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This review deals with several microscopic models of financial markets which have been studied by economists and physicists over the last decade: Kim- Markowitz, Levy-Levy-Solomon, Cont-Bouchaud, Solomon-Weisbuch, Lux-Marchesi, Donangelo-Sneppen and Solomon-Levy-Huang. After an overview of...
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economics and finance. The bulk of what has recently become known as 'econophysics' in broader circles draws its motivation from … the recent inception of new strands of research on this topic both within econophysics and the neoclassical economics …
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The present study aims to investigate the dynamics of primary commodity prices and the role of speculation over time …. In particular the relationship between speculation and price volatility on the one side, and the linkage between … excessive speculation and price volatility on the other side, is carefully examined with the scope to establish whether …
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