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Zeitschriftenartikel zum Thema „Price paths“

Autor: Grafiati

Veröffentlicht am 27. Juni 2021

Zuletzt aktualisiert am 29. Juli 2025

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1

Daniel, Kent D., Robert B. Litterman, and Gernot Wagner. "Declining CO2 price paths." Proceedings of the National Academy of Sciences 116, no. 42 (2019): 20886–91. http://dx.doi.org/10.1073/pnas.1817444116.

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Pricing greenhouse-gas (GHG) emissions involves making trade-offs between consumption today and unknown damages in the (distant) future. While decision making under risk and uncertainty is the forte of financial economics, important insights from pricing financial assets do not typically inform standard climate–economy models. Here, we introduce EZ-Climate, a simple recursive dynamic asset pricing model that allows for a calibration of the carbon dioxide (CO2) price path based on probabilistic assumptions around climate damages. Atmospheric CO2 is the “asset” with a negative expected return. T

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Jangam, Bhushan Praveen, and Vaseem Akram. "DO PRICES CONVERGE AMONG INDONESIAN CITIES? AN EMPIRICAL ANALYSIS." Buletin Ekonomi Moneter dan Perbankan 22, no. 3 (2019): 239–62. http://dx.doi.org/10.21098/bemp.v22i3.1152.

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We investigate consumer price convergence for 82 Indonesian cities using monthly data from 2014 to 2019. To do so, we employ recent techniques of club convergence and weak sigma convergence. The results reveal, first, consumer price divergence, implying price rigidities across the cities. Second, we find four clubs, suggesting that Indonesian cities converge along four unique transition paths. Third, we find weak evidence of consumer price convergence, suggesting that prices among Indonesian cities adjust, but not freely. Policy should therefore consider unique convergence paths for each club

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Gu, Guangtong, and Bing Xu. "Housing Market Hedonic Price Study Based on Boosting Regression Tree." Journal of Advanced Computational Intelligence and Intelligent Informatics 21, no. 6 (2017): 1040–47. http://dx.doi.org/10.20965/jaciii.2017.p1040.

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Based on the purchase price data of new real estate markets three cities in China, Beijing, Shanghai, and Guangzhou, including architectural features, neighborhood property features, and location features, in this study a boosting regression tree model was built to study the factors and the influence path of housing prices from the microcosmic perspective. First, a classical hedonic price model was constructed to analyze and compare the significant effect factors on housing prices in the market segments of the three cities. Second, the gradient boosting regression tree method that is proposed

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Crawley, Edmund, and William Gamber. "Winners and losers from recent asset price changes." FEDS Notes, no. 2023-05-12 (May 2023): None. http://dx.doi.org/10.17016/2380-7172.3287.

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Asset prices and interest rates have changed dramatically and unexpectedly over the last two years as the Federal Reserve has raised its policy rate to combat higher inflation. In this note, we clarify the redistributive effects of these asset price changes in terms of welfare, which contrast sharply with those of wealth. Figure 1 depicts changes in the paths of six macroeconomic aggregates in the February 2023 CBO projection relative to their paths in the July 2021 projection.

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Bogin, Alexander N., William M. Doerner, and William D. Larson. "Local House Price Paths: Accelerations, Declines, and Recoveries." Journal of Real Estate Finance and Economics 58, no. 2 (2017): 201–22. http://dx.doi.org/10.1007/s11146-017-9643-y.

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Abstract Mortgage credit risk measurement hinges on the choice of a house price stress path, which is used to project loan losses and determine financial capital requirements. House price paths are commonly constructed at national or state levels and shock scenarios are created to mimic historical adverse market conditions. We provide evidence that this level of geographic aggregation is not granular enough in many cases—collateral risk often varies within cities. Using local house price indices that cover the United States from 1975 to 2016, we focus on house price performance in the years im

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Birch, John, and Mark Sunderman. "Estimating Price Paths for Residential Real Estate." Journal of Real Estate Research 25, no. 3 (2003): 277–300. http://dx.doi.org/10.1080/10835547.2003.12091115.

