiyou, AWO Sourou, ALE Agbachi Georges, and YABI Ibouraïma. "Vulnérabilité Future Des Systèmes De Productions Agricoles Face Aux Changements Climatiques Dans Le 4ème PDA : Cas Des Communes De Djidja Et De Djougou." International Journal of Progressive Sciences and Technologies 25, no. 1 (March 5, 2021): 445. http://dx.doi.org/10.52155/ijpsat.v25.1.2788.

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La variabilité climatique dans les communes de Djidja et de Djougou engendre des conséquences aussi bien sur les niveaux de productivités, de production que sur les revenus des exploitants agricoles. L’objectif de cette recherche est d’étudier la vulnérabilité future des systèmes de productions agricoles face aux changements climatiques dans les Communes de Djidja et de Djougou.L’approche méthodologique utilisée comprend la collecte des données, leur traitement et l’analyse des résultats. Les enquêtes ont été faites dans les villages choisis sur la base de critères bien définis (la taille de la population agricole et son implication dans la production agricole). La méthode de D. Schwartz (1995, p. 94) a permis de constituer l’échantillon de 377 producteurs. Enfin, une projection climatique sur la période 2019-2050/2075 est faite au moyen du logiciel climatique « Climate explorer ».Il ressort des résultats de l’étude que, dans la commune de Djougou, la variation au niveau de la température minimale actuelle (RCP8.5) est comprise entre -1,62°C en 1992 et 2,29°C en 2075. La température maximale quant à elle varie entre -1,40°C en 1994 à 2,18°C en 2075. C’est à partir de 2071 que l’augmentation de la température minimale va dépasser les 2°C et si rien n’est fait cette hausse va s’accroître et devenir permanente. De même, dans la commune de Djidja, la température minimale la plus élevée est observée en 2075 avec des variations de 1 à 2°C pour les RCP4.5 et RCP8.5. Au niveau de la température maximale, l’année la moins chaude est 1992 (-1,33mm/jour) pour RCP8.5 et 1991 (-1,02mm/jour) pour RCP4.5. La même évolution s’observe au niveau des températures maximales. L’année 1992 reste la plus déficitaire avec une chute de -1,60°C et l’année la plus excédentaire sera l’année 2075 avec une hausse de 2,18 mm par jour, sur la période 1992-2080. La corrélation est observée en 2042 avec une valeur de 0,322 mm par jour. L’examen des résultats révèle que les valeurs des paramètres climatiques à savoir précipitations et évaporation sont à la hausse sur la période 1980-2080 dans la commune de Djidja. Suivant la trajectoire actuelle, RCP8.5, les années les plus arrosées sont 2037, 2070 et 2073 avec respectivement des variations égales à 0,17mm et 0,27mm de pluie par jour. Face à ces difficultés, les populations agricoles adoptent des mesures pour contrer les contraintes climatiques.ABSTRACTClimatic variability in the communes of Djidja and Djougou has consequences both on the levels of productivity and production and on the income of farmers. The objective of this research is to study the vulnerability of agricultural production systems to climate change in the Communes of Djidja and Djougou.The methodological approach used includes data collection, processing and analysis of the results. The surveys were carried out in the villages chosen on the basis of well-defined criteria (the size of the agricultural population and its involvement in agricultural production). The method of D. Schwartz (1995, p. 94) made it possible to constitute the sample of 377 producers. Finally, a climate projection over the period 2019-2050 / 2075 is made using the climate software "Climate explorer".The results of the study show that, in the municipality of Djougou, the variation in the current minimum temperature (RCP8.5) is between -1.62 ° C in 1992 and 2.29 ° C in 2075. The maximum temperature varies between -1.40 ° C in 1994 to 2.18 ° C in 2075. It is from 2071 that the increase in the minimum temperature will exceed 2 ° C and if nothing is In fact, this increase will increase and become permanent. Similarly, in the municipality of Djidja, the highest minimum temperature is observed in 2075 withvariations of 1 to 2 ° C for RCP4.5 and RCP8.5. At maximum temperature, the coolest year is 1992 (-1.33mm / day) for RCP8.5 and 1991 (-1.02mm / day) for RCP4.5. The same development can be observed at the level of maximum temperatures. The year 1992 remains the most in deficit with a fall of -1.60 ° C and the year the most in surplus will be the year 2075 with an increase of 2.18mm per day, over the period 1992-2080. The correlation is observed in 2042 with a value of 0.322 mm per day. Examination of the results reveals that the values of climatic parameters, namely precipitation and evaporation, are on the rise over the period 1980-2080 in the municipality of Djidja. Following the current trajectory, RCP8.5, the wettest years are 2037, 2070 and 2073 with respectively variations equal to 0.17mm and 0.27mm of rain per day. Faced with these difficulties, agricultural populations are adopting measures to counter climatic constraints. Keywords: Djidja, Djougou, vulnerability, production system, agriculture, climate change.
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2

HOUSSOU, Calixte, Auguste HOUINSOU, José Edgard GNELE, A. H. Brice TENT, and Odile DOSSOU GUEDEGBE. "ENVIRONMENTAL AND ECONOMIC INFLUENCES OF LAND OCCUPANCY IN THE COMMUNITY OF DJIDJA." International Journal of Agriculture, Environment and Bioresearch 04, no. 06 (2019): 41–60. http://dx.doi.org/10.35410/ijaeb.2019.4458.

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3

Avocefohoun, Alphonse S., Bertin A. Gbaguidi, Haziz Sina, Olivier Biaou, Adolphe Adjanohoun, Christophe S. Houssou, and Lamine Baba-Moussa. "Correlation Between Iodine Status and Dysfunctional Parameters of the Thyroid Gland of Djidja Schoolchildren." European Scientific Journal, ESJ 14, no. 3 (January 31, 2018): 86. http://dx.doi.org/10.19044/esj.2018.v14n3p86.

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Iodine is reported to be one of the main trace mineral constituting thyroid hormones. The aim of this study was to determine the correlation between urinary iodine concentration status and dysfunctional parameters of the thyroid gland of schoolchildren in central Benin. In our study we selected 108 schoolchildren to whom we performed T3, T4, TSH, iodine and thyroid volume tests. The determination of the morning urinary iodine (iodine) in Djidja schoolchildren gave satisfactory results to 72% thus declaring our study area as a zone of non-iodine dietary deficiency. The hormone assay results are favorable at a rate of 92% and corresponds to hypothyroidism. In fact, TSH are high in 85% of the study population, T3 are in their case low in 93% of our study population and finally T4 are lower in the 100% of individuals in the study population. But these results are not in agreement with the iodine obtained. Indeed, in the study environment, the population is forced to drink some water rich in fluoride. Fluorine is an iodine antagonist that it can easily substitute, disrupting the production of T3, T4 and TSH hormones. To end, the calculated thyroid echography volumes are for the most part normal volumes with a rate of 45.37 for boys and 35.19 for girls.
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4

Aikpo, Firmin H., Lucien Agbandji, Miriac Dimitri S. Ahouanse, Luc Koumolou, S. Christophe Houssou, and A. Patrick Edorh. "Assessment of pesticides residues in fish (Tilapia guineensis) in the Couffo River in Djidja (Benin)." International Journal of Environment, Agriculture and Biotechnology 2, no. 3 (2017): 1356–61. http://dx.doi.org/10.22161/ijeab/2.3.43.

