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Auctioning C02 emission allowances in Europe : a time series analysis of equilibrium prices

Bosco, Bruno - 2020

Persistent link: https://www.econbiz.de/10012320323

Do cal auctions curtail price volatility? : evidence form the National Stock Exchange of India

Camilleri, Silvio John - In: Managerial finance 41 (2015) 1, pp. 67-79

Persistent link: https://www.econbiz.de/10010496753

The calendar effect of price-reduction auction of online agricultural products

Yang, Bo; Chang, Mingshan; Wang, KanLiang; Zhang, Rong - In: International journal of services technology and … 27 (2021) 3, pp. 229-247

Persistent link: https://www.econbiz.de/10012594232

Impacts of foreign exchange auctions on the informal market rate in Myanmar

Koji Kubo - In: Global economic review 46 (2017) 2, pp. 189-202

Persistent link: https://www.econbiz.de/10011658333

Trade, equilibrium prices and rents in European auctions for emission allowances

Bosco, Bruno - In: Environmental economics and policy studies : the … 25 (2023) 1, pp. 87-113

Persistent link: https://www.econbiz.de/10013494107

Improving the accuracy: volatility modeling and forecasting using high-frequency data and the variational component

Kumar, Manish - In: Journal of industrial engineering and management : JIEM 3 (2010) 1, pp. 199-220

In this study, we predict the daily volatility of the S&P CNX NIFTY market index of India using the basic "heterogeneous autoregressive" (HAR) and its variant. In doing so, we estimated several HAR and Log form of HAR models using different regressor. The different regressors were obtained by...

Persistent link: https://www.econbiz.de/10011899155