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The Possible Role of Futures Market and the Public Warehousing in Trade-financing Activity
Kozar, Laszlo - 2010
The principal achievement of this paper is to introduce the operation of a specified‘Futures’ model and it’s practice for decision-makers of financial institutes through anexample based on the price data’s of grain futures market from EU assessment 2004 to thesedays in Hungary.Based on a...
Persistent link: https://www.econbiz.de/10009442743
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Outlook vs. Futures: Three Decades of Evidence in Hog and Cattle Markets
Colino, Evelyn V.; Irwin, Scott H. - 2007
indicate,with one exception, no meaningful differences in forecast accuracy between outlook forecastsand futures prices. The …
Persistent link: https://www.econbiz.de/10009443339
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How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market
Colino, Evelyn V.; Irwin, Scott H.; Garcia, Philip - 2008
flexibility and model averaging consistently outperform Iowa outlook estimates at all forecast horizons. Evidence from the … encompassing tests, which are highly stringent tests of forecast performance, indicates that many price forecasts do provide … incremental information relative to Iowa. Simple combinations of these models and outlook forecasts are able to reduce forecast …
Persistent link: https://www.econbiz.de/10009443351
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Can Parallel Exchange Rates Forecast Commodity Prices?
Roberts, John F - 2009
Commodity price uncertainty imposes large costs on society. On the macro level, it results in sudden and unexpected shifts in current account imbalances and real GDP volatility, while on the micro level, it leads to allocation inefficiencies. Accurate price forecasts have the potential to remove...
Persistent link: https://www.econbiz.de/10009474968
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Biases in Individual Forecasts: Experimental Evidence
Ackert, Lucy; Church, Bryan K.; Ely, Kristen - 2008
divergent information. We manipulate forecast ability so that two individuals are strong analysts and two are weak. In three …
Persistent link: https://www.econbiz.de/10009459094
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Shared Versus Separate Networks - The Impact of Reprovisioning
Sen, Soumya; Guérin, Roch A; Hosanagar, Kartik - 2009
As networks improve and new services emerge, questions arise that affect service deployments and network choices. The Internet is arguably a successful example of a network shared by many services. However, combining heterogeneous services on the same network need not always be the right answer,...
Persistent link: https://www.econbiz.de/10009438861
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Essays in international finance and search theory.
Wicas, Nelson Walter - 1992
This dissertation contains three essays that can be read independently. The first chapter examines how a debt crisis can occur and persist as a result of unanticipated, transitory, real interest rate and commodity price shocks. Using an optimal stopping framework, the debtor country's optimal...
Persistent link: https://www.econbiz.de/10009439095
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Equilibrium, efficient-markets, and liquidity in the cash-in-advance model
Arroyo, Cristino Rodriguez; Arroyo, Cristino Rodriguez - 1991
equilibrium theory. Consider, for instance, the case of the efficiency of forward exchange rates vis-a-vis spot rates. Depending … consumption risk, or the choice of covariance estimator of the forecast error. …
Persistent link: https://www.econbiz.de/10009441845
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ESTIMATION OF THE LINEAR AND QUADRATIC EXPENDITURE SYSTEMS FOR COLOMBIAN HOUSEHOLDS
MARTIN, THOMAS LEE; MARTIN, THOMAS LEE - 1981
This study is an empirical analysis of household expenditure behavior using the Linear and Quadratic Expenditure Systems. The expenditure systems are estimated using data collected in 1972 by the Departmento Administrativo Nacional de Estadisticas (DANE) of Bogota, Colombia. The Linear...
Persistent link: https://www.econbiz.de/10009441861
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Essays on parametric and nonparametric modeling and estimation with applications to energy economics
Gao, Weiyu; Gao, Weiyu - 1999
My dissertation research is composed of two parts: a theoretical part on semiparametric efficient estimation and an applied part in energy economics under different dynamic settings. The essays are related in terms of their applications as well as the way in which models are constructed and...
Persistent link: https://www.econbiz.de/10009441863