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SutteARIMA: Short-term forecasting method, a case: Covid-19 and stock market in Spain

Author

Ahmar, Ansari Saleh

Boj del Val, Eva

Publication date

2021-04-21T11:59:59Z

2022-08-31T05:10:23Z

2020-08

2021-04-21T12:00:00Z

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Abstract

This study aimed to predict the short-term of confirmed cases of covid-19 and IBEX in Spain by using SutteARIMA method. Confirmed data of Covid-19 in Spanish was obtained from Worldometer and Spain Stock Market data (IBEX 35) was data obtained from Yahoo Finance. Data started from 12 February 2020-09 April 2020 (the date on Covid-19 was detected in Spain). The data from 12 February 2020-02 April 2020 using to fitting with data from 03 April 2020 - 09 April 2020 (...)

Document Type

Article

Accepted version

Language

English

Subjects and keywords

COVID-19; Teoria de la predicció; Estadística; Borsa de valors; IBEX 35 (Índex borsari); COVID-19; Prediction theory; Statistics; Stock-exchange; IBEX 35 (Stock price index)

Publisher

Elsevier B.V.

Related items

Versió postprint del document publicat a: https://doi.org/10.1016/j.scitotenv.2020.138883

Science of the Total Environment, 2020, vol. 729, num. 138883

https://doi.org/10.1016/j.scitotenv.2020.138883

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Rights

cc-by-nc-nd (c) Elsevier B.V., 2020

http://creativecommons.org/licenses/by-nc-nd/3.0/es

This item appears in the following Collection(s)

ISGlobal - Institut de Salut Global de Barcelona [61457]

Matemàtica Econòmica, Financera i Actuarial [366]