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Short-run arbitrage in crisis markets : experimental evidence

Sonsino, Doron; Shavit, Tal - In: Annals of financial economics 9 (2014) 1, pp. 1-60

Persistent link: https://www.econbiz.de/10010489148

Arbitrage bots in experimental asset markets

Angerer, Martin; Neugebauer, Tibor; Shachat, Jason M. - In: Journal of economic behavior & organization : JEBO 206 (2023), pp. 262-278

Persistent link: https://www.econbiz.de/10014247343

Arbitrage Bots in Experimental Asset Markets

Angerer, Martin; Neugebauer, Tibor; Shachat, Jason - 2022

-lived correlated assets we examine the impact of alternative types of arbitrage-seeking algorithms. These arbitrage robot traders vary … in their latency and whether they make or take market liquidity. All arbitrage robot traders we examine generate greater … conformity to the law-of-one-price across the twin markets. However, only the liquidity providing arbitrage robot trader moves …

Persistent link: https://www.econbiz.de/10013308153

On the decision relevance of stochastic oil price models : a case study

Hammond, Robert K.; Bickel, J. Eric - In: The engineering economist : a journal devoted to the … 58 (2013) 3, pp. 209-230

Persistent link: https://www.econbiz.de/10010127861

Uncertainty and energy extraction

Dossani, Asad; Elder, John - In: Applied economics 52 (2020) 55, pp. 6031-6044

Persistent link: https://www.econbiz.de/10012308422

Option prices and implied volatility in the crude oil market

Soini, Vesa; Lorentzen, Sindre - In: Energy economics 83 (2019), pp. 515-539

Persistent link: https://www.econbiz.de/10012176275

Revealed preference tests of the Cournot model

Carvajal, Andrés; Deb, Rahul; Fenske, James; Quah, … - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 6, pp. 2351-2379

Persistent link: https://www.econbiz.de/10010237407

Crude Oil Price Forecasting : Experimental Evidence from Wavelet Decomposition and Neural Network Modelling

Jammazi, Rania - 2012

Oil price prediction has usually proved to be an intractable task due to the intrinsic complexity of oil market mechanism. In addition, the recent oil shock and its consequences relaunch the debate on understanding the behaviour underlying the expected oil prices. Combining the dynamic...

Persistent link: https://www.econbiz.de/10013114327

Forecasting short-term oil price with a generalised pattern matching model based on empirical genetic algorithm

Zhao, Lu-Tao; Zeng, Guan-Rong; He, Ling-yun; Meng, Ya - In: Computational economics 55 (2020) 4, pp. 1151-1169

Persistent link: https://www.econbiz.de/10012223706

Monetary policy rules in a non-rational world : a macroeconomic experiment

Mauersberger, Felix - In: Journal of economic theory 197 (2021), pp. 1-37

Persistent link: https://www.econbiz.de/10012815447

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