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5

Amakpe, Felicien. "The Biodiversity of the Honey Bees (Apis Mellifera Adansonii) in the District of Djidja, Republic of Benin." International Journal of Environmental, Cultural, Economic, and Social Sustainability: Annual Review 6, no. 6 (2010): 89–104. http://dx.doi.org/10.18848/1832-2077/cgp/v06i06/54851.

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6

Sahouegnon, HH, EC Mitchikpe, PP Kayode, and RAM Dossa. "Contribution du manioc à l’alimentation et à la nutrition des enfants dans la commune de Djidja au Bénin." International Journal of Biological and Chemical Sciences 8, no. 4 (January 16, 2015): 1757. http://dx.doi.org/10.4314/ijbcs.v8i4.34.

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7

Aikpo, FH, CB Chabi, V. Ayi, L. Koumolou, CS Houssou, and PA Edorh. "Evaluation de la contamination des eaux du fleuve Couffo dans la zone cotonnière de Djidja (Bénin) par les pesticides." International Journal of Biological and Chemical Sciences 9, no. 3 (September 9, 2015): 1725. http://dx.doi.org/10.4314/ijbcs.v9i3.50.

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8

Azalou, Maximilien, Alassan Assani Seidou, Brice Gérard Comlan Assogba, Josias Steve Adjassin, Hilaire Sorébou Sanni Worogo, Mohamed Nasser Baco, and Ibrahim Alkoiret Traoré. "Calendrier pastoral et carte de transhumance des éleveurs exploitant les ressources pastorales de la commune de Djidja au Sud Bénin." Revue d’élevage et de médecine vétérinaire des pays tropicaux 72, no. 1 (May 16, 2019): 3. http://dx.doi.org/10.19182/remvt.31727.

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Djidja est l’une des plus grandes communes productrices agricoles du département du Zou au sud du Bénin. De par ses ressources fourragères et hydriques, elle est devenue une destination des éleveurs transhumants. Les mouvements des éleveurs transhumants continuent de s’étendre, de même que les séjours dans cette zone d’accueil s’allongent. L’étude a eu pour objectif global d’élaborer le calendrier pastoral et la carte de transhumance des éleveurs fréquentant cette commune. Des entretiens semi-structurés ont été conduits auprès de 300 acteurs de la transhumance. L’enquête a montré que la transhumance dans cette commune était surtout due à la recherche de ressources fourragères et hydriques (78,7 %). Sept périodes (Seeto, Nduungu Mawdo, Nduungu Pamarel, Jahol, Djaamdè, Dabuundè et Cheedu) ont été identifiées dans le calendrier des transhumants fréquentant cette zone avec une particularité de deux périodes de Nduungu (saison des pluies). Cette particularité est liée aux données climatiques de la zone qui comprend quatre saisons, dont deux pluvieuses et deux sèches. Le calendrier pastoral, l’itinéraire suivi et les temps de séjour dépendaient de la disponibilité des ressources pastorales des zones d’attache, de transit et d’accueil. Ainsi, la bonne connaissance des pistes empruntées, des points d’entrées et de sorties, et des périodes d’accueil des éleveurs transhumants serviront d’outils aux décideurs en matière de gestion durable de la transhumance et des ressources pastorales au sud du Bénin.
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9

Paraïso, Grégoire, Bienvenu Adjoha, Armand Paraïso, Roméo Ayélerou, and Zackari Orou-Goura. "Déterminants Et Contraintes De La Pratique De L’apiculture Dans Les Communes De Djidja Et Zogbodomey Au Sud Du Bénin (Afrique De l’Ouest)." European Scientific Journal, ESJ 13, no. 3 (January 31, 2017): 279. http://dx.doi.org/10.19044/esj.2017.v13n3p279.

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Beekeeping is a very interesting activity having a positive impact on agricultural production and rural incomes. This study conducted in both municipalities of Djidja and Zogbodomey, in southern Benin, aimed at analyzing the determinants and constraints of beekeeping activities. For this purpose, a sample of 110 beekeepers randomly selected was investigated. Data about socio-economic and demographic characteristics of households as well as the difficulties in beekeeping were collected through individual interviews and focus groups. The statistical analysis done with R software version 3.1.2 have shown that beekeeping in the study area was influenced by three important socio-economic factors such asthe municipality of the producer, , literacy level and the producer belonging to a village agricultural association. The studies also revealed that the development of beekeeping faced many problems such as: the lack of financial resources, the low level of knowledge in beekeeping techniques, the lack of extension services, the high level of parasitism and other forms of constraints as theft, bush fire. Taking into account these results will allow to pay more attention on farmers’ and beekeepers situation what will be a means of alleviating of rural poverty.
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10

Ghogue, Jean-Paul, Konrad A. Huber, and Rolf Rutishauser. "Djinga cheekiisp. nov. (Podostemaceae) from Cameroon." Nordic Journal of Botany 31, no. 4 (January 25, 2013): 458–63. http://dx.doi.org/10.1111/j.1756-1051.2012.00081.x.

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11

Хахулина, Лидия, Lidiya Khakhulina, Федор Поволкович, and Fedor Povolkovich. "Sculptural heritage of Karafuto period in touristic area on Sakhalin: "koma-inu"." Service & Tourism: Current Challenges 8, no. 1 (March 31, 2014): 69–75. http://dx.doi.org/10.12737/3409.

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The article discusses the peculiarities of Shinto sculptural constructions that are part of Japanese shrine complex"Djindja". Special attention is paid to the stone dogs and lions which performed the function of sacred gates guards and possessed magical powers. The article presents statistical analyses of sculptural objects of religious character located on Sakhalin island as a heritage of Karafuto period.
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12

Matarić, Mirjana N. Radovanov. "Meet Ljubiša Djidić: Some Thoughts on the Poet." Serbian Studies: Journal of the North American Society for Serbian Studies 29, no. 1-2 (2018): 159–60. http://dx.doi.org/10.1353/ser.2018.0010.

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13

Rusdin, Rusmawaty. "POLITIK KEKERABATAN AGUS AMBO DJIWA PADA PEMILUKADA KABUPATEN PASANGKAYU TAHUN 2020." Journal Publicuho 4, no. 2 (April 26, 2021): 288. http://dx.doi.org/10.35817/jpu.v4i2.17710.

