Academic literature on the topic 'EPU index'

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Journal articles on the topic "EPU index"

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Shaikh, Imlak. "On the Relationship between Economic Policy Uncertainty and the Implied Volatility Index." Sustainability 11, no. 6 (2019): 1628. http://dx.doi.org/10.3390/su11061628.

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This article examines the effects of economic policy uncertainty (EPU) on the implied volatility index. The implied volatility index of various markets has been analyzed in relation to scheduled macroeconomic announcements, such as EPU and equity market policy uncertainty (EMPU) indices. The study highlights that EPU contains important information to explain the diverse market effects of the U.S., which is gauged into the volatility index. Estimates obtained in an autoregressive conditional heteroscedasticity framework indicate the persistence of volatility during spikes in the EPU. More impor
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Jiang, Wei, Jianfeng Li, and Guanglin Sun. "Economic Policy Uncertainty and Stock Markets: A Multifractal Cross-Correlations Analysis." Fluctuation and Noise Letters 20, no. 02 (2021): 2150018. http://dx.doi.org/10.1142/s0219477521500188.

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We utilize the multifractal detrended cross-correlation analysis (MF-DCCA) to investigate the cross-correlations between the US economic policy uncertainty (EPU) and US stock markets in the framework of Fractal Market Hypothesis (FMH). The data contain daily closing values of EPU, and the returns of Dow Jones Industrial Average Index (DJI), S&P 500 index (GSPC) and NASDAQ Composite Index (IXIC). Our empirical results show that changes in EPU and fluctuations in the US stock markets interact in a nonlinear way. Furthermore, there exists significant multifractality in the cross-correlations
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ONGAN, SERDAR, and ISMET GOCER. "TESTING THE CAUSALITIES BETWEEN ECONOMIC POLICY UNCERTAINTY AND THE US STOCK INDICES: APPLICATIONS OF LINEAR AND NONLINEAR APPROACHES." Annals of Financial Economics 12, no. 04 (2017): 1750016. http://dx.doi.org/10.1142/s2010495217500166.

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This study aims to investigate the causal relationships between the economic policy uncertainty (EPU) index and the US stock indices the S&P 500, Dow Jones and Nasdaq 100 over the period of 1985M10–2016M12. To this aim, it is applied both linear causality and the nonlinear rolling window causality tests. The long-run analyses are also applied to reveal the elasticities of the US stock indices. The empirical findings indicate that both the linear and the nonlinear approaches support the evidence of causal relationships from the US EPU index to all the US stock indices. Additionally, it is a
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Phan, Dinh Hoang Bach, and Solikin M. Juhro. "CAN ECONOMIC POLICY UNCERTAINTY PREDICT EXCHANGE RATE AND ITS VOLATILITY? EVIDENCE FROM ASEAN COUNTRIES." Buletin Ekonomi Moneter dan Perbankan 21, no. 2 (2018): 265–82. http://dx.doi.org/10.21098/bemp.v21i2.974.

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This paper studies whether the global economic policy uncertainty (EPU) predicts the exchange rate and its volatility in 10 ASEAN countries using monthly data from January 1997 to December 2017. Applying the recently developed predictive regression model of Westerlund and Narayan (2012, 2015), we discover that the EPU positively and statistically significantly predicts the exchange rate of six out of ten currencies. One standard deviation increase in the EPU index leads to a depreciation of between 0.050% and 2.047% in these currencies. Moreover, the EPU predicts the exchange rate volatility f
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Royhana, Maulidia, and Titi Dewi Warninda. "PENGARUH KETIDAKPASTIAN KEBIJAKAN EKONOMI AMERIKA SERIKAT, TIONGKOK, DAN JEPANG TERHADAP JAKARTA ISLAMIC INDEX." Jurnal Fokus Manajemen Bisnis 11, no. 1 (2021): 95. http://dx.doi.org/10.12928/fokus.v11i1.3735.

