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On the economic determinants of oil production : theoretical analysis and empirical evidence for small exporting countries

Cologni, Alessandro; Manera, Matteo - 2011

In this paper, decisions regarding production in oil exporting countries are studied by means of theoretical analysis and empirical investigation. Under the assumptions of exogenous oil prices and world oil demand, we are able to describe the relationship between oil production levels and...

Persistent link: https://www.econbiz.de/10009231652

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

Futures price volatility in commodities markets : the role of short term vs long term speculation

Manera, Matteo; Nicolini, Marcella; Vignati, Ilaria - 2013

This paper evaluates how different types of speculation affect the volatility of commodities' futures prices. We adopt …-2010 analyzed at weekly frequency. Using GARCH models we find that speculation significantly affects volatility of returns: short … term speculation has a positive and significant impact on volatility, while long term speculation generally has a negative …

Persistent link: https://www.econbiz.de/10009756298

Fractionally integrated generalized autoregressive conditional heteroskedasticity

Baillie, Richard; Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994 - current version

Persistent link: https://www.econbiz.de/10000891757

GMM estimation of ARFIMA processes : an alternative approach and a SUR extension

Mikkelsen, Hans Ole Æ. - 1994

Persistent link: https://www.econbiz.de/10000896212

Modeling and pricing long-memory in stock market volatility

Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994

Persistent link: https://www.econbiz.de/10000896214