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One study that is interesting to discuss is the political kinship established by the Agus Ambo Djiwa clan. Agus Ambo Djiwa has played an important role in Pasangkayu politics in building politics since 2005 to become deputy regent and then to regent two for the 2010-2020 period. Now he has successfully led his brother and wife to become regents and deputy regents of Pasangkayu in the 2021-2024 period. The purpose of this study was to determine the modalities of Agus Ambo Djwa's kinship politics in winning the political event in Pasangkayu. This study uses a qualitative method. Data collection techniques using observation, interviews, and documentation studies. Data analysis used the Miles and Huberman model, namely data collection, data reduction, data presentation and verification. The results showed that there was an inheritance of leadership politics in Pasangkayu which was after the expansion of the Mamuju district. The Agus Agus Djiwa clan won the 2020 elections because it has four basic material modalities, namely the Ambo Djiwa Family social capital, which is one of the figures in the formation of the division of North Mamuju Regency which is currently known as Pasangkayu and Agus Ambo Djiwa still in control of the regional bureaucracy, cultural capital relying on family names and politics ethnic identity, political capital supported by political parties and economic capital originate from personal wealth and donations from donors.
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14

Clarke, Roger G., and Meir Statman. "The DJIA Crossed 652,230." Journal of Portfolio Management 26, no. 2 (January 31, 2000): 89–92. http://dx.doi.org/10.3905/jpm.2000.319741.

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15

Magiera, Frank T. "The DJIA Crossed 652,230." CFA Digest 30, no. 3 (August 2000): 99. http://dx.doi.org/10.2469/dig.v30.n3.746.

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Platt, Harlan D., Licheng Cai, and Marjorie A. Platt. "Is the DJIA Index Biased?" Journal of Index Investing 4, no. 4 (February 28, 2014): 43–52. http://dx.doi.org/10.3905/jii.2014.4.4.043.

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17

Aikpo, Firmin H., Miriac Dimitri S. Ahouanse, Lucien Agbandji, Patrick A. Edorh, and Christophe S. Houssou. "Assessment of contamination of soil by pesticides in Djidja's cotton area in Benin." International Journal of Advanced Engineering Research and Science 4, no. 7 (2017): 1–5. http://dx.doi.org/10.22161/ijaers.4.7.1.

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18

Biktimirov, Ernest N., and Yuanbin Xu. "Market reactions to changes in the Dow Jones industrial average index." International Journal of Managerial Finance 15, no. 5 (April 29, 2019): 792–812. http://dx.doi.org/10.1108/ijmf-10-2017-0226.

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Purpose The purpose of this paper is to examine changes in stock returns, liquidity, institutional ownership, analyst following and investor awareness for companies added to and deleted from the Dow Jones Industrial Average (DJIA) index. Previous studies report conflicting evidence regarding the market reactions to changes in the DJIA index membership. Design/methodology/approach This study uses the event-study methodology to calculate abnormal returns and trading volume around the announcement and effective days of DJIA index changes from 1929 to 2015. It also tests for significant changes in liquidity, institutional ownership, analyst following and investor awareness in the 1990–2015 period. Multivariate regressions are used to perform a simultaneous analysis of competing hypotheses. Findings This study resolves the mixed results of previous DJIA index papers by documenting different stock price and trading volume reactions over the 1929–2015 period. Focusing on the most recent period, 1990–2015, the study finds that stocks added to (deleted from) the index experience a significant permanent stock price gain (loss). The observed stock price reaction seems to be associated with changes in liquidity proxies thus lending support for the liquidity hypothesis. Research limitations/implications Limited data availability for the periods prior to 1990 prevents this study from identifying the exact reasons for different stock price and trading volume reactions across subperiods of the 1929–2015 period. Originality/value This study provides the most comprehensive examination of market reactions to changes in the DJIA index and resolves the mixed results of previous studies. A better understanding of market reactions around the DJIA index changes can help both individual and institutional investors with developing effective trading strategies and index managing companies with designing optimal announcement policies.
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Alawneh, Ateyah. "Investigation of Co-Integration between Standard and Poor Index and Dow Jones Index in the New York Financial Market." International Journal of Economics and Finance 10, no. 5 (April 18, 2018): 197. http://dx.doi.org/10.5539/ijef.v10n5p197.

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The study investigates the co-integration between (the S&P 500 index)and (Dow Jones index) the DJIA by busing the method Engle-granger co-integration Test. The study use annual data from 1990 to 2016.The study examines the stability of the index of S&P 500 and DJIA using the E-views program through a unit root test. The study found that the indicators are unstable, but they become stable when taking the first difference. This condition integrates (the S&P 500 index) and (the DJIA index) during the long-term co-integration test. The analysis shows that there is a negative co-integration between the two variables. It should be emphasized that the short-term dynamic analysis showed a positive co-integration between both indexes. The study concluded that there is an urgent need to take into account the long-term negative co-integration between (the S&P 500 index) and (the DJIA index) by investors in the New York market. Also, the study considers short-term positive integration between (the S&P 500 index) and (DJIA index), which turns into a negative relationship in the long term when taking into account the markets linked with the New York market as a major global market and other international financial markets when making any financial investment. The result of this study could help users of major international financial markets in investment diversification to reduce risk.
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20

Baghdad, Abdelmalek, Rekia Bouazi, Youcef Bouftouha, Frédéric Hatert, and Nathalie Fagel. "Characteristics and firing behaviour of the under-Numidian clay deposits from the Jijel region (northeast Algeria): potential use in the ceramics industry." Clay Minerals 54, no. 4 (November 15, 2019): 325–37. http://dx.doi.org/10.1180/clm.2019.51.

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AbstractThe Numidian Aquitano-Burdigalian nappe from the Jijel region (northeast Algeria) shows an important clay-rich basal series. In this study, seven representative clay samples were collected from the Djimla and El-Milia areas of this region in order to analyse their mineralogy using X-ray diffraction and Fourier-transform infrared spectroscopy, chemical composition by X-ray fluorescence, particle size, plasticity, morphology by scanning electron microscopy and their ceramic properties. Samples were prepared by pressing the clays and firing them at 800–1100°C, and bulk density, water absorption, linear firing shrinkage, weight loss and bending strength values were determined on the fired samples. The clays are mainly composed of kaolinite and illite, with a small amount of 10–14 Å interstratified clay minerals and chlorite, associated with quartz and feldspars. The main oxides in the samples were SiO2, Al2O3 and Fe2O3. The clays may be classified as moderately plastic according to their Atterberg limits. Ceramic tiles have been produced by dry pressing. At all tested firing temperatures, the clays present the required standard values for linear firing shrinkage, weight loss, bulk density, water absorption and bending strength, and they are defect-free. The main transformations were observed at 1000°C with the appearance of new crystalline phases. The measured technological properties of the investigated deposits confirm that the Numidian clays from the Djimla and El-Milia regions are suitable materials for the production of high-quality structural ceramics.
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Anagnoste, Sorin, and Petre Caraiani. "The Impact of Financial and Macroeconomic Shocks on the Entropy of Financial Markets." Entropy 21, no. 3 (March 23, 2019): 316. http://dx.doi.org/10.3390/e21030316.