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This research aims to analyze the influence of United State Economic Policy Uncertainty, Tiongkok Economic Policy Uncertainty, and Japan Economic Policy Uncertainty on the Jakarta Islamic Index. This study used time-series data from January 2001 to December 2019 and Error Correction Model (ECM) to analyze the short-term and long-term effects of United State, Tiongkok and Japan Economic Policy Uncertainty on the Jakarta Islamic Index. The results of this research show that United State EPU and Tiongkok EPU have no short-term and long-term effect on Jakarta Islamic Index. Meanwhile, in the short
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Adjei, Frederick A., and Mavis Adjei. "Economic policy uncertainty, market returns and expected return predictability." Journal of Financial Economic Policy 9, no. 3 (2017): 242–59. http://dx.doi.org/10.1108/jfep-11-2016-0074.

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Purpose Using the economic policy uncertainty (EPU) index as a proxy for the level of EPU, we study the impact of the level of EPU on the conditional mean of market returns and we examine the predictive power of EPU on future market returns. Design/methodology/approach We employ a GARCH-in-Mean model with exogenous variables. Findings The results show that even after controlling for business cycle effects, EPU is inversely related to contemporaneous market returns. Particularly, the authors find that the negative impact of EPU subsists only during recessions or recessionary states of the econo
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Li, Yuee, and Jingdong Li. "How Does China’s Economic Policy Uncertainty Affect the Sustainability of Its Net Grain Imports?" Sustainability 13, no. 12 (2021): 6899. http://dx.doi.org/10.3390/su13126899.

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China is a considerable grain importer in the world. However, the sustainability of China’s grain imports has been greatly challenged by its increasing economic policy uncertainty (EPU).This paper constructs the indicators of economic and environmental sustainability of China’s net grain imports and analyzes the impact of its EPU index on these indicators with a Time-Varying Parameter Stochastic Volatility Vector Autoregression (TVP-SV-VAR) model to explore how China’s EPU affects the sustainability of its net grain imports. The main conclusions are as follows.(1) The sustainability of China’s
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Goel, Garima, Saumya Ranjan Dash, Mário Nuno Mata, António Bento Caleiro, João Xavier Rita, and José António Filipe. "Economic Policy Uncertainty and Stock Return Momentum." Journal of Risk and Financial Management 14, no. 4 (2021): 141. http://dx.doi.org/10.3390/jrfm14040141.

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This paper investigates the relationship between economic policy uncertainty (EPU), an index capturing newspaper coverage of policy-related issues, and momentum profits. Momentum remains an unexplained anomaly. Our findings reveal a statistically negative association between EPU and hedge momentum portfolios. The short side portfolio dominates this effect as compared to the long side. EPU is statistically significant after controlling for macroeconomic variables. Furthermore, the paper conducts a battery of time series analysis, which highlights that EPU has a causal relationship with the hedg
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Liao, Fang-Nan, Xiao-Li Ji, and Zhi-Ping Wang. "Firms’ Sustainability: Does Economic Policy Uncertainty Affect Internal Control?" Sustainability 11, no. 3 (2019): 794. http://dx.doi.org/10.3390/su11030794.

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This paper studies whether economic policy uncertainty (EPU) influences internal control (IC). Exploiting EPU as an exogenous shock and using unique internal control index data at the firm level from China, we can make causal inferences about the EPU effect on IC, and provide new insight into firms’ sustainability. Our results show that firms tend to cope with higher EPU by improving IC, indicating their efforts to ensure sustainability development. We also find that this trend is intensified for firms localized in regions with a lower marketization degree, state-owned firms, or firms with few
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Yu, Jian, Xunpeng Shi, Dongmei Guo, and Longjian Yang. "Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index." Energy Economics 94 (February 2021): 105071. http://dx.doi.org/10.1016/j.eneco.2020.105071.

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Dissertations / Theses on the topic "EPU index"

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Mendoza, Mariel. "Una mirada a las empresas prestadoras de servicios de saneamiento (eps)." Pontificia Universidad Católica del Perú, 2011. http://repositorio.pucp.edu.pe/index/handle/123456789/114987.

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Actualmente el Estado y la sociedad civil promueven campañas públicas destinadas a crear una cultura de ahorro del agua en la ciudadanía. Se apela a una concientización sobre la finitud del recurso y se busca que las personas cambien prácticas derrochadoras por prácticas responsables con el agua. Sin embargo, en promedio casi la mitad del agua que producen las empresas de agua y saneamiento se pierde por fugas en tuberías y matrices<br>y la falta de medidores promueve una cultura del desperdicio en los ciudadanos. La carencia de voluntad política y la impopularidad que generaría la incorporaci
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POURCELOT, DOMINIQUE. "Les bacteroides du groupe fragilis : caracteres generaux et essais d'utilisation comme index de contamination fecale." Strasbourg 1, 1992. http://www.theses.fr/1992STR15002.

