Julián Andrada Félix
Biographic Data
| ID | 10209965 |
|---|---|
| NAME | Julián Andrada Félix |
| GIVEN NAMES | Julián Andrada |
| FAMILY NAME | Félix |
| SIGNATURE | FÉLIX J A |
| AFFILIATIONS | Universidad de Las Palmas de Gran Canaria |
| ORCID | 0000-0001-8598-3234 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Modelling prices and volatilities in the sharing economy
This paper examines whether short-term rental listings in the sharing accommodation market take account of market risk in their pricing. To do so, we estimate time-varying market risks, and forecast price changes using daily supply-price time series. The empirical analysis was conducted using daily data for the Canary Islands sharing accommodation market for the period January 2016 to September 2021. The following main results were obtained. Firs…
Time connectedness of fear
No prominent works on this page.
Time connectedness of fear
Modelling prices and volatilities in the sharing economy
This paper examines whether short-term rental listings in the sharing accommodation market take account of market risk in their pricing. To do so, we estimate time-varying market risks, and forecast price changes using daily supply-price time series. The empirical analysis was conducted using daily data for the Canary Islands sharing accommodation market for the period January 2016 to September 2021. The following main results were obtained. Firs…
Econometrics (2 works) · Economics (2 works) · Finance (1 work) · Financial economics (1 work) · Financial Risk and Volatility Modeling (1 work) · Implied volatility (1 work) · Market Dynamics and Volatility (1 work) · Market microstructure (1 work) · Market price (1 work) · Mean reversion (1 work)