USE OF STOCHASTIC VOLATILITY MODELS IN THE VARIABILITY OF PASSENGERS AND CARGO TRANSPORT IN SOME AIRPORTS IN SÃO PAULO STATE, BRAZIL

Detalhes bibliográficos
Autor(a) principal: Achcar,Jorge Alberto
Data de Publicação: 2017
Outros Autores: Bonette,Luiz Rodrigo, Azzolini Junior,Walther
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Pesquisa operacional (Online)
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382017000100173
Resumo: ABSTRACT The proposed study is related to the identification of important factors that determine the feasibility of regional airport hubs in São Paulo State, Brazil. This way, new perspectives are created to map airports in this region based on economic criteria of operations and volumes. The study is based on statistical data analysis of time series related to operations and volume of passengers and cargo transport data sets during a fixed period of time. Stochastic volatility models are applied for the logarithmic transformed counting data set considering the four largest airports selected from a group of 32 airports in the São Paulo State chosen by their importance in the amount of passenger and cargo for the period ranging from the year 2008 to the year 2014. This study is a new approach in the analysis of air transport time series.
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spelling USE OF STOCHASTIC VOLATILITY MODELS IN THE VARIABILITY OF PASSENGERS AND CARGO TRANSPORT IN SOME AIRPORTS IN SÃO PAULO STATE, BRAZILstochastic volatility modelshubspassenger and cargo air transportBayesian methods,time seriesABSTRACT The proposed study is related to the identification of important factors that determine the feasibility of regional airport hubs in São Paulo State, Brazil. This way, new perspectives are created to map airports in this region based on economic criteria of operations and volumes. The study is based on statistical data analysis of time series related to operations and volume of passengers and cargo transport data sets during a fixed period of time. Stochastic volatility models are applied for the logarithmic transformed counting data set considering the four largest airports selected from a group of 32 airports in the São Paulo State chosen by their importance in the amount of passenger and cargo for the period ranging from the year 2008 to the year 2014. This study is a new approach in the analysis of air transport time series.Sociedade Brasileira de Pesquisa Operacional2017-01-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382017000100173Pesquisa Operacional v.37 n.1 2017reponame:Pesquisa operacional (Online)instname:Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)instacron:SOBRAPO10.1590/0101-7438.2017.037.01.0173info:eu-repo/semantics/openAccessAchcar,Jorge AlbertoBonette,Luiz RodrigoAzzolini Junior,Walthereng2017-06-05T00:00:00Zoai:scielo:S0101-74382017000100173Revistahttp://www.scielo.br/popehttps://old.scielo.br/oai/scielo-oai.php||sobrapo@sobrapo.org.br1678-51420101-7438opendoar:2017-06-05T00:00Pesquisa operacional (Online) - Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)false
dc.title.none.fl_str_mv USE OF STOCHASTIC VOLATILITY MODELS IN THE VARIABILITY OF PASSENGERS AND CARGO TRANSPORT IN SOME AIRPORTS IN SÃO PAULO STATE, BRAZIL
title USE OF STOCHASTIC VOLATILITY MODELS IN THE VARIABILITY OF PASSENGERS AND CARGO TRANSPORT IN SOME AIRPORTS IN SÃO PAULO STATE, BRAZIL
spellingShingle USE OF STOCHASTIC VOLATILITY MODELS IN THE VARIABILITY OF PASSENGERS AND CARGO TRANSPORT IN SOME AIRPORTS IN SÃO PAULO STATE, BRAZIL
Achcar,Jorge Alberto
stochastic volatility models
hubs
passenger and cargo air transport
Bayesian methods,time series
title_short USE OF STOCHASTIC VOLATILITY MODELS IN THE VARIABILITY OF PASSENGERS AND CARGO TRANSPORT IN SOME AIRPORTS IN SÃO PAULO STATE, BRAZIL
title_full USE OF STOCHASTIC VOLATILITY MODELS IN THE VARIABILITY OF PASSENGERS AND CARGO TRANSPORT IN SOME AIRPORTS IN SÃO PAULO STATE, BRAZIL
title_fullStr USE OF STOCHASTIC VOLATILITY MODELS IN THE VARIABILITY OF PASSENGERS AND CARGO TRANSPORT IN SOME AIRPORTS IN SÃO PAULO STATE, BRAZIL
title_full_unstemmed USE OF STOCHASTIC VOLATILITY MODELS IN THE VARIABILITY OF PASSENGERS AND CARGO TRANSPORT IN SOME AIRPORTS IN SÃO PAULO STATE, BRAZIL
title_sort USE OF STOCHASTIC VOLATILITY MODELS IN THE VARIABILITY OF PASSENGERS AND CARGO TRANSPORT IN SOME AIRPORTS IN SÃO PAULO STATE, BRAZIL
author Achcar,Jorge Alberto
author_facet Achcar,Jorge Alberto
Bonette,Luiz Rodrigo
Azzolini Junior,Walther
author_role author
author2 Bonette,Luiz Rodrigo
Azzolini Junior,Walther
author2_role author
author
dc.contributor.author.fl_str_mv Achcar,Jorge Alberto
Bonette,Luiz Rodrigo
Azzolini Junior,Walther
dc.subject.por.fl_str_mv stochastic volatility models
hubs
passenger and cargo air transport
Bayesian methods,time series
topic stochastic volatility models
hubs
passenger and cargo air transport
Bayesian methods,time series
description ABSTRACT The proposed study is related to the identification of important factors that determine the feasibility of regional airport hubs in São Paulo State, Brazil. This way, new perspectives are created to map airports in this region based on economic criteria of operations and volumes. The study is based on statistical data analysis of time series related to operations and volume of passengers and cargo transport data sets during a fixed period of time. Stochastic volatility models are applied for the logarithmic transformed counting data set considering the four largest airports selected from a group of 32 airports in the São Paulo State chosen by their importance in the amount of passenger and cargo for the period ranging from the year 2008 to the year 2014. This study is a new approach in the analysis of air transport time series.
publishDate 2017
dc.date.none.fl_str_mv 2017-01-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382017000100173
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382017000100173
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/0101-7438.2017.037.01.0173
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Sociedade Brasileira de Pesquisa Operacional
publisher.none.fl_str_mv Sociedade Brasileira de Pesquisa Operacional
dc.source.none.fl_str_mv Pesquisa Operacional v.37 n.1 2017
reponame:Pesquisa operacional (Online)
instname:Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
instacron:SOBRAPO
instname_str Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
instacron_str SOBRAPO
institution SOBRAPO
reponame_str Pesquisa operacional (Online)
collection Pesquisa operacional (Online)
repository.name.fl_str_mv Pesquisa operacional (Online) - Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
repository.mail.fl_str_mv ||sobrapo@sobrapo.org.br
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