Calendar effects in daily aggregate employment creation and destruction in Spain
Sign Up to like & getrecommendations! Published in 2019 at "SERIEs"
DOI: 10.1007/s13209-019-0187-7
Abstract: In this paper, we discuss the time series properties of a novel daily series of aggregate employment creation and destruction as registered by the Social Security in Spain. We focus on the period of economic… read more here.
Keywords: employment creation; calendar; aggregate employment; employment ... See more keywords
Short-term residential load forecasting: Impact of calendar effects and forecast granularity
Sign Up to like & getrecommendations! Published in 2017 at "Applied Energy"
DOI: 10.1016/j.apenergy.2017.07.114
Abstract: Abstract Literature is rich in methodologies for “aggregated” load forecasting which has helped electricity network operators and retailers in optimal planning and scheduling. The recent increase in the uptake of distributed generation and storage systems… read more here.
Keywords: calendar effects; load; load forecasting; forecast granularity ... See more keywords
The significance of calendar effects in the electricity market
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DOI: 10.1016/j.apenergy.2018.10.124
Abstract: Abstract How to balance supply and demand has become a long-term question in the electricity market, and anomalies related to calendar issues are critical factors to affect the resource allocation. This paper introduces a test… read more here.
Keywords: significance; electricity market; electricity; calendar effects ... See more keywords
Seasonal and Calendar Effects and the Price Efficiency of Cryptocurrencies
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DOI: 10.1016/j.frl.2021.102354
Abstract: Abstract We investigate the pricing efficiency of numerous popular cryptocurrencies using a wide range of non-economic events that include calendar anomalies, natural condition-based anomalies, holidays when US exchanges are closed and secular and ethnic holidays… read more here.
Keywords: finance; seasonal calendar; efficiency; effects price ... See more keywords
BLACK FRIDAY AND OTHER EFFECTS - ARE THEY STILL SUSTAINABLE IN FINANCIAL MARKETS?
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Security and Sustainability Issues"
DOI: 10.9770/jssi.2020.9.4(11)
Abstract: Investment in the modern world is growing (according to EUROSTAT, the annual growth rate for non-professional investors in Europe is 3% between 2016 and 2018) and both professional and non-professional investors are becoming market participants.… read more here.
Keywords: friday effects; finance; financial markets; black friday ... See more keywords