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price volatility on commodity markets through improved control of speculation on futures and OTC markets. The article is … continuous increase of investment was simultaneous with prices increases. Speculation and price spikes were soon “correlated”. A … analysing the hypothesis that commodity funds are causing price volatility using first a direct relationship between the “Assets …
Persistent link: https://www.econbiz.de/10011114826
Data on broadband performance shows that Japan and Korea are significantly ahead of the USA and Europe. Korea is by far … the global front-runner in terms of broadband penetration. However, Japan is the global leader in terms of speed, price …
Persistent link: https://www.econbiz.de/10005543898
Data on broadband performance shows that Japan and Korea are significantly ahead of the USA and Europe. Korea is by far … the global front-runner in terms of broadband penetration. However, Japan is the global leader in terms of speed, price …
Persistent link: https://www.econbiz.de/10008563454
pattern is systemically exploited through currency speculation, particularly through the use of “technical analysis”. In the … disequilibria in the goods and asset markets. Although currency speculation has been systemically profitable for most currencies, it … should be considered to be destabilizing since the sequence of price runs caused large and persistent deviations of exchange …
Persistent link: https://www.econbiz.de/10010752004
pattern is systemically exploited through currency speculation, particularly through the use of “technical analysis”. In the … disequilibria in the goods and asset markets. Although currency speculation has been systemically profitable for most currencies, it … should be considered to be destabilizing since the sequence of price runs caused large and persistent deviations of exchange …
Persistent link: https://www.econbiz.de/10010752024
Las variaciones de inventarios son reconocidas, por participantes del mercado y por la literatura, como relevantes en la determinación de precios de activos almacenables. Este artículo presenta resultados de la literatura en modelos dinámicos de expectativas racionales basados en variaciones...
Persistent link: https://www.econbiz.de/10005687721
We consider the behavior of the price of a continuously stored commodity, for which discounted price is a non …-constant martingale, and thus not-predictable. We prove that the discounted price realization is within any given neighborhood of zero … path of discounted price realizations will lie permanently within any given neighborhood of zero beyond a finite state …
Persistent link: https://www.econbiz.de/10005699619
price volatility. Most academic literature does not support the idea that speculators drive commodity prices beyond …This paper studies the role of speculators in explaining agricultural commodity price movements. The spikes in global … agricultural commodity prices in 2007-2008 and 2010 2011 have opened a debate on the contribution of speculation to recent food …
Persistent link: https://www.econbiz.de/10011096027
the volatility of US stock market during the subprime crisis is significantly transmitted to Asian and European financial … markets. Moreover, UK and Swiss financial markets present an important role in emitting volatility to Asian markets. In …. All residuals showed enhanced volatility during the financial crisis period of mid 2007-2008. Moreover, the cross …
Persistent link: https://www.econbiz.de/10010754852
The overarching aim of the present paper is to investigate the pattern of returns and volatility in the US and the UK …
Persistent link: https://www.econbiz.de/10010670368