electrification of global economies. However, their markets are characterized by high price volatility due to supply concentration …, low substitutability, and limited price elasticity. This paper provides a comprehensive analysis of the price volatility … visualization methods, we identify key features for accurate point and density forecasts. We evaluate various volatility models …

theory to analyze ordinary least-squares (OLS) estimation. One important theoretical observation is that the estimator …

predictability, popular predictors from the literature fail to outperform the simple historical average benchmark forecast in out … model restrictions, forecast combination, diffusion indices, and regime shifts—improve forecasting performance by addressing …

of asset returns and high and persistent volatility. Stock market crashes may be observed if relative risk aversion …. -- Aggregate relative risk aversion ; Equilibrium asset price processes ; Excess Volatility ; Return predictability ; Stock market …

predictability of asset returns and high and persistent volatility. Stock market crashes may be observed if relative risk aversion …. -- Aggregate relative risk aversion ; Equilibrium asset price processes ; Excess Volatility ; Return predictability ; Stock market …

of linear autocorrelation, volatility clustering), trading volumes (volume clustering, correlation between volume and … volatility), and timing of trades (number of price changes, autocorrelation of durations between subsequent trades, heavy tail in …

addition, our model suggests that optimal monetary policy is not concerned with stock price volatility, does not attempt to …, producing lower inflation volatility when compared to the constant money supply policy rule …

speculate, we show that speculation increases volatility of asset returns and investment growth, increases the equity risk …