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 …

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 …

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 …

Because of the recent experiences of several states undergoing restructuring (e.g., higher prices, greater volatility …

Because of the recent experiences of several states undergoing restructuring (e.g., higher prices, greater volatility …