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-ante, using the world famous Box-Jenkins time series models for motor, mash and mung prices in Bangladesh. Design …(s) and Mean Absolute Percent Errors (MAPEs). In order to examine the forecasting performance of the selected models, three …) and Theil's inequality coefficients (TICs). Findings – The estimates suggest that in most cases the forecasting …
Persistent link: https://www.econbiz.de/10004970262
Seasonality has attracted considerable interest in empirical tourism research and forecasting. However, the analysis of … roots prior to forecasting guest nights for the tourist-lodging industry. While pricing and other strategies have been … revenue or yield management based on seasonal demand analysis and forecasting. This paper examines the seasonality of hotelâ …
Persistent link: https://www.econbiz.de/10011130176
time-varying conditional variance of Alberta electricity prices. This is of major importance in forecasting, since ARCH … uses the model to perform static and dynamic forecasts over different horizons and to compare its forecasting performance … with a random walk and a moving average model. Findings – The paper provides a study of hourly electricity prices using …
Persistent link: https://www.econbiz.de/10008459560
Purpose – In this paper weekly volatility forecasts are considered with applications to risk management; in particular hedge ratios and VaR calculations, with the aim of identifying the most appropriate model for risk management practice. Design/methodology/approach – The study considers a...
Persistent link: https://www.econbiz.de/10004966330
time‐varying conditional variance of Alberta electricity prices. This is of major importance in forecasting, since ARCH … uses the model to perform static and dynamic forecasts over different horizons and to compare its forecasting performance … with a random walk and a moving average model. Findings – The paper provides a study of hourly electricity prices using …
Persistent link: https://www.econbiz.de/10014863206
Purpose – The purpose of this paper is to estimate long‐run elasticities for housing prices in Tehran's (capital of … (which are panel data approaches) are applied to model housing price forecasting function in Tehran's 20 different zones … forecasting problems in environments which are: uncertain, complex, and faced with a lack of proper data. Moreover, it is found …
Persistent link: https://www.econbiz.de/10014777729
mean squared forecasting error for transactions and prices of up to 35 and 54 per cent, respectively. Practical … to its ability to serve as a sentiment indicator and improve commercial real estate forecasting models for transactions …”, with respect to its ability to serve as a sentiment indicator and improve commercial real estate forecasting models for …
Persistent link: https://www.econbiz.de/10014898668
Purpose – In this paper weekly volatility forecasts are considered with applications to risk management; in particular hedge ratios and VaR calculations, with the aim of identifying the most appropriate model for risk management practice. Design/methodology/approach – The study considers a...
Persistent link: https://www.econbiz.de/10014901429