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Using econometric models to manage the price risk of cocoa beans : a case from India
Kumar, Kepulaje Abhaya; Spulbăr, Cristi; Pinto, Prakash; … - In: Risks : open access journal 10 (2022) 6, pp. 1-18
This study aims at developing econometric models to manage the price risk of Dry and Wet Cocoa beans with the help of ARIMA (Autoregressive Integrated Moving Average) and VAR (Vector Auto Regressive). The monthly price of Cocoa beans is collected for the period starting from April 2009 to March...
Persistent link: https://www.econbiz.de/10013363126
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The effect of ambiguity on price formation and trading behavior in financial markets
Li, Wenhui; Ockenfels, Peter; Wilde, Christian - 2021
various market outcomes (the price level, volatility, trading activity, market liquidity, and the degree of speculative …
Persistent link: https://www.econbiz.de/10012663127
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A quantitative mirror on the Euribor market using implied probability density functions
Puigvert-Gutiérrez, Josep Maria; De Vincent-Humphreys, … - In: Eurasian economic review : a journal of the Eurasia … 2 (2012) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010340001
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Exchange traded funds: U.S. financial market case study
Tkaczow, Aleksandra; Spirzewsk, Krzysztof - 2021
Persistent link: https://www.econbiz.de/10012816700
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Reinvestigating international crude oil market risk spillovers
Jiang, Cuixia; Li, Yuqian; Xu, Qifa; Wu, Jun - In: Journal of risk 24 (2021) 1, pp. 25-52
Persistent link: https://www.econbiz.de/10012816795
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A bibliometric review of volatility spillovers in financial markets : knowledge bases and research fronts
Chen, Jun; Yang, Lingling - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 5, pp. 1358-1379
Persistent link: https://www.econbiz.de/10012514878
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Do investors overreact for property and financial service sectors?
Dong, Zhi; Sing, Tien-foo - In: Journal of emerging market finance 20 (2021) 1, pp. 79-123
Persistent link: https://www.econbiz.de/10012493293
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Spillover effects of foreign institutional investments in India
Kumar Behera, Harendra - In: International journal of bonds and derivatives 3 (2017) 2, pp. 132-152
Persistent link: https://www.econbiz.de/10011807772
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The Halloween effect on energy markets : an empirical study
Burakov, Dmitry; Freidin, Max; Solovyev, Yuriy - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 2, pp. 121-126
Persistent link: https://www.econbiz.de/10011861862
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Lévy processes in gold option modeling
Kumari, Sandya N. - In: International journal of economics and finance 12 (2020) 2, pp. 65-81
Persistent link: https://www.econbiz.de/10012202747