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We propose here a method to analyze whether financial and macroeconomic shocks influence the entropy of financial networks. We derive a measure of entropy using the correlation matrix of the stock market components of the DOW Jones Industrial Average (DJIA) index. Using VAR models in different specifications, we show that shocks in production or the DJIA index lead to an increase in the entropy of the financial markets.
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Lin, Feng-Li. "Do DJIA Firms Reflect Stationary Debt Ratios?" Economies 8, no. 4 (September 28, 2020): 76. http://dx.doi.org/10.3390/economies8040076.

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To form optimum firm capital structure strategies to face unanticipated economic events, firm managers should understand the stability of a firm’s capital structure. The aim of this research was to study whether the debt ratio is stationary in listed firms on the Dow Jones Industrial Average (DJIA). Two vital capital structure concepts regarding pecking order and trade-off theory are fairly contradictory. Using opposing theoretical contexts, the Sequential Panel Selection Method apparently categorizes which and how many series are stationary processes in the panel. This method was used to test the mean reverting properties of the 25 companies listed on Dow Jones Industrial Average between 2001 and 2017 in this study, which is expected to fill the current gap in the literature. The overall results show that stationary debt ratios exist in 10 of the 25 studied firms, supporting the trade-off theory. Moreover, the 10 firms utilizing trade-off theory are affected by firm size, profitability, growth opportunity, and dividend payout ratio. These results provide vital information for firms to certify strategies to optimize capital structure.
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QUAH, T. "DJIA stock selection assisted by neural network." Expert Systems with Applications 35, no. 1-2 (July 2008): 50–58. http://dx.doi.org/10.1016/j.eswa.2007.06.039.

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24

Prashant, Joshi. "Volatility Interactions among India and US Stock Markets." Case Studies in Business and Management 1, no. 1 (June 19, 2014): 107. http://dx.doi.org/10.5296/csbm.v1i1.5830.

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The study examines the return and volatility spillover among BSE and DJIA of India and US Stock Markets respectively. It employed GARCH-BEKK model to examine the relationship. The period of study is from January 2, 2012 to April 4, 2014. We find evidences of bidirectional shock and volatility interactions among the stock markets. The results indicate that DJIA exercises more influence on BSE in terms of shocks and volatility transmission. The overall persistence of volatility is highest in US stock market.
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Iman, Shofal, Imron Mawardi, and Md Atiqur Rahman Sarker. "ANALYSIS OF INTERNATIONAL INDEX ON INDONESIAN SHARIA STOCK INDEX." Jurnal Ekonomi dan Bisnis Islam (Journal of Islamic Economics and Business) 6, no. 1 (June 30, 2020): 60. http://dx.doi.org/10.20473/jebis.v6i1.10961.

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This study aims to determine the influence of long-term and short-term global stock index on the Indonesian Islamic stock index. The approach used is a quantitative approach and uses the Error Correction Model (ECM) method. ECM is an analytical model that can be used in time series data to estimate the effect of independent variables on long-term and short-term use variables. The sample used was taken from secondary data, namely global stock index data consisting of the DJIA, N225 and HSI indices, and the Indonesian sharia stock index in the form of the ISSI index in the period of January 2013 to December 2017, so that 60 samples were obtained. The test results show that in the long run, the DJIA and HSI indices have a significant positive effect on the ISSI index, while the N225 index has a significant negative effect on the ISSI index. In the short term, only the DJIA index has a significant positive effect on the ISSI index.
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Urbański, Stanisław. "The Cost of Capital for Investment in the Warsaw Stock Exchange Indexes – Versus Djia." Folia Oeconomica Stetinensia 21, no. 1 (June 1, 2021): 122–43. http://dx.doi.org/10.2478/foli-2021-0009.

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Abstract Research background and purpose: The CAPM, Fama-French and modified Fama-French models were used to estimate the cost of the capital of the DJIA and selected Polish stock indexes were used. The estimated cost of capital was the cost of the portfolio of corporate investment projects estimated by market returns. Research methodology: The model tests were run on 276 monthly returns of stocks listed on the markets in the years 1995–2019. The bootstrap method to estimate the confidence interval of the cost of capital was used. Results: The highest and positive cost of capital median was found for the DJIA index, about 0.85% monthly, and for the WIG20 and WIGDIV indexes, about 0.25% monthly. The cost of capital median for the mWIG80, WIGBANK and WIGCHEMIA indexes were found to be negative. This was due to large errors in the estimated cost of capital. Novelty: Minor errors in the estimation of the cost of capital of index DJIA may result from a more rational policy for the implementation of investment projects by companies included in the index.
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Lopes, António M., and Jóse A. Tenreiro Machado. "Dynamical Analysis of the Dow Jones Index Using Dimensionality Reduction and Visualization." Entropy 23, no. 5 (May 13, 2021): 600. http://dx.doi.org/10.3390/e23050600.

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Time-series generated by complex systems (CS) are often characterized by phenomena such as chaoticity, fractality and memory effects, which pose difficulties in their analysis. The paper explores the dynamics of multidimensional data generated by a CS. The Dow Jones Industrial Average (DJIA) index is selected as a test-bed. The DJIA time-series is normalized and segmented into several time window vectors. These vectors are treated as objects that characterize the DJIA dynamical behavior. The objects are then compared by means of different distances to generate proper inputs to dimensionality reduction and information visualization algorithms. These computational techniques produce meaningful representations of the original dataset according to the (dis)similarities between the objects. The time is displayed as a parametric variable and the non-locality can be visualized by the corresponding evolution of points and the formation of clusters. The generated portraits reveal a complex nature, which is further analyzed in terms of the emerging patterns. The results show that the adoption of dimensionality reduction and visualization tools for processing complex data is a key modeling option with the current computational resources.
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Christiane Bourloyannis, M. "MICHEL-CYR DJIENA WEMBOU, L'ONU ET LE DEVELOPPEMENT DU DROIT INTERNATIONAL (BERGER - LEVRAULT INTERNATIONAL, 1991), 246pp." African Yearbook of International Law Online / Annuaire Africain de droit international Online 1, no. 1 (1993): 215–20. http://dx.doi.org/10.1163/221161793x00116.

