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Forecasting hotel demand uncertainty using time series Bayesian VAR models

Ampountolas, Apostolos - In: Tourism economics : the business and finance of tourism … 25 (2019) 5, pp. 734-756

Persistent link: https://www.econbiz.de/10012182109

Cryptocurrencies intraday high-frequency volatility spillover effects using univariate and multivariate GARCH models

Ampountolas, Apostolos - In: International Journal of Financial Studies : open … 10 (2022) 3, pp. 1-22

Over the past years, cryptocurrencies have drawn substantial attention from the media while attracting many investors. Since then, cryptocurrency prices have experienced high fluctuations. In this paper, we forecast the high-frequency 1 min volatility of four widely traded cryptocurrencies,...

Persistent link: https://www.econbiz.de/10013368338

Electricity futures price models : calibration and forecasting

Islyaev, Suren; Date, Paresh - In: European journal of operational research : EJOR 247 (2015) 1, pp. 144-154

Persistent link: https://www.econbiz.de/10011347115

Filtering and forecasting commodity futures prices under an HMM framework

Date, Paresh; Mamon, Rogemar; Tenyakov, Anton - In: Energy economics 40 (2013), pp. 1001-1013

Persistent link: https://www.econbiz.de/10010355984

Pricing and hedging wind power prediction risk with binary option contracts

Thakur, Jagruti; Hesamzadeh, Mohammad Reza; Date, Paresh; … - In: Energy economics 126 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014483492

Predicting daily hotel occupancy : a practical application for independent hotels

Ampountolas, Apostolos; Legg, Mark - In: Journal of revenue and pricing management 23 (2024) 3, pp. 197-205

Persistent link: https://www.econbiz.de/10014583696