搜索结果: 61-75 共查到“经济学 Price”相关记录194条 . 查询时间(0.394 秒)
Is China’s domestic agricultural market influenced by price fluctuations of the world agricultural commodities in the short-run?
agriculture copula dynamic correlation market integration short-term impact
2014/2/24
After entry into the WTO, China’s domestic agricultural market is more and more closely integrated into the world market. Recently, a significant price fluctuation of agricultural commodities in the g...
The “Price Puzzle” under Changing Monetary Policy Regimes
Federal Funds Rate Monetary Policy Shocks Price Puzzle Vector Autoregressions (VARs) United States
2013/2/23
This paper examines the “price puzzle”, the rise in the price level following a contractionary monetary policy shock, using monthly US data from 1960 to 2006. Deviating from the standard practice is i...
A quantum mechanical model for the relationship between stock price and stock ownership
quantum mechanical model relationship between stock price stock ownership
2012/9/14
The trade of a fixed stock can be regarded as the basic process that measures its momentary price. The stock price is exactly known only at the time of sale when the stock is between traders, that is,...
Why price inflation in developed countries is systematically underestimated
Why price inflation in developed countries systematically underestimated
2012/9/14
There is an extensive historical dataset on real GDP per capita prepared by Angus Maddison. This dataset covers the period since 1870 with continuous annual estimates in developed countri...
Physical approach to price momentum and its application to momentum strategy
price momentum momentum/contrarian strategies spontaneous symmetry breaking of arbitrage
2012/9/14
We introduce various definitions for price momentum of financial instruments in quantitative and mathematical ways. Measurement of the price momentum de-rived from the concept of momentum in physics c...
Adaptive Execution: Exploration and Learning of Price Impact
adaptive execution price impact reinforcement learning regret bound
2012/9/14
We consider a model in which a trader aims to maximize expected risk-adjusted profit while trading a single security. In our model, each price change isa linear combination of observed factors, impact...
A new look at short-term implied volatility in asset price models with jumps
exponential Levy models Blumenthal-Getoor index short-dated options implied volatility.
2012/9/14
We analyse the behaviour of the implied volatility smile for options close to expiry in the exponential Levy class of asset price models with jumps. We introduce a new renormalisation of the strike v...
Price Discrimination in the Housing Market。
Price manipulation in a market impact model with dark pool
Price manipulation transaction-triggered price manipulation positive expected liquidation costs dark pool market impact model
2012/6/5
For a market impact model, price manipulation and related notions play a role that is similar to the role of arbitrage in a derivatives pricing model. Here, we give a systematic investigation into suc...
Universality class of balanced flows with bottlenecks: granular flows, pedestrian fluxes and financial price dynamics
Universality class of balanced flows bottlenecks granular flows pedestrian fluxes financial price dynamics
2012/6/4
We propose and document the evidence for an analogy between the dynamics of granular counter-flows in the presence of bottlenecks or restrictions and financial price formation processes. Using extensi...
Electricity price modeling and asset valuation: a multi-fuel structural approach
Electricity price modeling asset valuation multi-fuel structural approach Pricing of Securities
2012/6/4
We introduce a new and highly tractable structural model for spot and derivative prices in electricity markets. Using a stochastic model of the bid stack, we translate the demand for power and the pri...
Characterizing price index behavior through fluctuation dynamics
price index behavior fluctuation dynamics Statistical Finance
2012/6/4
We study the nature of fluctuations in variety of price indices involving companies listed on the New York Stock Exchange. The fluctuations at multiple scales are extracted through the use of wavelets...
Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price
rational expectations nancial bubbles speculation anchoring laboratory experiments behavioral model super-exponential growth
2012/6/2
We analyze a controlled price formation experiment in the laboratory that shows evidence for bubbles. We calibrate two models that demonstrate with high statistical significance that these laboratory ...
Analysis of the International Oil Price Fluctuations and Its Influencing Factors
International Oil Price Supply and Demand Dollar Exchange Rate
2013/2/20
Oil is one of the important strategic energy to guarantee the development of modern industry and economy, and is also an important resource, which is scrambled by each interest group in the world. Oil...
Three years ago we found a statistically reliable link between ConocoPhillips' (NYSE: COP) stock price and the difference between the core and headline CPI in the United States. In this article, the o...