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Anomalías Estacionales En El Mercado Cambiario Intradiario Colombiano (Seasonal Anomalies in the Colombian Intraday Exchange Market)

Payares, Dann - 2011

This paper studies high frequency data series on the Colombian foreign exchange market. It detects the presence of seasonal anomalies in the mean and conditional volatility using a ARMAGARCH model. Moreover, it reveals persistence among operations on conditional duration. The document concludes...

Persistent link: https://www.econbiz.de/10013123627

Portfolio sales and signaling

Bougheas, Spiros P.; Worrall, Timothy - 2017

A common practice of banks has been to pool assets of different qualities and then sell a fraction of the newly created portfolios to investors. We extend the signaling model for single sales of risky assets to portfolio sales. We identify conditions under which signaling at the portfolio level...

Persistent link: https://www.econbiz.de/10011610925

Portfolio sales and signaling

Bougheas, Spiros P.; Worrall, Timothy - In: Journal of banking & finance 99 (2019), pp. 182-191

Persistent link: https://www.econbiz.de/10012162392

Electricity futures prices : time varying sensitivity to fundamentals

Fleten, Stein-Erik; Huisman, Ronald; Kilic, Mehtap; … - 2014

Persistent link: https://www.econbiz.de/10010357599

Wie viele Strombörsen braucht Deutschland?

Lattemann, Christoph - In: Liberalisierte Energiemärkte : Strategie, Prognose, …, (pp. 117-131). 2002

Persistent link: https://www.econbiz.de/10001756585

The effect of wholesale market deregulation on shareholder wealth in the electric power industry

Besanko, David; D'Souza, Julia; Thiagarajan, S. Ramu - In: The journal of law & economics 44 (2001) 1, pp. 65-88

Persistent link: https://www.econbiz.de/10001582715

Electricity Futures Prices : Time Varying Sensitivity to Fundamentals

Fleten, Stein-Erik - 2016

This paper provides insight in the time-varying relation between electricity futures prices and fundamentals in the … marginal costs of production, we argue that the relation between electricity futures prices and futures prices of underlying … model that linearly relates electricity futures prices to the marginal costs of production and calculate the log …

Persistent link: https://www.econbiz.de/10013006138