demand estimates. We study a new dataset from a wireless inventory system installed on 54 vending machines to track product … availability every four hours. The data allows us to account for product availability when estimating demand, and provides a … availability even when availability is only observed periodically. We find significant differences in demand estimates, with the …

is pervasive in the empirical results. In this work I revisit, in face of model uncertainty, the role of (i) oil supply …, (ii) aggregate demand and (iii) oil-specific demand shock, by proposing the Information Criterion model averaging as a … demand shock, and more persistent following an oil specific demand shock …

This paper provides evidence that demand for equity index options has predictive power for future volatility beyond … that trade on the volatility informed index option demand yield annualized Sharpe Ratios that are up to twice as large as … options market. In times of high volatility, the demand for straddle positions contains significantly more information and has …