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Are competitive reactions changing over time?
Park, Jimi; Yoo, Shijin - In: Management decision : MD 54 (2016) 3, pp. 683-699
Persistent link: https://www.econbiz.de/10011517355
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Wanna bet there will be war? : a time-series analysis of prediction markets during the Libya conflict 2011
Wörle, Sebastian Matthias - In: The journal of prediction markets 7 (2013) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10010342035
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On the economic determinants of oil production : theoretical analysis and empirical evidence for small exporting countries
Cologni, Alessandro; Manera, Matteo - 2011
In this paper, decisions regarding production in oil exporting countries are studied by means of theoretical analysis and empirical investigation. Under the assumptions of exogenous oil prices and world oil demand, we are able to describe the relationship between oil production levels and...
Persistent link: https://www.econbiz.de/10009231652
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Structural breaks and real convergence in OPEC countries
Cuñado Eizaguirre, Juncal - In: Journal of applied economics 14 (2011) 1, pp. 101-117
Persistent link: https://www.econbiz.de/10009231857
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Projected trends for oil prices
In: Economic bulletin 56 (2003) 2, pp. 47-55
Persistent link: https://www.econbiz.de/10001932177
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Does rigidity of prices hide collusion?
Jiménez, Juan Luis; Perdiguero, Jordi - In: Review of industrial organization : RIO 41 (2012) 3, pp. 223-248
Persistent link: https://www.econbiz.de/10009688209
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Econometric tests to detect bid-rigging cartels : does it work?
Imhof, David - 2017
Persistent link: https://www.econbiz.de/10011742348
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Estimating Vitamin Cartel’s Overcharges : A Time-Series Approach
Mehta, Kirtikumar - 2023
An important issue in estimating cartel overcharges is to have a reliable estimate of the but-for-the-cartel price …. While the cartel price is observable, the but-for-the-cartel price is not. A construction of the but-for-cartel …-price evolution by assuming perfect competition, i.e. that price equals marginal cost plus a small margin is a non-starter in markets …
Persistent link: https://www.econbiz.de/10014348952
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Ex-post evaluation of mean-variance cartel filters
Ramalho, Matheus Humberto Migliari; Ribeiro, Eduardo Pontual - In: Revista de economia contemporânea : publication of the … 26 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10014259089
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A directional-change events approach for studying financial time series
Aloud, Monira; Tsang, Edward; Olsen, Richard; Dupuis, … - 2011
Financial markets witness high levels of activity at certain times, but remain calm at others. This makes the flow of physical time discontinuous. Therefore using physical time scales for studying financial time series, runs the risk of missing important activities. An alternative approach is...
Persistent link: https://www.econbiz.de/10010305978