and price volatility. Indeed, economic theory suggests that even modestly price-responsive demand can remove the stress on … generation resources and decrease spot prices. To test this theory, we use actual generator bid data from the New York control …

many other problemsassociated with electricity markets, such as exercise of market power andprice volatility. Indeed …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

of price discovery and this leadership is caused by relative trade size and volatility before the financial crisis of … market. The second chapter examines the influence of expected oil price volatility, the behavior of the Organization of … Petroleum Exporting Countries (OPEC), and the US Dollar exchange rate volatility on the backwardation of crude oil futures …

We quantify the effects on contingent claim valuation of using an estimator for the volatility of a geometric Brownian … motion (GBM) process. That is, we show what difficulties can arise when failing to account for estimation risk. Our working … problem uses a direct estimator of volatility based on the sample standard deviation of increments from the underlying …

standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …

subsectors, at least not given the used identification strategy. This could be due to the fact that this theory regards the …

mid-1980s, in contrast to the simultaneous volatility decline of most aggregates, including overall hours and employment … the skill premium, it is interesting to check its short-run implications for employment volatility. The numerical results … DSGE models' implications for overall labor market' volatility. …