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Benth, F. E., and L. Vos. "Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets." Advances in Applied Probability 45, no. 2 (2013): 545–71. http://dx.doi.org/10.1239/aap/1370870129.

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Spot prices in energy markets exhibit special features, such as price spikes, mean reversion, stochastic volatility, inverse leverage effect, and dependencies between the commodities. In this paper a multivariate stochastic volatility model is introduced which captures these features. The second-order structure and stationarity of the model are analyzed in detail. A simulation method for Monte Carlo generation of price paths is introduced and a numerical example is presented.

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Benth, F. E., and L. Vos. "Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets." Advances in Applied Probability 45, no. 02 (2013): 545–71. http://dx.doi.org/10.1017/s0001867800006431.

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Spot prices in energy markets exhibit special features, such as price spikes, mean reversion, stochastic volatility, inverse leverage effect, and dependencies between the commodities. In this paper a multivariate stochastic volatility model is introduced which captures these features. The second-order structure and stationarity of the model are analyzed in detail. A simulation method for Monte Carlo generation of price paths is introduced and a numerical example is presented.

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Huang, Yi Ling. "The Fluctuation Mechanism of International Oil Price and Chinese Energy Security Strategy." Advanced Materials Research 869-870 (December 2013): 573–78. http://dx.doi.org/10.4028/www.scientific.net/amr.869-870.573.

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Oil as a strategic resource, its price trend related to the development of national economy, so the study of the international oil price has important theoretical and practical significance. This paper will interpret the international oil price fluctuation mechanism from the perspective of international political economy. In addition, we will reveal some elements of influence on international oil prices, such as oil supply and demand pattern, geopolitical game, monetary, financial futures market. Then we try to put forward the some paths for the construction of energy security strategy in chin

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Santoso, Teguh, and Maruto Umar Basuki. "FROM FACTOR PRICES EQUALIZATION TO OUTPUT PRICES EQUALIZATION." JURNAL DINAMIKA EKONOMI PEMBANGUNAN 1, no. 1 (2012): 43. http://dx.doi.org/10.14710/jdep.1.1.43-49.

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This paper is addresses to see how the impact of the factor price equalization in product pricesequalization. According to Heckser-Ohlin (H-O) model, trade in goods will cause the absolute and relativeprices of factor between counties to move toward equality. If free trade occurs, factor prices between countrieswill not different when countries producing the same mix of product with the same technologies and the sameproduct price must have the same factor prices. Product prices equalization will occur when the countrieshave same set unit value isoquant (UVI) and, as well under CRS condition MP

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Hu, Jin, Xuelei Xiong, Yuanyuan Cai, and Feng Yuan. "The Ripple Effect and Spatiotemporal Dynamics of Intra-Urban Housing Prices at the Submarket Level in Shanghai, China." Sustainability 12, no. 12 (2020): 5073. http://dx.doi.org/10.3390/su12125073.

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The ripple effect of housing price movements between cities has been extensively investigated, but there are relatively few studies on this topic within a metropolitan context, especially at the submarket level. This paper describes the use of ripple effect theory to examine the diffusion process and convergence of intra-urban housing prices at the submarket level in Shanghai, an emerging global city in China. The analysis is based on directed acyclic graphs, local indicators of spatial association time-paths, and a recently developed convergence test. The empirical results of grouping analysi

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Slade, Margaret E. "Noninformative trends in natural resource commodity prices: U-shaped price paths exonerated." Journal of Environmental Economics and Management 12, no. 2 (1985): 181–92. http://dx.doi.org/10.1016/0095-0696(85)90028-2.

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SCHOUTENS, WIM, and STIJN SYMENS. "THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY." International Journal of Theoretical and Applied Finance 06, no. 08 (2003): 839–64. http://dx.doi.org/10.1142/s0219024903002249.

