Narrow search
Showing 1 - 10 of 63,562
Cover Image
Nonlinear expectations in speculative markets : evidence from the ECB survey of professional forecasters
Reitz, Stefan; Ruelke, Jan-Christoph; Stadtmann, Georg - 2011
Chartist and fundamentalist models have proven to be capable of replicating stylized facts on speculative markets. In general, this is achieved by specifying nonlinear interactions of otherwise linear asset price expectations of the respective trader groups. This paper investigates whether or...
Persistent link: https://www.econbiz.de/10009152528
Cover Image
Nonlinear expectations in speculative markets : evidence from the ECB survey of professional forecasters
Reitz, Stefan; Ruelke, Jan-Christoph; Stadtmann, Georg - 2012
Chartist and fundamentalist models have proven to be capable of replicating stylized facts on speculative markets. In general, this is achieved by specifying nonlinear interactions of otherwise linear asset price expectations of the respective trader groups. This paper investigates whether or...
Persistent link: https://www.econbiz.de/10009666484
Cover Image
Nonlinear expectations in speculative markets : evidence from the ECB survey of professional forecasters
Reitz, Stefan; Rülke, Jan-Christopher; Stadtmann, Georg - 2012
Persistent link: https://www.econbiz.de/10009408360
Cover Image
Nonlinear expectations in speculative markets : evidence from the ECB survey of professional forecasters
Reitz, Stefan; Ruelke, Jan-Christoph; Stadtmann, Georg - 2012
Chartist and fundamentalist models have proven to be capable of replicating stylized facts on speculative markets. In general, this is achieved by specifying nonlinear interactions of otherwise linear asset price expectations of the respective trader groups. This paper investigates whether or...
Persistent link: https://www.econbiz.de/10009409380
Cover Image
Nonlinear expectations in speculative markets : evidence from the ECB survey of professional forecasters
Reitz, Stefan; Ruelke, Jan-Christoph; Stadtmann, Georg - In: Journal of economic dynamics & control 36 (2012) 9, pp. 1349-1363
Persistent link: https://www.econbiz.de/10009655669
Cover Image
The convenience yield and the informational content of the oil futures price
Bernard, Jean-Thomas; Khalaf, Lynda; Kichian, Maral; … - In: The energy journal 36 (2015) 2, pp. 29-46
Persistent link: https://www.econbiz.de/10010528362
Cover Image
Oil prices in the real economy
Shu, Haicheng; Spencer, Peter D. - In: Journal of applied econometrics 38 (2023) 6, pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Cover Image
The dynamic relations in the US crude oil market
Bai, Shuming - In: International journal of services and standards 9 (2014) 2/4, pp. 103-115
Persistent link: https://www.econbiz.de/10011347658
Cover Image
Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness
Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15
markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal … this gap by investigating the volatility cross effects between oil and three different non-energy commodity markets. Using … the bivariate VAR-GARCH models, we do not find any evidence of volatility linkage between oil and agricultural product …
Persistent link: https://www.econbiz.de/10011881040
Cover Image
Volatility and the hedging effectiveness of China fuel oil futures
Chen, Wei; Ford, James L. - 2010
Persistent link: https://www.econbiz.de/10009374212