Narrow search
Showing 1 - 10 of 165
Cover Image
Electric Cars and Oil Prices
Azar, Jose - Volkswirtschaftliche Fakultät, … - 2009
This paper studies the joint dynamics of oil prices and interest in electric cars, measured as the volume of Google searches for related phrases. Not surprisingly, I find that oil price shocks predict increases in Google searches for electric cars. Much more surprisingly, I also find that an...
Persistent link: https://www.econbiz.de/10005078676
Cover Image
International Linkages of Agri-Processed and Energy commodities traded in India
Sinha, Pankaj; Mathur, Kritika - Volkswirtschaftliche Fakultät, … - 2013
(natural gas and crude oil) traded on commodity exchanges of India (NCDEX; MCX) and their corresponding international commodity …) Price – Co-integration methodology and Error Correction Mechanism Model (b) Return and Volatility – Modified GARCH model (c …) Return and Volatility – ARMA-GARCH in mean model (Innovations Model). The study indicates that there are strong linkages in …
Persistent link: https://www.econbiz.de/10011261007
Cover Image
Asymmetric Loss Functions and the Rationality of Expected Stock Returns
Aretz, Kevin; Bartram, Söhnke M.; Pope, Peter F. - Volkswirtschaftliche Fakultät, … - 2011
We combine the innovative approaches of Elliott, Komunjer, and Timmermann (2005) and Patton and Timmermann (2007) with a block bootstrap to analyze whether asymmetric loss functions can rationalize the S&P 500 return expectations of individual forecasters from the Livingston Surveys. Although...
Persistent link: https://www.econbiz.de/10011113557
Cover Image
Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?
Weron, Rafal; Misiorek, Adam - Volkswirtschaftliche Fakultät, … - 2007
This paper is a continuation of our earlier studies on short-term price forecasting of California electricity prices with time series models. Here we focus on whether models with heavy-tailed innovations perform better in terms of forecasting accuracy than their Gaussian counterparts....
Persistent link: https://www.econbiz.de/10005790265
Cover Image
Commodity Price Volatility under New Market Orientations
Weaver, Robert D; Natcher, William C - Volkswirtschaftliche Fakultät, … - 2000
volatility estimates based on the autoregressive conditional heteroskedasticity (GARCH) model are evaluated and compared to …
Persistent link: https://www.econbiz.de/10005619671
Cover Image
Rising food prices, food price volatility, and political unrest
Bellemare, Marc F. - Volkswirtschaftliche Fakultät, … - 2011
Do food prices cause political unrest? Throughout history, riots appear to have frequently broken out as a consequence of high food prices. This paper studies the impact of food prices on political unrest using monthly data on food prices at the international level. Because food prices and...
Persistent link: https://www.econbiz.de/10009148034
Cover Image
Price Setting in Retailing: the Case of Uruguay
Borraz, Fernando; Zipitría, Leandro - Volkswirtschaftliche Fakultät, … - 2010
We use a rich and unique dataset of 20 million daily prices in groceries and supermarkets across the country to analyze stylized facts of the behaviour of consumer prices. Our findings are as follows: i) The median duration of prices is little over 2 months. Therefore, retail prices in Uruguay...
Persistent link: https://www.econbiz.de/10008777075
Cover Image
The economics of food security in Arab micro states: preliminary evidence from micro data
Basher, Syed Abul; Raboy, David G.; Kaitibie, Simeon; … - Volkswirtschaftliche Fakultät, … - 2012
Using Qatar as a case study, we exploit a novel micro dataset for 102 raw agricultural imported commodities on a shipment-by-shipment basis over the period January 1, 2005 to June 30, 2010. The data comprise over half a million individual observations, with a very rich set of characteristic...
Persistent link: https://www.econbiz.de/10011110687
Cover Image
Price volatility and the political economy of resource-rich nations
Ahmed Saber, Mahmud; Syed Abul, Basher - Volkswirtschaftliche Fakultät, … - 2014
This paper attempts to understand how price volatility affects the political transition of a resource-rich nation. Two states reflect price volatility: 'high prices' and 'low prices'. We argue that whether or not political transition (i.e., a switch from one regime to another) will take place in...
Persistent link: https://www.econbiz.de/10011114357
Cover Image
An evidence of speculation in Indian commodity markets
Varadi, Vijay Kumar - Volkswirtschaftliche Fakultät, … - 2012
Recent price surge in commodity markets has stipulate intensity of various factors which lead price volatility. There are multi-factors such as traditional supply and demand factors, excess global liquidity i.e., monetary inflows in commodity markets and financialization i.e., financial...
Persistent link: https://www.econbiz.de/10011258424