On the volatilities of tourism stocks and oil
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DOI: 10.1016/j.annals.2019.03.011
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References listed on IDEAS
- Andrew J. Patton & Kevin Sheppard, 2015. "Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility," The Review of Economics and Statistics, MIT Press, vol. 97(3), pages 683-697, July.
- Fulvio Corsi, 2009. "A Simple Approximate Long-Memory Model of Realized Volatility," Journal of Financial Econometrics, Oxford University Press, vol. 7(2), pages 174-196, Spring.
- Becken, Susanne & Lennox, James, 2012. "Implications of a long-term increase in oil prices for tourism," Tourism Management, Elsevier, vol. 33(1), pages 133-142.
- Nikolaos Dritsakis, 2004. "Tourism as a Long-Run Economic Growth Factor: An Empirical Investigation for Greece Using Causality Analysis," Tourism Economics, , vol. 10(3), pages 305-316, September.
Citations
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Cited by:
- Corbet, Shaen & Hou, Yang & Hu, Yang & Oxley, Les, 2022. "Did COVID-19 tourism sector supports alleviate investor fear?," Annals of Tourism Research, Elsevier, vol. 95(C).
- Liang, Ruibin & Cheng, Sheng & Cao, Yan & Li, Xinran, 2024. "Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
- Aziz Ullah & He Biao & Assad Ullah, 2024. "Unveiling the Nexus Between Crises, Investor Sentiment, and Volatility of Tourism-Related Stocks: Empirical Findings From Pakistan," SAGE Open, , vol. 14(3), pages 21582440241, August.
- Peng Yang & Haiyan Song & Long Wen & Han Liu, 2024. "Modeling and forecasting listed tourism firms’ risk in China using a trend asymmetric GARCH-MIDAS model," Tourism Economics, , vol. 30(6), pages 1404-1422, September.
- Blampied, Nicolás & Mahadeo, Scott Mark Romeo, 2024. "Airline industry equities under external uncertainty shocks," Economics Letters, Elsevier, vol. 244(C).
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