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Špániková, Eva. "Is Slovakia making headway towards constituting an OCA with the EMU?" Master's thesis, Vysoká škola ekonomická v Praze, 2006. http://www.nusl.cz/ntk/nusl-612.

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The goal of this diploma thesis is to assess the suitability and readiness of the Slovak Republic to adopt a single European currency. In analyzing the costs and benefits relating to Slovakia?s accession to the EMU, this thesis is guided by the theory of the OCA. The thesis provides a survey of the OCA theory, attempts to measure some of the OCA indicators and calculate OCA index for Slovakia. The results suggest that Slovakia fulfils the necessary condition for joining the monetary union, i.e. it is relatively well aligned with the euro area. The diploma thesis concludes that Slovakia is rela
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Díaz, Tang Isabel, Mont Dionisio Ugaz, and Gerhard H. Wagner. "Estudios de susceptibilidad del acero inoxidable 1.4405 (DIN) frente a la corrosión intergranular mediante ensayos de reactivación potencio cinética electroquímica (EPR)." Revista de Química, 2013. http://repositorio.pucp.edu.pe/index/handle/123456789/100537.

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Kingdom, Erin Lee. "AN EVALUATION OF HABITAT STRUCTURE AND THE DISTRIBUTION OF RARE AND COMMON DARTERS IN OHIO." Wright State University / OhioLINK, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=wright1310393511.

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Nalvarte, Salvatierra Pierre, and Cubillas James Calderón. "Basic Concepts of Project Finance in PPP." Derecho & Sociedad, 2016. http://repositorio.pucp.edu.pe/index/handle/123456789/118573.

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Project Finance is an alternative financing mechanism to Corporate Finance which allows the companies to finance large infrastructure projects without endangers their own assets and heritage.Through Project Finance is possible to carry out major public works in the context of Public Private Partnership (PPP) Contracts, which the main guarantee of the creditors will be exploitation rights of the company that signs the public infrastructure contract, either by charging a fee to users (in case of self-sustaining PPP) or by charging a pre agreed amount to the State (in case of co-financed PPP).For
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Reátegui, Pezo Alejandro. "Mejoramiento e integración de sistemas informáticos de información de las EPS Sedaloreto S.A. en la Ciudad de Iquitos." Bachelor's thesis, Universidad Ricardo Palma. Programa Cybertesis PERÚ, 2010. http://cybertesis.urp.edu.pe/urp/2010/reategui_a/html/index-frames.html.

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Kaulicke, Peter. "El Periodo Formativo en el sur: introducción." Pontificia Universidad Católica del Perú, 2012. http://repositorio.pucp.edu.pe/index/handle/123456789/113424.

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Llorente, Marie. "Une approche néo-institutionnelle de la gestion urbaine de l'eau à Delhi : quelle régulation pour quel service ?" Paris 10, 2002. http://www.theses.fr/2002PA100163.

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La thèse porte sur le type de réforme envisageable dans le cas du service de distribution d'eau à delhi. Elle s'appuie sur des enquêtes de terrain ainsi qu'une série d'entretiens. Dans une optique néo-institutionnelle, elle vise à appréhender la spécificité des enjeux de ce secteur, qui doivent guider toute réforme. Au terme d'une mise en perspective des nouvelles formes de réglementation dans le secteur de l'eau, elle montre que l'enjeu d'une réforme réside non seulement dans la réglementation de la relation entre tutelle et monopole, mais aussi et surtout dans la régulation globale du secteu
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Merino, Barragán Vicente, Gómez Fernando Jiménez, and Crespo Guadalupe Sánchez. "Analysis of mental health factors in women who have undergone rubal sterilization." Pontificia Universidad Católica del Perú, 2013. http://repositorio.pucp.edu.pe/index/handle/123456789/102636.

