The Causality Relationship Between Financial Constructs with State Space Model

DOI

10.2991/978-2-38476-064-0_2How to use a DOI?

Keywords

State-space; Financial; Causality

Abstract

One solution of the state-space model is to see the causal relationship between one and more variables. This model can be used as a statistical basis for modeling movements, for example, carbon variables and other variables that may be related in the form of financial construction. Research looking for this relationship is fascinating to study further. The results show that state space can provide in-depth information about the relationship between constructs. The findings of this study imply that financial construction does not stand alone as a commodity but is also influenced by the sectors above it.

Copyright

© 2023 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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TY  - CONF
AU  - Rialdi Azhar
AU  - Sri Suningsih
AU  - Widya Rizki Eka Putri
AU  - Ahmad Efendi Business
PY  - 2023
DA  - 2023/05/30
TI  - The Causality Relationship Between Financial Constructs with State Space Model
BT  - Proceedings of the International Conference of Economics, Business, and Entrepreneur (ICEBE 2022)
PB  - Atlantis Press
SP  - 5
EP  - 10
SN  - 2352-5428
UR  - https://doi.org/10.2991/978-2-38476-064-0_2
DO  - 10.2991/978-2-38476-064-0_2
ID  - Azhar2023
ER  -