We investigate the relationship between inflation and price variation using highly disaggregated, weekly price data for … consumption goods recorded in Germany during 1995, a low inflation period. We find a significant positive correlation between the … rates of price change and price dispersion, both at the level of individual products and product groups. However, we find no …

This paper presents a first investigation of hourly price determinants in the German intraday market for electricity … regression analysis with data from 2010 and 2011 show that most price determinants increase and decrease intraday prices as … intraday trading platform, thus influencing prices not as strongly as expected. Furthermore the price determinants influence …

the risk-neutral measure. Mean-reversion in the log-price process is combined with other stochastic factors such as … stochastic volatility, jumps in the underlying and the price process and a stochastic target level as well as with deterministic …

the risk-neutral measure. Mean-reversion in the log-price process is combined with other stochastic factors such as … stochastic volatility, jumps in the underlying and the price process and a stochastic target level as well as with deterministic …