This paper shows the effects of COVID-19 pandemic on energy markets. We estimate daily volatilities and correlations among commodities relying a mixed-frequency approach that exploits information from number weekly deaths related to in United States. The takes advantage MIxing-Data Sampling (MIDAS) methods. compare our results those obtained by employing two well-known models do not account for...

The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative volatility models, including GARCH, EGARCH, and GJR models, are used to investigate the relationship between crude oil price and six global fertilizer prices. The empirical result...

Seasonal production, weather abnormalities, and high perishability introduce a degree of volatility to potato prices. Price is said be asymmetric when positive negative shocks the same magnitude affect it in dissimilar way. GARCH symmetric model, cannot capture price volatility. EGARCH, APARCH, GJR-GARCH models are popularly used In this paper, an attempt made model weekly wholesale modal potat...

Overnight forecasting is a crucial challenge for revenue managers because of the uncertainty associated between demand and supply. However, there limited research that focuses on predicting daily hotel demand. Hence, this paper evaluates various models’ traditional time series performances at multiple horizons. The models include seasonal naïve, Holt–Winters (HW) triple exponential smoothing, a...