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Using the Eysenk Personality Inventory and the Psychological Research Test by Bemot, Dumonr. Laurent and Philonenko, the authors have analysed diffetent personality lacrors in women who asked for rubal sterilization as irreversible birth-control method. A comparative study of 100 women (mean age of 35, a mean of 13 years of marriage and a mean of 4 childten) who underwent a rubal sterilization (experimental group) and 100 women (mean age of 31, 8 years of marriage and a mena of 2 children) who underwent a reversible birth control method (control group). Results showed no sign6cant differences
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Books on the topic "EPU index"

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Covert, S. Alex. Comparison of U.S. Geological Survey and Ohio Environmental Protection Agency fish-collection methods using the index of biotic integrity and modified index of well-being, 1996-97. U.S. Dept. of the Interior, U.S. Geological Survey, 2001.

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Covert, S. Alex. Comparison of U.S. Geological Survey and Ohio Environmental Protection Agency fish-collection methods using the index of biotic integrity and modified index of well-being, 1996-97. U.S. Dept. of the Interior, U.S. Geological Survey, 2001.

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Covert, S. Alex. Comparison of U.S. Geological Survey and Ohio Environmental Protection Agency fish-collection methods using the index of biotic integrity and modified index of well-being, 1996-97. U.S. Dept. of the Interior, U.S. Geological Survey, 2001.

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Covert, S. Alex. Comparison of U.S. Geological Survey and Ohio Environmental Protection Agency fish-collection methods using the index of biotic integrity and modified index of well-being, 1996-97. U.S. Dept. of the Interior, U.S. Geological Survey, 2001.

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Covert, S. Alex. Comparison of U.S. Geological Survey and Ohio Environmental Protection Agency fish-collection methods using the index of biotic integrity and modified index of well-being, 1996-97. U.S. Dept. of the Interior, U.S. Geological Survey, 2001.

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Covert, S. Alex. Comparison of U.S. Geological Survey and Ohio Environmental Protection Agency fish-collection methods using the index of biotic integrity and modified index of well-being, 1996-97. U.S. Dept. of the Interior, U.S. Geological Survey, 2001.

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Covert, S. Alex. Comparison of U.S. Geological Survey and Ohio Environmental Protection Agency fish-collection methods using the index of biotic integrity and modified index of well-being, 1996-97. U.S. Dept. of the Interior, U.S. Geological Survey, 2001.

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Covert, S. Alex. Comparison of U.S. Geological Survey and Ohio Environmental Protection Agency fish-collection methods using the index of biotic integrity and modified index of well-being, 1996-97. U.S. Dept. of the Interior, U.S. Geological Survey, 2001.

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U.S. EPA Index to test methods. Environmental Compliance Reporter, Inc., 1995.

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U.S. EPA Index to test methods. Environmental Compliance Reporter, Inc., 1995.

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Book chapters on the topic "EPU index"

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Astin, John. "Index Formulae." In Measuring EU Inflation. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-68806-6_8.

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Long, Craig S. "NOAA/EPA Surface Ultra-Violet Flux Index." In Stratospheric Ozone Depletion/UV-B Radiation in the Biosphere. Springer Berlin Heidelberg, 1994. http://dx.doi.org/10.1007/978-3-642-78884-0_41.

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Proff, Harald, Claudia Ahrens, Wencke Neuroth, et al. "Digital Maturity Assessment – Bisherige Transformation, Typen digitaler Unternehmen, Branchen- und Ländervergleich." In Accelerating Digitalization. Springer Fachmedien Wiesbaden, 2021. http://dx.doi.org/10.1007/978-3-658-31456-9_5.

