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Analysis of time series to examine the impact of the EU Timber Regulation (EUTR) on European timber trade

Becher, Georg - 2019

The objective of the EU Timber Regulation (EUTR), enforced since March 2013, is for importers and exporters to commit to reducing the risk of trading timber products from illegal sources in the EU. EUROSTAT time series on monthly trade with wood products from January 1988 to August 2016 were...

Persistent link: https://www.econbiz.de/10012135671

Improving daily occupancy forecasting accuracy for hotels based on EEMD-ARIMA model

Zhang, Gaojun; Wu, Jinfeng; Pan, Bing; Li, Junyi; Ma, Minjie - In: Tourism economics : the business and finance of tourism … 23 (2017) 7, pp. 1496-1514

Persistent link: https://www.econbiz.de/10011772704

Periodic gamma autoregressive model : an application to the Brazilian hydroelectric system

Braga, Diogo; Calmon, Wilson - In: RAIRO / Operations research 51 (2017) 2, pp. 469-483

Persistent link: https://www.econbiz.de/10011776764

Time series decomposition as a method of measuring capital markets convergence

Żukowski, Rafał - In: Olsztyn economic journal 15 (2020) 2, pp. 155-164

Persistent link: https://www.econbiz.de/10012594584

Using conditional asymmetry to predict commodity futures prices

Dias, Fabio S. - In: International Journal of Financial Markets and … 8 (2021) 2, pp. 185-203

Persistent link: https://www.econbiz.de/10012598664

Improving the accuracy: volatility modeling and forecasting using high-frequency data and the variational component

Kumar, Manish - In: Journal of industrial engineering and management : JIEM 3 (2010) 1, pp. 199-220

In this study, we predict the daily volatility of the S&P CNX NIFTY market index of India using the basic "heterogeneous autoregressive" (HAR) and its variant. In doing so, we estimated several HAR and Log form of HAR models using different regressor. The different regressors were obtained by...

Persistent link: https://www.econbiz.de/10011899155

Forward or backward looking? : the economic discourse and the observed reality

Lüdering, Jochen; Winker, Peter - In: Jahrbücher für Nationalökonomie und Statistik 236 (2016) 4, pp. 483-515

Persistent link: https://www.econbiz.de/10011659969

Forecasting the total non-coincidental monthly system peak demand in the Philippines : a comparison of seasonal autoregressive integrated moving average models and artificial neura...

Parreno, Samuel John - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 5, pp. 544-552

Persistent link: https://www.econbiz.de/10014384462

Speculative bubble tendencies in time series of Bitcoin market prices

Demmler, Michael; Fernández Domínguez, Amilcar O. - In: Cuadernos de economía 41 (2022) 86, pp. 159-183

Persistent link: https://www.econbiz.de/10014541846

Semi-metric portfolio optimization : a new algorithm reducing simultaneous asset shocks

James, Nick; Menzies, Max; Chan, Jennifer - In: Econometrics : open access journal 11 (2023) 1, pp. 1-33

between time series' structural breaks. Then, we build on the classical portfolio optimization theory of Markowitz and use …

Persistent link: https://www.econbiz.de/10014281489