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Tse, Yiuman, Paramita Bandyopadhyay, and Yang-Pin Shen. "Intraday Price Discovery in the DJIA Index Markets." Journal of Business Finance & Accounting 33, no. 9-10 (November 2006): 1572–85. http://dx.doi.org/10.1111/j.1468-5957.2006.00639.x.

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30

Kurniawan, Agus. "PENGARUH DOW JONES ISLAMIC WORLD MALAYSIA INDEX DAN DOW JONES ISLAMIC MARKET JAPAN INDEX TERHADAP INDEKS SAHAMSYARIAH INDONESIA." FINANSIA: Jurnal Akuntansi dan Perbankan Syariah 2, no. 01 (September 17, 2019): 102. http://dx.doi.org/10.32332/finansia.v2i01.1543.

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Integrasi pada saat ini sudah terjadi diberbagai belahan dunia. Keterkaitan Negara satu dengan Negara yang lain berpengaruh terhadap perekonomian suatu Negara. Saat ini kerjasama antar Negara dapat memajukan segala aspek yang ada didalamnya.Pasar modal memiliki peran penting dalam perekonomian suatu Negara karena pasar modal menjalankan dua fungsi utama yaitu sarana untuk pendanaan usaha bagi perusahaan yang dapat mendorong perusahaan melakukan ekspansi pasar dan dapat untuk penambahan modal, sedangkan fungsi kedua sebagai wadah atau sarana yang dapat digunakan oleh investor untuk menginvestasikan uangnya. Permasalahan dalam penelitian ini adalah Adakah Integrasi Dow JonesIslamic World Malaysia Index (DJMY25D) terhadap Indeks Saham SyariahIndonesia(ISSI), Adakah Integrasi Dow Jones Islamic Market Japan Index (DJIJP) teradap Indeks Saham Syariah Indonesia (ISSI), dan Bagaimana Integrasi Dow JonesIslamic World Malaysia Index (DJMY25D) dan Dow Jones Islamic Market Japan Index (DJIJP) terhadap Indeks Saham Syariah Indonesia(ISSI). Metode penelitian ini menggunakan data kuantitatif yaitu data yang diukur dalam suatu skala numerik (angka). Data yang digunakan dalam penelitian ini adalah data sekunder, yaitu indeks harga closing price diakhir bulan. Metode analisis yang digunakan adalah analisis regresi linier berganda dengan terlebih dahulu melakukan uji asumsi klasik. Untuk mengetahui pengaruh secara simultan digunakan uji F dan untuk mengatuhi pengaruh secara parsial digunakan uji t. Hasil penelitian menunjukkan bahwa Dow Jones Islamic World Malaysia Index(DJMY25D) memiliki pengaruh yang signifikan dengan Indeks saham syariah Indonesia (ISSI) dan hubungan yang positif. Dow Jones Islamic Market Jepang Index (DJIJP) memiliki pengaruh yang signifikan dengan Indeks saham syariah Indonesia (ISSI) dan hubungan yang positif.Berdasarkan hasil uji determinasi besarnya nilaiAdjustedRSquareadalah 0.537, halini berarti 53,7% variasi ISSI.JK dapat dijelaskan oleh variasi dari dua variabel yang berpengaruh terhadap ISSI.JK. sedangkan sisanya (100% - 53,7% = 46,3%) dijelaskan oleh variabel lain yang tidak dimasukkan dalam model persamaan regresi.Terintegrasinya indekssaham syariah pada Indonesia dan Malaysia karena adanya perjanjian bilateral antara BEI dan Bursa Malaysia. Terintegrasinya Indonesia dengan Jepang diakibatkan meningkatnya modal asing ke dalam Indonesia, perluasan teknologi di Indonesia, kemajuan ilmu pengetahuan dalam Negeri. Penelitian ini berkesimpulan bahwa adanya hubungan positif dalam pasar modal syariah antara Malaysia dan Jepang terhadap Indonesia. Hubungan ini menimbulkan keuntungan dan kesejahteraan bagi Negara masing-masing
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Susilo, Didik, Sugeng Wahyudi, and Irene Rini Demi Pangestuti. "Factors Affecting the Indonesia Stock Exchange: A Multi-Index Approach." International Journal of Financial Research 11, no. 2 (March 16, 2020): 196. http://dx.doi.org/10.5430/ijfr.v11n2p196.

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This study examines the influence of world and regional capital market conditions on the Indonesian capital market (Indonesia Stock Exchange) condition. The DJIA (Dow Jones Industrial Average) index was used as a representative of the international capital market while the Hang Seng index and the Nikkei 225 index were used as a representative of regional capital market conditions. These two indices were chosen because the Japanese capital market was one of the most advanced capital markets in the world and the Hong Kong capital market, although not as big as Japan, still played an important role in the world. The data were obtained from Yahoo Finance during the period of 2014-2018. The dependent variable was the change in the JCI (Jakarta Composite Index), while the independent variables were changes in the index of DJIA, Nikkei 225 and Hang Seng index. Using daily data analyzed by the ARIMA method (1,1), it was found that there was a significant positive effect of DJIA with lag 1 and Hang Seng index on the JCI, but no significant effect was found from the Nikkei 225 index on the JCI.
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Wu, Maoguo, and Yanyuan Wang. "Risk Analysis of World Major Stock Index Before and After the 2008 Financial Crisis – Based on GARCH-VaR Approach." International Journal of Financial Research 9, no. 2 (February 5, 2018): 39. http://dx.doi.org/10.5430/ijfr.v9n2p39.

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In 2008, the U.S. subprime mortgage crisis overwhelmed the global financial system, which sparked drastic fluctuation of world stock index. Subsequently, the risk of investment in global stock markets has augmented considerably. Applying the VaR approach based on GARCH model, this paper attempts to thoroughly investigate the volatility of S&P 500, NASDAQ, DJIA, GDAXI and CSI 300. For the purpose of comparison, data are divided into 2 parts: before the 2008 financial crisis and after the 2008 financial crisis. Thus, the paper elaborates impacts of the 2008 financial crisis on global stock index. In addition, this paper puts forward policy implications of risk control in Chinese financial market. According to empirical results, before the 2008 financial crisis, S&P 500, NASDAQ and DJIA were relatively stable; GDAXI was slightly fluctuant while CSI 300 fluctuated dramatically. When confronting with the 2008 financial crisis, the volatility of three American stock indexes surged at once, even exceeding that of CSI 300. GDAXI, however, experienced a time lag in the increase of volatility. So far, S&P 500, NASDAQ, DJIA and GDAXI have gradually recovered. On the contrary, CSI 300 still undulates frequently and erratically.
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Mahfudz, Muhammad Baharudin, and Nurhadi Nurhadi. "Pengaruh Indeks DJIA, Harga Minyak Dunia, Tingkat Inflasi, dan Nilai Tukar Rupiah terhadap ISSI." Al-Kharaj : Jurnal Ekonomi, Keuangan & Bisnis Syariah 3, no. 2 (April 24, 2021): 254–69. http://dx.doi.org/10.47467/alkharaj.v3i2.370.