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ZusammenfassungWir entwickeln in diesem Kapitel einen Index zur Erfassung der digitalen Reife („Digital Maturity Index“, DMI) und haben damit bei 160 deutschen und 785 Unternehmen weltweit die bisherige digitale Transformation untersucht.Die Ergebnisse für Deutschland stützen die Hypothesen, dass die Gewinnwirkung umso höher ist, je stärker durch die Digitalisierung Technologien und Prozesse (Activities) und mehr noch Angebote und Geschäftsmodelle (Businesses) verändert werden, die Gewinnwirkung der Digitalisierung umso höher ist, je stärker Veränderungsfähigkeiten (Dynamic Capabilities) aktiviert und dadurch operative Fähigkeiten (Operational Capabilities) neu konfiguriert werden und belegen damit, dass die Gewinnwirkung der Digitalisierung mit der digitalen Reife steigt. Die Ergebnisse lassen sich entlang der vier Teilindizes (Business Index, Activity Index, Dynamic Capability Index und Operative Capability Index) genauer betrachten. identifizieren sechs Archetypen digitaler Unternehmen (Champions, Potenzialträger, Innovatoren, Optimierer, Folger und Nachzügler) und zeigen, dass nur fünf Prozent der deutschen Unternehmen zu den digitalen Champions zählen, die im Zuge der Digitalisierung sowohl ihre Leistungen als auch ihre Fähigkeiten radikal verändert haben. Die sechs Typen digitaler Unternehmen unterscheiden sich darin, wie stark sie ihre Leistungen und Kompetenzen, aber auch ihre Wertschöpfung und die IT digitalisieren und wie schnell sie die digitale Transformation managen. Die Ergebnisse der Unternehmen weltweit ermöglichen einen Branchenvergleich, gemäß dem Anbieter von Industrieprodukten und Dienstleistungsanbieter bereits eine deutlich höhere digitale Reife aufweisen als z. B. Automobilunternehmen. ermöglichen einen Vergleich der bisherigen digitalen Transformation von Unternehmen in der EU, in Amerika und Asien, der relativ große Ähnlichkeiten zwischen den Regionen zeigt.
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"Index." In Epi-Informatics. Elsevier, 2016. http://dx.doi.org/10.1016/b978-0-12-802808-7.18001-3.

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"SUBJECT INDEX." In Advanced EPR. Elsevier, 1989. http://dx.doi.org/10.1016/b978-0-444-88050-5.50031-8.

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"Index." In Calculation of NMR and EPR Parameters. Wiley-VCH Verlag GmbH & Co. KGaA, 2004. http://dx.doi.org/10.1002/3527601678.index.

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"Index." In EU Food Law. Elsevier, 2001. http://dx.doi.org/10.1533/9781855736306.index.

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Liang, Cao, Feng Jingchun, and Ren Yuan. "Risk Evaluation of EPC Supply Chain Based on SCOR and Multi-Level Grey Model." In Supply Chain and Logistics Management. IGI Global, 2020. http://dx.doi.org/10.4018/978-1-7998-0945-6.ch076.

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With the development of China's economy, large-scale engineering and complex engineering are emerging. The Engineering Procurement Construction (EPC) project general contracting model is widely used in civil engineering, water conservancy, railway, water treatment, waste incineration plants and other large engineering area. The increasing complexity of construction technology and the risks are facing overwhelming and fragile supply chain. Based on the deep analysis of supply chain operation reference (SCOR) model, which is widely used in various fields of industry, this article puts forward the preliminary index system of supply chain risk of EPC project by analytic hierarchy process (AHP). The risk index system of waste incineration project including 5 first-level risk indicators and 27 second-level risk indicators has been established and determined. The multi-level grey model is used to evaluate the risk index, calculate the grey evaluation coefficient and the grey evaluation weight vector as well as the weight matrix, draw the specific risk evaluation value of the project, and sort the first level index. Finally, an EPC example of a waste incineration in Hubei Province is used to verify the feasibility and reliability of the method.
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"Subject Index: EPD Congress 2016." In 2016 EPD Congress. John Wiley & Sons, Inc., 2016. http://dx.doi.org/10.1002/9781119274742.indsub.

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"Index of EPA Product Codes." In Sittig's Handbook of Pesticides and Agricultural Chemicals. Elsevier, 2005. http://dx.doi.org/10.1016/b978-0-8155-1516-6.50042-2.

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Conference papers on the topic "EPU index"

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Xie, Fangzhou. "Pruned Wasserstein Index Generation Model and wigpy Package." In CARMA 2020 - 3rd International Conference on Advanced Research Methods and Analytics. Universitat Politècnica de València, 2020. http://dx.doi.org/10.4995/carma2020.2020.11557.