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Recently, stock price models based on Lévy processes with stochastic volatility were introduced. The resulting vanilla option prices can be calibrated almost perfectly to empirical prices. Under this model, we will price exotic options, like barrier, lookback and cliquet options, by Monte–Carlo simulation. The sampling of paths is based on a compound Poisson approximation of the Lévy process involved. The precise choice of the terms in the approximation is crucial and investigated in detail. In order to reduce the standard error of the Monte–Carlo simulation, we make use of the technique of co

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Janda, Karel, and Ladislav Krištoufek. "The Relationship Between Fuel and Food Prices: Methods and Outcomes." Annual Review of Resource Economics 11, no. 1 (2019): 195–216. http://dx.doi.org/10.1146/annurev-resource-100518-094012.

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We review the fuel-food price linkage model—time-series, structural, and general or partial equilibrium models, with most attention devoted to the time-series literature. Our assessment is nested in both the discussion of general commodity prices comovement and the prediction of the most likely development of biofuel policies and production. We show that the introduction of significant biofuels policies around 2005 increased the price transmission between fossil fuels and food commodities, illustrating the intuitively expected leading role of fuel prices over food prices. Particular price link

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Dayana, Irmi, and Aris Budiono. "Customer Satisfaction Analysis of Bakerzin Pondok Indah that Affected Quality Product, Service Quality, Servicescape with Price Preception as Mediation Variables." International Economic and Finance Review 1, no. 2 (2022): 18–39. http://dx.doi.org/10.56897/iefr.v1i2.12.

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This study aims to determine the effect of product quality, service quality, and Servicescape on customer satisfaction through the perception of prices in Bakerzin restaurants. Data collection was carried out in April 2022 by conducting a survey of 120 respondents with 20 respondents for validity and reliability testing and 100 respondents for path test analysis, sampling using the Roscoe technique, all of which were visitors to Bakerzin Restaurant using path analysis techniques to see the direct and indirect paths as dependent variables on the independent variables. This study resulted in the

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ARGUIN, LOUIS-PIERRE, NIEN-LIN LIU, and TAI-HO WANG. "MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS." International Journal of Theoretical and Applied Finance 21, no. 05 (2018): 1850029. http://dx.doi.org/10.1142/s0219024918500292.

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This paper addresses the problem of approximating the price of options on discrete and continuous arithmetic averages of the underlying, i.e. discretely and continuously monitored Asian options, in local volatility models. A “path-integral”-type expression for option prices is obtained using a Brownian bridge representation for the transition density between consecutive sampling times and a Laplace asymptotic formula. In the limit where the sampling time window approaches zero, the option price is found to be approximated by a constrained variational problem on paths in time-price space. We re

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Davydenko, Igor, and Hans Hilbers. "Decarbonization Paths for the Dutch Aviation Sector." Sustainability 16, no. 3 (2024): 950. http://dx.doi.org/10.3390/su16030950.

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To reduce aviation’s climatic impact, there are international, regional and national policies in place and under development. The most firm policy measure to reduce net CO2 emissions from aviation is ReFuelEU Aviation, requiring 70% of fuel tanked in the EU to be net CO2-free in 2050. Considering the technological options available, expected improvements in airline operational efficiency and aircraft efficiency, as well as considering behavioral factors that influence aviation travel demand, a path for the complete decarbonization of the Dutch aviation market is provided. The path implies incr

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Zhang, Tianze. "Neural Network-Enhanced Monte Carlo Simulation for Efficient European Option Pricing." Advances in Economics, Management and Political Sciences 118, no. 1 (2024): 205–11. https://doi.org/10.54254/2754-1169/2024.18700.