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Indonesia is a country where the majority of the population is Muslim, so information about the Sharia Stock Index has an important role in understanding the dynamics of the capital market in Indonesia. This study aims to determine the simultaneous and partial influence of Dow Jones Industrial Average (DJIA), World Oil Price, Inflation Rate, and Rupiah Exchange Rate on Indonesia Sharia Stock Index (ISSI). This study uses secondary data in the form of a summary of monthly index reports obtained from financial websites. The population in this study is a time series data that amounts to 60 months and starts from January 2016 to December 2020 by determining samples using saturated samples. The data was analyzed using multiple linear regression analysis techniques. Hypothesis tested using F test and t test. The results showed that simultaneously (Test F) variable Dow Jones industrial Average (DJIA) (X1), World Oil Price (X2), Inflation Rate (X3), and Rupiah Exchange Rate (X4) had a significant effect on the Indonesia Sharia Stock Index (ISSI) on the Indonesia Stock Exchange (IDX). Partially (Test t) DJIA has a significant positive effect on ISSI. Rupiah exchange rate has a significant negative effect on ISSI. Meanwhile, The World Oil Price and Inflation Rate have an insignificant negative effect on ISSI.
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Soydemir, Gökçe A., and A. George Petrie. "Intraday information transmission between DJIA spot and futures markets." Applied Financial Economics 13, no. 11 (November 2003): 817–27. http://dx.doi.org/10.1080/0960310022000025460.

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35

Sihombing,, Pardomuan, and Rizal ,. "PENGARUH INDEKS SAHAM GLOBAL DAN KONDISI MAKRO INDONESIA TERHADAP INDEKS HARGA SAHAM GABUNGAN BURSA EFEK INDONESIA." Media Ekonomi 22, no. 2 (August 4, 2014): 133. http://dx.doi.org/10.25105/me.v22i2.3171.

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<p>The objective of this research is to examine the effect of global stock indices and marco economic condition of Indonesia to Jakarta Stock Exchange Composite Index (JCI). The global stock indices that had been analyzed in this research are Dow Jones Industrial Average (DJIA), Nikkei 225 (N225), Shanghai Stock Exchange Composite (SSE), Financial Times Stock Exchange 100 (FTSE 100), and Hang Seng Index (HSI). The macro economic indicator that had been analyzed in this research are exchange rate United States dollar to Indonesian rupiah, inflation and BI rate. This research was conducted using secondary data. Research periods are 10 years for 120 months since January 2008 until December 2012. This study was analyzed by using error correction model (ECM). By using this method, it can be analyzed the short and long term influence from the independent variables to the dependent variable with its analysis techniques to correct long term imbalances. The result shows that in short term, only DJIA, exchange rate and BI rate have significant effect on JCI. While in long term, DJIA, N225, SSE, HSI, and BI rate have significant effect on JCI. Adjusted R-square value of 0.444987 can illustrate that the dependent variable is explained by the independent variables for 44.499 percent, while the rest are influenced by the other variables.</p><p> </p>
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36

Smirnov, Valery, Denis Osipov, Vladimir Gurdzhiyan, Irina Soshko, Mikhail Alexandrov, and Vladimir Ivanov. "Analysis of the Russian finance connectivity." SHS Web of Conferences 106 (2021): 01014. http://dx.doi.org/10.1051/shsconf/202110601014.

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As a result of evaluation of growth rates of major commodity prices and Russian share quotes there is discovered dominating dynamics of shares of Rosneft and Urals oil futures. Assessment of dynamics of RTSI, IMOEX, S&P500, WTI futures, USD/RUB showed IMOEX breakdown from RTSI. RTSI remained with the WTI futures, while IMOEX joined S&P500 trend. As a result of neural network analysis of importance of global indices growth rates there is determined a condition of achievement of their maximum value – minimum growth rate of RTSI and maximum rate of FTSE100 growth. Cluster analysis of the global indices in terms of their growth rates revealed connectivity between RTSI, DJIA and US Dollar Index. Russian economy structure can’t ensure direct connectivity of RTSI and DJIA. RTSI is indirectly connected to DJIA via S&P500. The leading role in this connection belongs to US Dollar Index that largely determines the dynamics of USD/RUB and IMOEX. Cluster analysis in terms of major currencies exchange rates growth defined a USD and CNY currency basket that is acceptable for the Russian economy. Analysis of the Russian finance connectivity has sufficiently identified a basis and conditions of its existence in the context of the strengthening negative factors which bind and overburden the Russian economy with oil dependence.
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37

Mackensen, Michael. "A late mid-Roman African red slip ware lamp from Sabratha and lamp production at Djilma (central Tunisia)." Libyan Studies 33 (2002): 57–69. http://dx.doi.org/10.1017/s0263718900005124.

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AbstractA central Tunisian red slip ware lamp from Sabratha, published by D. M. Bailey in 1994, should be classified as Type Salomonson I/Atlante I. Its discus decoration is a personification of Autumn, a standing female figure with a basket of fruit as a seasonal attribute and a Cupid (Eros) sitting on it. The prototype of the moulded decoration motif appears as an appliqué on a Hayes 171 el-Aouja sigillata jug of C1 quality. The lamp, which probably dates from the third quarter of the third century or the late third century AD, was subjected to chemical analysis and comparison with recently published reference groups from central Tunisian pottery-making centres showed that it was made at the central Tunisian fine-ware potteries at Henchir el Guellal near Djilma. A/D and C1-C4 sigillata as well as Type Atlante IV A, VI B, VII A1, VII A2 and VIII C1a lamps were produced there from about the second quarter of the third century until the mid fifth century AD.
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38

Sochi, Maria, and Steve Swidler. "A Test of Market Efficiency When Short Selling Is Prohibited: A Case of the Dhaka Stock Exchange." Journal of Risk and Financial Management 11, no. 4 (October 2, 2018): 59. http://dx.doi.org/10.3390/jrfm11040059.

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A ban on short selling exists on several exchanges, especially in emerging markets. In most cases, short selling has always been prohibited, thus making it difficult to examine the ban’s effect on price discovery. In this paper, we consider data from the Dhaka Stock Exchange (DSE) to test for a short selling ban on market efficiency. The analysis examines runs in daily stock returns and then forms a distribution of return clusters according to their duration. Using Monte Carlo simulation, we find that runs of longer duration appear more frequently in the DSE data than we would expect in efficient markets. We compare these results to stocks in the Dow Jones Industrial Average (DJIA). We find that the same runs tests accord with market efficiency for liquid and easily shorted DJIA stocks.
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Apa, Livia. "“Our skin is a monument”: corpo, raça, mulher em alguma poesia africana em português." Elyra, no. 16 (2020): 107–16. http://dx.doi.org/10.21747/21828954/ely16a7.

