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Statistical and economic evaluation of time series models for forecasting arrivals at call centers

Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - 2017

Call centers' managers are interested in obtaining accurate forecasts of call arrivals because these are a key input in staffing and scheduling decisions. Therefore their ability to achieve an optimal balance between service quality and operating costs ultimately hinges on forecast accuracy. We...

Persistent link: https://www.econbiz.de/10011599302

Food versus fuel : causality and predictability in distribution

Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - 2013 - This draft: March 14th 2013

This paper examines the relationship between biofuels and commodity food prices in the U.S. from a new perspective. While a large body of literature has tried to explain the linkages between sample means and volatilities associated with ethanol and agricultural price returns, little is known...

Persistent link: https://www.econbiz.de/10009737363

A weekly structural VAR model of the US crude oil market

Valenti, Daniele; Bastianin, Andrea; Manera, Matteo - 2022

We present a weekly structural Vector Autoregressive (VAR) model of the US crude oil market. Exploiting weekly data we can explain short-run crude oil price dynamics, including those related with the COVID-19 pandemic and with the Russia's invasion of Ukraine. The model is set identified with a...

Persistent link: https://www.econbiz.de/10013254444

Forecasting the oil-gasoline price relationship : should we care about the rockets and the feathers?

Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - 2014

According to the Rockets and Feathers hypothesis (RFH), the transmission mechanism of positive and negative changes in the price of crude oil to the price of gasoline is asymmetric. Although there have been many contributions documenting that downstream prices are more reactive to increases than...

Persistent link: https://www.econbiz.de/10010251557

The impacts of exogenous oil supply shocks on Mediterranean economies

Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - 2015

The security of energy supply is a key geopolitical factor in the relationship between the European Union and the southern neighborhood countries of the Middle East and North Africa region. We study the response of eight Mediterranean economies to exogenous oil supply shocks. We focus on the...

Persistent link: https://www.econbiz.de/10011438640

Biofuels and food prices : searching for the causal link

Bastianin, Andrea; Galeotti, Marzio; Manera, Matteo - 2013

We analyze the relationship between the prices of ethanol, agricultural commodities and livestock in Nebraska, the U.S. second largest ethanol producer. The paper focuses on long-run relations and Granger causality linkages between ethanol and the other commodities. The analysis takes possible...

Persistent link: https://www.econbiz.de/10009737408

The impacts of oil price shocks on stock market volatility : evidence from the G7 countries

Bastianin, Andrea; Conti, Francesca; Manera, Matteo - 2015

We study the effects of crude oil price shocks on the stock market volatility of the G7 economies. We rely on a … oil demand innovations have on financial volatility. We show that stock market volatility does not respond to oil supply …

Persistent link: https://www.econbiz.de/10011438638

How does stock market volatility react to oil shocks?

Bastianin, Andrea; Manera, Matteo - 2014

We study the impact of oil price shocks on US stock market volatility. We derive three different structural oil shock … variables (i.e. aggregate demand, oil-supply, and oil-demand shocks) and relate them to stock market volatility, using bivariate … stock market volatility only with delay. This implies that innovations to the price of crude oil are not strictly exogenous …

Persistent link: https://www.econbiz.de/10010476423

The remarkable stability of monetary base velocity in the United States : 1919 - 1999

Anderson, Richard G. (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001941442

Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy

Anderson, Richard G.; Chauvet, Marcelle; Jones, Barry - 2013

Persistent link: https://www.econbiz.de/10009768055