volatility modelling. The chapters on market microstructure deal with liquidity, asymmetries of information, and limit order …: the study of the impact of information arrival on exchange rate volatility and the uncovering of chartist patterns in the …

) incommodity futures price volatility spurious, following Granger?s conjecture? Yes,only two out of eleven commodities are ….Second, do large Index Traders such as commodity pools and pension funds increasefutures price volatility through a large volume …

modelling of multivariate volatility by employing the information contained in high-frequency data, which became available in …

, wavelets, and instant messaging as a comprehensive decision support solution to address data utility and resource availability …

-NAFTA period, the volatility of pair-wise correlation of business cycles declined during NAFTA. In addition, we conclude that, in …

employed medium for multiresolution analysis is wavelets and multiwavelets bases, however, relatively little work has been …. Proposed algorithm uses multiresolution analysis enforced with wavelets/multiwavelts transform modulus maxima to establish … correspondences between the stereo pair of images. Variety of wavelets and multiwavelets bases, possessing distinct properties such as …

drivers, such as consumer demand for green power, natural gas price volatility, and wholesale market rules. …

-gas-fired generation (as opposed to coal-fired generation, for example), for several reasons: (1) price volatility has been more of a …

be stochastic, we next determine an investment threshold boundary and find that high electricity price volatility …

modeling in ToolKit until the TPP standard is met. Increased wholesale market price volatility and six years of drought have … receiving those funds is greater. In addition to market price volatility, BPA also faces uncertainty around the financial …