fundamentalists and chartists co-exist and are subject to regret and uncertainty. We find significant evidence that energy markets are … composed by heterogeneous traders which behave differently depending on the intensity of the price fluctuations and uncertainty …

events that are each somewhat unique cause unforeseeable change and Knightian uncertainty in the process driving outcomes …

fundamentalists and chartists co-exist and are subject to regret and uncertainty. We find significant evidence that energy markets are … composed by heterogeneous traders which behave differently depending on the intensity of the price fluctuations and uncertainty … ; Uncertainty Aversion ; Regret …

historically unique events cause unforeseeable change and Knightian uncertainty in the process driving outcomes. Expectations …

We investigate the effect of uncertainty on investment. We employ a unique dataset of 25000 Greek firms' balance sheets … uncertainty. The investment performance of 14 sectors is examined within a dynamic investment model. Robust GMM estimates of the … investment rate model reveal a high degree of heterogeneity among these sectors. Overall uncertainty affects negatively …

This study investigates the impact of uncertainty on the mean-variance relationship. We find that the stock market …’s expected excess return is positively related to the market’s conditional variances and implied variance during low uncertainty … periods but unrelated or negatively related to conditional variances and implied variance during high uncertainty periods. Our …

This study investigates the short- and long-term effects of various sources of uncertainty on the share prices of key … other relevant approaches to time series. Economic policy, climate policy, pandemics, and Twitter-based uncertainty may … China, geopolitical, climatic, and pandemic uncertainty are short-term sources of uncertainty, and in India, economic policy …

The concept of model uncertainty is one of increasing importance in the field of Mathematical Finance. The main goal of … this work is to explore model uncertainty in the specific area of algorithmic and high frequency trading. From a … behavioural perspective, model uncertainty naturally leads to the notion of ambiguity aversion - a person's tendency to avoid …