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Ming Lu and Qian Xie
Forecasting tourism volume can provide helpful information support for decision-making in managing tourist attractions. However, existing studies have focused on the long-term and large-scale prediction and scarcely considered high-frequency and micro-sc...
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Tamal Datta Chaudhuri,Indranil Ghosh
Pág. 229 - 251
In this paper, we propose an alternative approach to understanding the relationship between financial sector development and real sector growth in India. We use stock market sectoral indices available on National Stock Exchange (NSE) like Capital Goods I...
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YoungHa Ki and Ramesh Adhikari
Determinants of a firm?s cash holdings have been a popular topic of research in finance, especially after the rapid surge in cash holdings for U.S. firms since the 1980s. The wide array of research has focused primarily on firm-specific factors to explai...
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Faheem Aslam, Paulo Ferreira, Khurrum Shahzad Mughal and Beenish Bashir
During crises, stock market volatility generally rises sharply, and as consequence, spillovers are identified across markets. This study estimates the volatility spillover among twelve European stock markets representing all four regions of Europe. The d...
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Apostolos Ampountolas
Overnight forecasting is a crucial challenge for revenue managers because of the uncertainty associated between demand and supply. However, there is limited research that focuses on predicting daily hotel demand. Hence, this paper evaluates various model...
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Sajjad Khan, Shahzad Aslam, Iqra Mustafa and Sheraz Aslam
Day-ahead electricity price forecasting plays a critical role in balancing energy consumption and generation, optimizing the decisions of electricity market participants, formulating energy trading strategies, and dispatching independent system operators...
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Andrea Maria N. C. Ribeiro, Pedro Rafael X. do Carmo, Iago Richard Rodrigues, Djamel Sadok, Theo Lynn and Patricia Takako Endo
To minimise environmental impact, to avoid regulatory penalties, and to improve competitiveness, energy-intensive manufacturing firms require accurate forecasts of their energy consumption so that precautionary and mitigation measures can be taken. Deep ...
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Adonias Evaristo da Costa Filho
Pág. 1 - 21
This paper estimates the term structure of natural interest rates for Brazil, a generalization of the concept of natural rate of interest for the yield curve. First, the Diebold-Li (2006) model is estimated with real yields. The latent factors of this mo...
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Laura Camila Roldán Martínez
Pág. 166 - 189
AbstractDownloadsReferencesHow to Cite
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Sofia Kusiak Meirelles,Marcelo Fernandes
Pág. 179 - 219
This paper aims to statistically compare the performance of two hedging strategies for Brazilian fixed income portfolios, with discrete rebalancing. The first hedging strategy matches duration, and hence it considers only small parallel changes in the yi...
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