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Seasonality and the valuation of commodity options
Back, Janis; Prokopczuk, Marcel; Rudolf, Markus - In: Journal of banking & finance 37 (2013) 2, pp. 273-290
Persistent link: https://www.econbiz.de/10009705701
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Forecasting Discrete Dividends by No-Arbitrage
Desmettre, Sascha - 2015
We develop and showcase a simple no-arbitrage methodology for the prediction of discrete dividend payments, based exclusively on market prices of options via the put-call parity. Our approach integrates all available option market data and simultaneously calibrates the market-implied discount...
Persistent link: https://www.econbiz.de/10013023247
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Commodity spread option pricing and the economic fundamentals of crack spreads
Kolpakov, Ilya - 2014
Persistent link: https://www.econbiz.de/10010516044
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The stochastic seasonal behavior of freight rate dynamics
Poblacion, Javier - In: Maritime economics & logistics : a quarterly scientific … 17 (2015) 2, pp. 142-162
Persistent link: https://www.econbiz.de/10011378738
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Modelling seasonalities in nonlinear inflation rates using SEASETARs
Gooijer, Jan G. de; Vidiella-i-Anguera, Antoni - 2000
) nonlinearityand seasonality simultaneously. The model is termed multiplicativeseasonal SETAR (SEASETAR). It can be viewed as a special … multiplicative constraints in non-multiplicative SETARmodels.These statistics form the basis of a new seasonality-test. We …
Persistent link: https://www.econbiz.de/10011304390
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Measuring pattern, amplitude and timing differences between monetary and non-monetary seasonal factors of tourism : the case of Aruba
Ridderstaat, Jorge; Nijkamp, Peter - In: Tourism economics : the business and finance of tourism … 21 (2015) 3, pp. 501-526
Persistent link: https://www.econbiz.de/10011334587
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Seasonal adjustment versus seasonality modelling : effect on tourism demand forecasting
Gasmi, Amira - In: Advances in management & applied economics 3 (2013) 4, pp. 119-132
demand for Tunisia, by presenting different techniques of detection of seasonality and the parametric and non …
Persistent link: https://www.econbiz.de/10009762132
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Destination and seasonality valuations : a quantile approach
Vilchez, Josep Raya - In: Tourism economics : the business and finance of tourism … 19 (2013) 4, pp. 835-853
Persistent link: https://www.econbiz.de/10010232539
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Formation of seasonal groups and application of seasonal indices
Boylan, John E.; Chen, H.; Mohammadipour, M.; Syntetos, A. - In: Journal of the Operational Research Society : OR 65 (2014) 2, pp. 227-241
Persistent link: https://www.econbiz.de/10010239945
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Investigating tourism seasonality in Macedonia
Petrevska, Biljana - In: UTMS journal of economics / University of Tourism and … 4 (2013) 1, pp. 37-44
The main aim of the paper is to make an empirical investigation on tourism seasonality. Moreover, the research examines … coefficient and Seasonality Indicator, thus covering a time-frame of past two decades. The results reject the research hypothesis … and point to conclusion of having low seasonality in tourism. Hence, this empirical evidence confirm that tourism flow …
Persistent link: https://www.econbiz.de/10009785987