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Keyword: VolatilityMarkov Regime Switching Analysis for COVID-19 Outbreak Situations and their Dynamic Linkages of German Market
This paper deals with the analysis of the dynamic linkage, co-movement between COVID-19 out- break situations and German stock market. Firstly, Markov Regime Switching Analysis(MRSA) is proposed and employed to investigate the situations in the pandemic, as to catch the dynamics of how the daily number of the newly-infected changes, and also to assess the…
Read MoreForecasting Gold Price in Rupiah using Multivariate Analysis with LSTM and GRU Neural Networks
Forecasting the gold price movement’s volatility has essential applications in areas such as risk management, options pricing, and asset allocation. The multivariate model is expected to generate more accurate forecasts than univariate models in time series data like gold prices. Multivariate analysis is based on observation and analysis of more than one statistical variable at…
Read MoreThe Impact of COVID-19 Pandemic and Commodities Prices on Booking.com Share Price
This paper examines the impacts of the COVID-19 pandemic and selected commodity variables on Booking.com share price using the Markov-switching approach. Daily data spans from January 2017 through July 2020 are utilized in this study. Empirical evidence showed that COVID-19, international crude oil price, and gold price affected the Booking.com share price significantly. A positive…
Read MoreMethod of Modelling Prices for R&D Products in the Case of their Transfer from Engineering Universities to the Business
Global changes caused by the IV Industrial revolution and globalization processes resulted in a redistribution of roles of participants in innovative infrastructures of countries. Universities are leading both in terms of generating R&D products and in terms of developing business activities. Now there is a problem of insufficient methodological support of technological universities for pricing…
Read MoreA Framework for Measuring Workforce Agility: Fuzzy Logic Approach Applied in a Moroccan Manufacturing Company
In today’s Moroccan business environment, companies need to implement organization agility by developing an agile workforce that is able to deal with the environment volatility. Thus, the agile workforce concept has been appeared as a necessary and sufficient condition to achieve agility. Focusing on agile enablers influencing workforce agility is an important area but currently…
Read MoreAnalysis of Local Rainfall Characteristics as a Mitigation Strategy for Hydrometeorology Disaster in Rain-fed Reservoirs Area
The Gembong reservoir in Pati Regency, Java, Indonesia is a rain-fed reservoir, which experiences a depletion of it carrying capacity. The characteristic of local rainfall is one of the important factors in assessing the potential of hydrometeorology disasters in its area. Sedimentation in watersheds and reservoirs has covered water sources, so local rainfall determines the…
Read MoreA Study on the Efficiency of Hybrid Models in Forecasting Precipitations and Water Inflow Albania Case Study
Climatic changes have a significant impact on many real life processes. Climacteric position of Albania makes precipitations and water inflows in HPP the main variables influencing the amount of electric energy produced in the country. Taking into account their volatility it has considerably increased the need of using hybrid models to improve the quality of…
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