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This study explores a hybrid method to enhance the efficiency of Monte Carlo simulations for European option pricing by incorporating neural network models. Traditional Monte Carlo Methods require high computational costs when dealing with high-dimensional financial derivatives due to the increased demand for simulation paths to achieve prediction accuracy. By integrating a feedforward neural network, this research aims to predict future price paths based on intermediate simulations, effectively reducing the number of paths while maintaining pricing accuracy. The proposed model employs residua

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Jeitschko, Thomas D. "Equilibrium price paths in sequential auctions with stochastic supply." Economics Letters 64, no. 1 (1999): 67–72. http://dx.doi.org/10.1016/s0165-1765(99)00066-x.

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Coutinho, Paulo C. "On competitive price systems associated with efficient growth paths." Journal of Economic Theory 53, no. 1 (1991): 206–11. http://dx.doi.org/10.1016/0022-0531(91)90150-3.

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21

Cho, Yun Jin, Sang Kwon Lee, and Ihn Hee Chung. "A Study on the Social Enterprises Fashion Products and the Factors Influencing Willingness to Pay Premium Prices: Focused on the Generation MZ Female Consumers." Institute of Art & Design Research 26, no. 2 (2023): 133–42. http://dx.doi.org/10.59386/jadr.2023.26.2.133.

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This study aims to analyze the determinants of willingness to pay a premium price for social enterprise fashion products among female consumers of Generation MZ. A sample of 436 MZ women was used to examine the relationship between value, sustainable consumption tendency, intention to purchase social enterprise fashion products, intention to pay premium prices, and age. The hypotheses were tested using PLS structural equation modeling, and the results showed that altruistic value had no significant effect on sustainable consumption intention, but biospheric value had a positive effect. Altruis

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22

Han, Xiao. "A Legal Study on the New Regulations Concerning Betrothal Gift Disputes." Education and Social Work 2, no. 2 (2025): 81. https://doi.org/10.63313/esw.9079.

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In the current process of marriage in China, the bride price is an indispensable part. In recent years, with the rapid development of China's social economy and the continuous increase of per capita income, a trend of comparison has swept across, leading to the continuous increase of bride price amounts. This not only aggravates the economic burden of the party paying the bride price but also lays hidden dangers for the marriage. As a result, the number of bride price dispute cases during divorce has been increasing, while the Civil Code and other rele-vant laws are not perfect in this regard.

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G, Kavitha, Bhuvaneswari S, and Piriadarshani D. "An Experimental Study and Analysis of Long-Term Multi-Trending Trajectory Forecasting of Stock Indices Using Time Series Inferential Statistical Projection." Remittances Review 7, no. 2 (2022): 99–128. http://dx.doi.org/10.47059/rr.v7i2.2415.

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The focus of this study is on time series inferential statistical projection and analysis for long-term multi-trending trajectory forecast modelling. Inferential statistics was used for projection and analysis of long-term multi-trending trajectory forecasting. The proposed model is trained, tested and validated on three different types of stocks viz. NVIDIA, UNG and IBM taken from the NASDAQ stock market index. In Phase I, the long-term deterministic multi-trending model is assessed and fitted. Model skewed residual series is assessed using the goodness of fit in Phase II. The future stock cl

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Kavitha, G., S. Bhuvaneswari, and D. Piriadarshani. "An Experimental Study and Analysis of Long-Term Multi-Trending Trajectory Forecasting of Stock Indices Using Time Series Inferential Statistical Projection." Remittances Review 7, no. 2 (2022): 133–62. http://dx.doi.org/10.47059/rr.v7i2.2418.

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The focus of this study is on time series inferential statistical projection and analysis for long-term multi-trending trajectory forecast modelling. Inferential statistics was used for projection and analysis of long-term multi-trending trajectory forecasting. The proposed model is trained, tested and validated on three different types of stocks viz. NVIDIA, UNG and IBM taken from the NASDAQ stock market index. In Phase I, the long-term deterministic multi-trending model is assessed and fitted. Model skewed residual series is assessed using the goodness of fit in Phase II. The future stock cl

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Adhikari, Bishwa B., Chen Zhen, Jennifer W. Kahende, Joshua Goetz, and Brett Loomis. "Price Responsiveness of Cigarette Demand in US: Retail Scanner Data (1994–2007)." Economics Research International 2012 (September 2, 2012): 1–10. http://dx.doi.org/10.1155/2012/148702.

