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Persistent link: https://www.econbiz.de/10010913273
This study attempts to analyze the presence deterministic chaos in the forex markets of select European countries …
Persistent link: https://www.econbiz.de/10011122443
chaos and the fractal geometry, we analyze the possibilities of application of these valuable tools to the different areas … areas: the existence of chaos in time series, and the eventual chaotic behaviour in the Capital Markets during the recent …
Persistent link: https://www.econbiz.de/10011273021
testing for the presence of chaos or non-linearity in the simulated data. First, attempts to determine the fractal dimension …
Persistent link: https://www.econbiz.de/10005032146
Persistent link: https://www.econbiz.de/10005537694
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We investigated causal factors driving German hog-price dynamics with an innovative ‘diagnostic’ modeling approach. Hog-price cycles are conventionally attributed to randomly-generated behavior best modeled stochastically—most recently as randomly-shifting sinusoidal oscillations....
Persistent link: https://www.econbiz.de/10011125182
response by changing the slope of the demand schedule can thrust the model into instability, chaos, and extinction, without … via slope preserving increases in market demand can push the model into instability, chaos, and even extinction. Finally …, we show that similar adjustments in market demand may be capable of eliminating instability and chaos rooted in powerful …
Persistent link: https://www.econbiz.de/10009444668
This study explores the link between proximity and price cointegration between two markets, where proximity is captured with variables for geographical, political and cultural distance. Linear and threshold cointegration is tested for a set of 756 rice market pairs in 6 West African countries,...
Persistent link: https://www.econbiz.de/10011155534
Prices for nearly all basic commodity rose at unprecedented rates throughout early 2008, only to fall nearly as fast as financial markets and global economies began to collapse. Rising food prices in 2008 led to concerns that commodity price spikes would lead to more general food inflation, but...
Persistent link: https://www.econbiz.de/10009020698