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My article focuses on how poetic word works as an instrument of emancipation in issues related to gender and race in the Portuguese-speaking African space and diaspora. Starting from the 1950s and from the notebook / manifesto Poesia Negra de Expressão Portuguesaorganized by Mário Pinto de Andrade and Francisco José Tenreiro, and considering the idea that knowledge and its artistic manifestations create genealogies of concepts, I intend to present a brief overview to illustrate the moments of rupture and cleavage that have existed in the evolution of such themes. In this context, particular attention will also be paid to the most recent experiences of new textualities created in Portugal by Afro-descendant and anti-racist subjectivities, such as Djidiu: A Herança do Ouvido, an idea of collective textual production contaminated by practices such as rap or slam poetry.
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Tang, Qi, Ruchen Shi, Tongmei Fan, Yidan Ma, and Jingyan Huang. "Prediction of Financial Time Series Based on LSTM Using Wavelet Transform and Singular Spectrum Analysis." Mathematical Problems in Engineering 2021 (June 8, 2021): 1–13. http://dx.doi.org/10.1155/2021/9942410.

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In order to further overcome the difficulties of the existing models in dealing with the nonstationary and nonlinear characteristics of high-frequency financial time series data, especially their weak generalization ability, this paper proposes an ensemble method based on data denoising methods, including the wavelet transform (WT) and singular spectrum analysis (SSA), and long-term short-term memory neural network (LSTM) to build a data prediction model. The financial time series is decomposed and reconstructed by WT and SSA to denoise. Under the condition of denoising, the smooth sequence with effective information is reconstructed. The smoothing sequence is introduced into LSTM and the predicted value is obtained. With the Dow Jones industrial average index (DJIA) as the research object, the closing price of the DJIA every five minutes is divided into short term (1 hour), medium term (3 hours), and long term (6 hours), respectively. Based on root mean square error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE), and absolute percentage error standard deviation (SDAPE), the experimental results show that in the short term, medium term, and long term, data denoising can greatly improve the stability of the prediction and can effectively improve the generalization ability of LSTM prediction model. As WT and SSA can extract useful information from the original sequence and avoid overfitting, the hybrid model can better grasp the sequence pattern of the closing price of the DJIA.
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Caldeira, João F., Rangan Gupta, and Hudson S. Torrent. "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?" Mathematics 8, no. 11 (November 16, 2020): 2042. http://dx.doi.org/10.3390/math8112042.

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This paper analyzes the forecast performance of historical S&P500 and Dow Jones Industrial Average (DJIA) excess returns while using nonparametric functional data analysis (NP-FDA). The empirical results show that the NP-FDA forecasting strategy outperforms not only the the prevailing-mean model, but also the traditional univariate predictive regressions with standard predictors used in the literature and, most cases, also combination approaches that use all predictors jointly. In addition, our results clearly have important implications for investors, from an asset allocation perspective, a mean-variance investor realizes substantial economic gains. Indeed, our results show that NP-FDA is the only one individual model that can overcome the historical average forecasts for excess returns in statistically and economically significant manners for both S&P500 and DJIA during the entire period, NBER recession, and expansions periods.
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Sankaran, Harikumar, Jayashree Harikumar, and Violeta Diaz. "Overreaction around DJIA Milestone Events: Evidence from an Intraday Analysis." GLOBAL BUSINESS & FINANCE REVIEW 19, no. 2 (December 31, 2014): 1–18. http://dx.doi.org/10.17549/gbfr.2014.19.2.01.

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43

Handayani, Wiwik, and Safitri Oktavia. "Effect of Rupiah Exchange Rate, GDP Growth, and Dow Jones Index on Composite Stock Price Index in Indonesia Stock Exchange." Journal of Accounting and Strategic Finance 1, no. 01 (December 30, 2018): 23–32. http://dx.doi.org/10.33005/jasf.v1i01.24.

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A capital market is a meeting place for stock sellers and buyers with the aim of getting maximum profits. To get these benefits, investors need information about the stock price index. Factors that influence the Stock Price Index are important information for investors. The composite stock price index (CSPI) is one of the main indicators that reflects the performance of the capital market whether it is experiencing an increase or is experiencing a decline. These factors include the rupiah exchange rate, GDP growth, and the Dow Jones index. This study aims to prove and analyze the effect of the rupiah exchange rate, GDP growth, and the Dow Jones index Average (DJIA) on the composite stock price index on the Indonesia stock exchange for the period 2012-2015. The population and sample of this study are forty-eight CSPI data from the Indonesia Stock Exchange. Data is collected by means of documentation and then analyzed. The data analysis technique used in this study is multiple linear regression analysis techniques. Based on the results of the analysis it is known that the rupiah exchange rate has no effect on the Composite Stock Price Index (CSPI). While GDP growth and the Dow Jones index Average (DJIA) have affected the Composite Stock Price Index (CSPI). For further research, it is considered necessary to review other factors that can influence the movement of the stock price index, for example, the company's fundamental factors such as profit, loss, financial ratios, and others. Keywords: Exchange Rate, GDP Growth, The Dow Jones (DJIA), Composite Stock Price Index (CSPI).
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44

Biage, Milton, and Pierre Joseph Nelcide. "Effects of asset frequency components on value-at-risk in emerging and developed markets." Brazilian Review of Econometrics 40, no. 1 (August 17, 2020): 145. http://dx.doi.org/10.12660/bre.v40n12020.77437.

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<p>Value-at-Risk was estimated using the technique of wavelet decomposition with goal to analyze the frequency components' impacts on variances of daily stock returns, and on forecasts. Daily returns of twenty-one shares of the Ibovespa and daily returns of twenty-two shares of the DJIA were used. The model was applied to the reconstructed returns to model and establish the prediction of conditional variance, applying the rolling window technique. The Value-at-Risk was then estimated, and the results showed that the DJIA shares showed more efficient market behavior than those of Ibovespa. The differences in behavior induces to affirm that VaRs, used in the analysis of financial assets from different markets with different governance premises, should be estimated by series of returns reconstructed by aggregations of components of different frequencies. A set of back-testing was applied to confront the estimated , which demonstrated that the estimation of models are consistent.</p>
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45

Hseu, Mei-Maun, Huimin Chung, and Erh-Yin Sun. "Price Discovery across the Stock Index Futures and the ETF Markets: Intra-Day Evidence from the S&P 500, Nasdaq-100 and DJIA Indices." Review of Pacific Basin Financial Markets and Policies 10, no. 02 (June 2007): 215–36. http://dx.doi.org/10.1142/s0219091507001045.

