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The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics

Diongue, Abdou Kâ; Guegan, Dominique - HAL - 2008

complex seasonality patterns, persistence (hyperbolic decay of the autocorrelation function), mean reversion, spikes …

Persistent link: https://www.econbiz.de/10010750566

The Stationary Seasonal Hyperbolic Asymmetric Power ARCH model

Diongue, Abdou Kâ; Guegan, Dominique - HAL - 2007

Most financial time series exhibit seasonality, persistence (hyperbolic decay of the autocorrelation function …

Persistent link: https://www.econbiz.de/10010750929

The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics.

Diongue, Abdou Kâ; Guegan, Dominique - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2008

complex seasonality patterns, persistence (hyperbolic decay of the autocorrelation function), mean reversion, spikes …

Persistent link: https://www.econbiz.de/10005797746

On synchronization, persistence and seasonality in some spatially inhomogeneous models in epidemics and ecology

Ahmed, E.; Hegazi, A.S.; Elgazzar, A.S.; Yehia, H.M. - In: Physica A: Statistical Mechanics and its Applications 322 (2003) C, pp. 155-168

, synchronization and seasonality in the theoretical models. In this work, spatial heterogeneity is introduced via coupled map lattices … (CML) and partial differential equations. Stability and persistence of some realistic CML are discussed. Chaos control …, synchronization and persistence are studied for some CML. Some applications in population biology and ecology are given. A simple …

Persistent link: https://www.econbiz.de/10010590024

Commodity spread option pricing and the economic fundamentals of crack spreads

Kolpakov, Ilya - 2014

Persistent link: https://www.econbiz.de/10010516044

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

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

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

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

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