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Instantaneous volatility seasonality of high-frequency markets in directional-change intrinsic time

Petrov, Vladimir; Golub, Anton; Olsen, Richard - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-31

given relative value. We employ the proposed measure to uncover weekly volatility seasonality patterns of three Forex and …

Persistent link: https://www.econbiz.de/10012611144

Does the Croatian stock market have seasonal affective disorder?

Škrinjarić, Tihana; Marasović, Branka; Šego, Boško - In: Journal of Risk and Financial Management 14 (2021) 2, pp. 1-16

This paper explores mood anomalies, specifically the seasonal affective disorder (SAD) effect on the Zagreb Stock Exchange (ZSE). SAD is defined as a syndrome of depressive episodes in human behavior due to the changing of the season. Thus, the motive of this research is to gain better insights...

Persistent link: https://www.econbiz.de/10012611646

Agricultural employment and the rural household: A characterization for selected provinces in the Philippines

Briones, Roehlano M. - 2020

activities of rural households with agricultural workers, including patterns of employment and seasonality; other relevant worker …

Persistent link: https://www.econbiz.de/10012619081

The Failure of Cotton Imperialism in Africa: Did Agricultural Seasonality undermine Colonial Exports?

de Haas, Michiel - 2020

agricultural seasonality played a crucial role in these heterogeneous outcomes. A comparison of widespread cotton adoption in … British Uganda and persistent cotton failure in the French West African interior highlights the impact of rainfall seasonality …-colonial Francophone West Africa illustrates how the observed historical seasonality constraint was contingent on technological stagnation …

Persistent link: https://www.econbiz.de/10012624408

Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras

Wadud, Sania; Durand, Robert B.; Gronwald, Marc - 2021

volatility, namely, seasonality and maturity effects for the pre-financialisation (1993-2003) and post-financialisation (2004 … 2004. The finding indicates weakening seasonality in crude oil futures and diminishing Samuelson maturity effect i …

Persistent link: https://www.econbiz.de/10012657908

Income in the off-season: Household adaptation to yearly work interruptions

Coglianese, John; Price, Brendan M. - 2020

Joblessness is highly seasonal. To analyze how households adapt to seasonal joblessness, we introduce a measure of seasonal work interruptions premised on the idea that a seasonal worker will tend to exit employment around the same time each year. We show that an excess share of prime-age U.S....

Persistent link: https://www.econbiz.de/10012660905

Time series forecasting using a moving average model for extrapolation of number of tourist

Ivanovski, Zoran; Milenkovski, Ace; Narasanov, Zoran - In: UTMS Journal of Economics 9 (2018) 2, pp. 121-132

Time series is a collection of observations made at regular time intervals and its analysis refers to problems in correlations among successive observations. Time series analysis is applied in all areas of statistics but some of the most important include macroeconomic and financial time series....

Persistent link: https://www.econbiz.de/10014465772

Open Balkan initiative: Prospects for tourism development

Petrevska, Biljana - In: UTMS Journal of Economics 13 (2022) 2, pp. 214-220

seasonality in terms of overnights of tourists from Serbia, and Albania between 2011-2019. Data for 2020 and 2021 are omitted due … to COVID-19 pandemic break. By calculating standard indicators, the research revealed low seasonality and favorable …

Persistent link: https://www.econbiz.de/10014465783

Seasonality in fuel consumption: A case study of a gas station

Rosado, João; Guerra, Daniel; Ferreira, Paulo - In: Revista de Métodos Cuantitativos para la Economía y … 32 (2021), pp. 3-12

, we make a seasonality analysis of those sales. In separate analysis, using information of the both existing shifts, of … the week day and of the month, we conclude that seasonality in sales is significant. This is an important information for …

Persistent link: https://www.econbiz.de/10014494450

Food security and food quality among vanilla farmers in Madagascar: the role of contract farming and livestock keeping

Andriamparany, Jessica Noromalala; Hänke, Hendrik; … - In: Food Security 13 (2021) 4, pp. 981-1012

The northeastern SAVA region of Madagascar is the largest vanilla producing area in the world and is flourishing due to a large global demand for natural vanilla. Although the general socio-economic situation has regionally improved because of high vanilla prices, little is known about the...

Persistent link: https://www.econbiz.de/10014501691