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Kesley Leandro da Silva,Marcelo Fernandes
Pág. 39 - 80
We use weekly data to investigate the profitability of momentum strategies in the currency market based on two different extract methods of nonlinear trends. We compare their performance with the traditional moving average rules broadly used by market pr...
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Christelle Meniago,Joel Hinaunye Eita
Pág. 62 - 69
This study investigates the effects of exchange rate volatility on trade in 39 selected SSA countries for the period 1995 to 2012. Export and import models were estimated using panel data econometric technique. Three measures of volatility are used. Thes...
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Hossein Iranmanesh, Majid Abdollahzade and Arash Miranian
This paper proposes a structure for long-term energy demand forecasting. The proposed hybrid approach, called HPLLNF, uses the local linear neuro-fuzzy (LLNF) model as the forecaster and utilizes the Hodrick?Prescott (HP) filter for extraction of the tre...
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