Showing 1 - 10 of 2,960
, the Chilean peso is heavily affected by fluctuations in the copper price. As all six base metal prices show an important …
Persistent link: https://www.econbiz.de/10012931176
potential price drivers and adopt several combination/dimension reduction techniques to extract the most relevant determinants …
Persistent link: https://www.econbiz.de/10014636859
In most games, for equilibrium to result, players need to forecast the equilibrium strategies of others. We elicit forecasts of outcomes in a series of hawk-dove (aka chicken) games played by other players. We ask whether these forecasts are consistent with any correlated equilibrium of a class...
Persistent link: https://www.econbiz.de/10014079715
We use data from the London Metal Exchange (LME) to forecast monthly copper returns using the recently proposed dynamic model averaging and selection (DMA/DMS) methodology which incorporates time varying parameters as well as time varying model averaging and selection into a unifying framework....
Persistent link: https://www.econbiz.de/10012972876
The main aim of this paper is to forecast both in-sample and out-of-sample lithium prices. Specifically, we explore the empirical implications of the present value model for exchange rates, market indexes, mining company prices and related company prices in hi-tech, automotive, electric vehicle...
Persistent link: https://www.econbiz.de/10014256538
For users of the Ethereum network, the gas price is a crucial parameter that determines how swiftly the decentralized … consensus protocol confirms a transaction. This paper studies the statistics of the Ethereum gas price. We start with some … conceptual discussion of the gas price notion in view of the actual transaction-selection strategies used by Ethereum miners …
Persistent link: https://www.econbiz.de/10012390059
price. Different combinations of techniques and sample sizes are studied for feed forward and ward neural networks. The … results shows the rolling ward networks exceed the recursive ward networks and feed forward networks in forecasting gold price … sign variation. The results support the use of neural networks with a dynamic framework to forecast the gold price sign …
Persistent link: https://www.econbiz.de/10013121966
-2001. Consistent with the selection criterion used for the index, there is no evidence for a stock price effect at the announcement of …
Persistent link: https://www.econbiz.de/10013004379
This paper examines the informativeness of analysts' target price forecasts by relating the investment value of target … prices to their primary drivers. Decomposing target price forecasts into near-term earnings forecasts and price …-to-earnings ratio forecasts, we show that target price revisions reflect information from both components. In addition, we also find …
Persistent link: https://www.econbiz.de/10013008685
contained in the price of Sotheby's stock. Market sentiment variables such as trading volume have better explanatory power in …
Persistent link: https://www.econbiz.de/10012856506