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Recent proposal of Wasserstein Index Generation model (WIG) has shown a new direction for automatically generating indices. However, it is challenging in practice to fit large datasets for two reasons. First, the Sinkhorn distance is notoriously expensive to compute and suffers from dimensionality severely. Second, it requires to compute a full N × N matrix to be fit into memory, where N is the dimension of vocabulary. When the dimensionality is too large, it is even impossible to compute at all. I hereby propose a Lasso-based shrinkage method to reduce dimensionality for the vocabulary as a p
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Gerni, Mine, Hatıra Sadeghzadeh Emsen, Ziya Çağlar Yurttançıkmaz, and Ömer Selçuk Emsen. "Transmission Effects between Uncertainty and Stocks: From S&P to BIST100." In International Conference on Eurasian Economies. Eurasian Economists Association, 2020. http://dx.doi.org/10.36880/c12.02395.

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The economic political uncertainty (EPU) index developed by Berg et al. (2013) and the global economic political uncertainty (GEPU) index developed by Davids et al. (2016) revealed the existence of their strong relations with macroeconomic indicators in the US economy in general. Parallel to this power exhibited by the index, the interest towards it has started to be evaluated in terms of other countries. In this context, while the existence of studies investigating the relations between the index and the Istanbul Stock Exchange index is noteworthy, it has been determined that some of these re
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Schraft, Jacques Philippe, Dirk Becher, and Jürgen Weber. "Condition Monitoring Strategy for Pump-Driven Hydraulic Axes." In BATH/ASME 2020 Symposium on Fluid Power and Motion Control. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/fpmc2020-2757.

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Abstract Electrohydrostatic Actuation Systems (EAS) are characterized by an Electrohydrostatic Pump Unit (EPU) that directly drives a hydraulic actuator. This motion concept combines both advantages of traditional electro-mechanical actuation and electro-hydraulic actuation like high energy efficiency, environmental cleanliness, low noise emission, high force output, and no backslash. In modern IoT/I4.0 environments, the utilization of digital data plays a more and more important role such as histories of sensor data, of working cycles, or of the machine health status. In the example of an EAS
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"Epub index." In 2016 IEEE Hot Chips 28 Symposium (HCS). IEEE, 2016. http://dx.doi.org/10.1109/hotchips.2016.7936241.

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"EPE 2018 Index." In 2018 International Conference and Exposition on Electrical And Power Engineering (EPE). IEEE, 2018. http://dx.doi.org/10.1109/icepe.2018.8559673.

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"EPE 2020 Index." In 2020 International Conference and Exposition on Electrical And Power Engineering (EPE). IEEE, 2020. http://dx.doi.org/10.1109/epe50722.2020.9305632.

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"CANDO-EPE 2018 Authors Index." In 2018 International IEEE Conference and workshop in Óbuda on Electrical and Power Engineering (CANDO-EPE). IEEE, 2018. http://dx.doi.org/10.1109/cando-epe.2018.8601134.

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"CANDO-EPE 2019 Authors Index." In 2019 International IEEE Conference and Workshop in Óbuda on Electrical and Power Engineering (CANDO-EPE). IEEE, 2019. http://dx.doi.org/10.1109/cando-epe47959.2019.9110986.

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"Index of authors." In 2012 EPE-ECCE Europe Congress. IEEE, 2012. http://dx.doi.org/10.1109/epepemc.2012.6397376.

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"Author Index." In 2007 IEEE Canada Electrical Power Conference. IEEE, 2007. http://dx.doi.org/10.1109/epc.2007.4520286.

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Reports on the topic "EPU index"

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Alviarez, Vanessa, Keith Head, and Thierry Mayer. Global Giants and Local Stars: How Changes in Brand Ownership Affect Competition. Inter-American Development Bank, 2021. http://dx.doi.org/10.18235/0003333.

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We assess the consequences for consumers in 76 countries of multinational acquisitions in beer and spirits. Outcomes depend on how changes in ownership affect markups versus efficiency. We find that owner fixed effects contribute very little to the performance of brands. On average, foreign ownership tends to raise costs and lower appeal. Using the estimated model, we simulate the consequences of counter-factual national merger regulation. The US beer price index would have been 4-7% higher without divestitures. Up to 30% savings could have been obtained in Latin America by emulating the pro-c
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