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This paper investigates the intra-day price dynamics of the S&P 500, Nasdaq-100 and DJIA indices for the periods both before and after the Nasdaq market crash which occurred between March 2000 and March 2001. We explore the relative price efficiencies of the three indices in the spot, futures, E-mini futures and ETF markets, and find that a cointegrating relationship existed between the three indices during the period after the crash. This would seem to imply that in the aftermath of the crash, the three indices shared common macroeconomic fundamentals. We find that where there is some disturbance in the equilibrium relationship between the indices, the market which adjusts to retain equilibrium is the Nasdaq-100 market. In the long run, the S&P 500 index leads the other index contracts, a finding which is consistent with the trading cost hypothesis. Nevertheless, the Nasdaq-100 index retains short-run price leadership over both the S&P 500 and DJIA indices.
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46

Nuraeni, Risky, and Jihad Lukis Panjawa. "Analisis pengaruh indeks saham asing terhadap indeks harga saham gabungan dengan pendekatan Error Correction Model." Journal of Economics Research and Policy Studies 1, no. 1 (April 29, 2021): 25–39. http://dx.doi.org/10.53088/jerps.v1i1.37.

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The Composite Stock Price Index (IHSG) is a composite index of many shares listed on the stock exchange and their movements show conditions that occur in the capital market. JCI is confident of macroeconomic factors and foreign exchange indexes. The purpose of this study was to analyze the effect of the Dow Jones Index, the Straits Time Index, the Hang Seng Index, the Nikkei 225 Index, and the FTSE 100 Index on the composite price index. The research method used is the Error Correction Model (ECM). In the short term, the DJIA and FTSE 100 variables have a positive effect on the JCI, the STI and Hang Seng variables have no significant on the JCI, while the Nikkei 225 has a negative effect on the JCI. In the long term, the DJIA and STI variables have a positive effect on the IHSG, the JSI and FTSE 100 variables have no effect on the IHSG, while the Nikkei 225 variable has a negative effect on the JCI.
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47

Mikhail, Ossama, and Josiah Baker. "Further Evidence on the Presence of Non-Linearity in the DJIA." International Advances in Economic Research 12, no. 4 (September 7, 2006): 552. http://dx.doi.org/10.1007/s11294-006-9048-9.

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48

Sihombing, Pardomuan, and Rizal ,. "PENGARUH INDEKS SAHAM GLOBAL DAN KONDISI MAKRO INDONESIA TERHADAP INDEKS HARGA SAHAM GABUNGAN BURSA EFEK INDONESIA." Media Ekonomi 22, no. 2 (July 10, 2018): 135. http://dx.doi.org/10.25105/me.v22i2.2966.

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<span>The objective of this research is to examine the effect of global stock indices and marco<span>economic condition of Indonesia to Jakarta Stock Exchange Composite Index (JCI). The <span>global stock indices that had been analyzed in this research are Dow Jones Industrial <span>Average (DJIA), Nikkei 225 (N225), Shanghai Stock Exchange Composite (SSE), Financial <span>Times Stock Exchange 100 (FTSE 100), and Hang Seng Index (HSI). The macro economic <span>indicator that had been analyzed in this research are exchange rate United States dollar to <span>Indonesian rupiah, inflation and BI rate. This research was conducted using secondary data.<br /><span>Research periods are 10 years for 120 months since January 2008 until December 2012. This <span>study was analyzed by using error correction model (ECM). By using this method, it can be <span>analyzed the short and long term influence from the independent variables to the dependent <span>variable with its analysis techniques to correct long term imbalances. The result shows that <span>in short term, only DJIA, exchange rate and BI rate have significant effect on JCI. While in <span>long term, DJIA, N225, SSE, HSI, and BI rate have significant effect on JCI. Adjusted Rsquare value of 0.444987 can illustrate that the dependent variable is explained by the <span>independent variables for 44.499 percent, while the rest are influenced by the other <span>variables.</span></span></span></span></span></span></span></span></span></span></span></span></span></span><br /></span>
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49

SMIRNOV, Valerii V. "The content analysis of Russian finance." Finance and Credit 27, no. 3 (March 30, 2021): 585–610. http://dx.doi.org/10.24891/fc.27.3.585.

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Subject. The article focuses on the Russian finance. Objectives. I determine the basics and conditions needed for the Russian finance. Methods. The study is based on the systems approach and the method of statistical, neural network and cluster analysis. Results. Having evaluated growth rates of prices for basic commodities and quotations of the Russian stocks, I determined what underlies the Russian finance as the prevailing trend in Rosneft’s stocks and Urals oil futures. Observing the movement of RTSI, IMOEX, S&P500, WTI oil future, USD/RUB rate, I discovered the gap between IMOEX and RTSI. RTSI remains with the WTI oil futures trend, while IMOEX joined the trend in S&P500. Having analyzed the importance of growth rates of global indices, I understood what is required for their maximum, i.e. the lowest growth rates of RTSI and the highest FTSE100. Considering the global indices and their growth rates, the Russian finance will be viable if RTSI indices are associated with DJIA and US Dollar Index. Structurally, the Russian economy cannot ensure the direct association of RTSI and DJIA. RTSI gets associated with DJIA through S&P500. US Dollar Index is a leading components in this correlation, as it determined the dynamics of USD/RUB and IMOEX. As for the trend in the rate of principal currencies, the basket with USD and CNY seems to be acceptable for the financial regulator. Conclusions and Relevance. The content analysis reveals the threatening intensification of adverse factors that make the Russian economy dependent on oil production, and outlines what can be done to eliminate them. The findings constitute new knowledge and advance the competence of the financial market regulator to make administrative decisions concerning the allocation, reallocation of the public product value and a part of national wealth so as to maintain the Russian finance in terms of form and substance.
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Gürsakal, Necmi, Fırat Melih Yilmaz, and Erginbay Uğurlu:. "Finding opportunity windows in time series data using the sliding window technique: The case of stock exchanges." Econometrics 24, no. 3 (2020): 1–19. http://dx.doi.org/10.15611/eada.2020.3.01.

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Data have shapes, and human intelligence and perception have to classify the forms of data to understand and interpret them. This article uses a sliding window technique and the main aim is to answer two questions. Is there an opportunity window in time series of stock exchange index? The second question is how to find a way to use the opportunity window if there is one. The authors defined the term opportunity window as a window that is generated in the sliding window technique and can be used for forecasting. In analysis, the study determined the different frequencies and explained how to evaluate opportunity windows embedded using time series data for the S&P 500, the DJIA, and the Russell 2000 indices. As a result, for the S&P 500 the last days of the patterns 0111, 1100, 0011; for the DJIA the last days of the patterns 0101, 1001, 0011; and finally for the Russell 2000, the last days of the patterns 0100, 1001, 1100 are opportunity windows for prediction
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