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derivatives markets. These hedging instruments include natural gas futures and options, as well as Exchange Traded Fund (ETF …) prices that are related to natural gas stock prices. The volatility spillover effect is the delayed effect of a returns shock … spot, futures and ETF markets using the multivariate conditional volatility diagonal BEKK model. The data used include …
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oil derivatives, specifically futures, and stock index returns in UK and USA. The paper will also analyze the Chinese … results, dynamic hedging strategies will be suggested to analyze market fluctuations in crude oil prices and associated …
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food demand in relation to food prices over time using data from the British National Food Survey (NFS) covering the period … energy from carbohydrate have been explored deriving nutrients elasticities with respect to variation of food prices. …
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goods from a major shopping platform, we shed new light on how prices are set in online markets, which have a number of … special properties such as low search costs, low costs of monitoring competitors' prices, and low costs of nominal price … adjustment. We document that although online prices are more flexible than offline prices, they nevertheless exhibit relatively …
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