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This paper investigates the changes in cigarette demand in response to the changes in cigarette prices; smokeless tobacco prices; adoption of clean indoor air laws (CIALs). We used an error-correction econometric method to estimate the cigarette sales adjustment path in response to changes in prices and CIAL coverage in the United States by utilizing scanner data from supermarkets. Finding from this study indicates that smokeless tobaccos are not perfect substitutes for cigarettes, but increases in the price of cigarettes are associated with an increase in smokeless tobacco sales. The error-co

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Maidoumi, Mohamed, Boubker Daafi, and Mehdi Zahid. "An Analysis of Asymptotic Properties and Error Control under the Exponential Jump-Diffusion Model for American Option Pricing." Journal of Applied Mathematics 2021 (September 28, 2021): 1–12. http://dx.doi.org/10.1155/2021/1049907.

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Our work is aimed at modeling the American option price by combining the dynamic programming and the optimal stopping time under two asset price models. In doing so, we attempt to control the theoretical error and illustrate the asymptotic characteristics of each model; thus, using a numerical illustration of the convergence of the option price to an equilibrium price, we can notice its behavior when the number of paths tends to be a large number; therefore, we construct a simple estimator on each slice of the number of paths according to an upper and lower bound to control our error. Finally,

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Yuan, Yizhou. "Pricing Model for Asian Call Options on Crude Oil Futures: Monte Carlo Simulation and Regression Approach." Advances in Economics, Management and Political Sciences 149, no. 1 (2025): 116–22. https://doi.org/10.54254/2754-1169/2024.19241.

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This study develops a comprehensive model for determining Asian call option prices on crude oil futures, employing Monte Carlo simulation and regression analysis. The primary objective is to accurately capture the path-dependent nature of Asian options, which differ from standard possibilities by relying on the average of the underlying asset price during a specified period, instead of a single point in time. Using a geometric Brownian motion model, the simulation generates multiple price paths to estimate the average payoff of the option. In order to refine these estimates through regression

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Beenstock, Michael, and Valerie Brasse. "Using options to price maturity guarantees." Journal of the Institute of Actuaries 113, no. 1 (1986): 151–66. http://dx.doi.org/10.1017/s0020268100042335.

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The discussion on Maturity Guarantees, as applied to unit linked life assurance policies, has followed two quite distinct paths—the conventional or mainstream approach, as exemplified by Benjamin (1976) and endorsed by the Maturity Guarantees Working Party (MGWP 1980) on the one hand, and those who seek to reduce the risks associated with maturity guarantees by using an immunization strategy on the other (Brennan & Schwartz, 1976).

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Márkus, László, Ashish Kumar, and Amina Darougi. "Creating Tail Dependence by Rough Stochastic Correlation Satisfying a Fractional SDE; An Application in Finance." Mathematics 13, no. 13 (2025): 2072. https://doi.org/10.3390/math13132072.

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The stochastic correlation for Brownian motions is the integrand in the formula of their quadratic covariation. The estimation of this stochastic process becomes available from the temporally localized correlation of latent price driving Brownian motions in stochastic volatility models for asset prices. By analyzing this process for Apple and Microsoft stock prices traded minute-wise, we give statistical evidence for the roughness of its paths. Moment scaling indicates fractal behavior, and both fractal dimensions (approx. 1.95) and Hurst exponent estimates (around 0.05) point to rough paths.

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Akgiray, Vedat, and Geoffrey Booth. "STOCK PRICE PROCESSES WITH DISCONTINUOUS TIME PATHS: AN EMPIRICAL EXAMINATION." Financial Review 21, no. 2 (1986): 163–84. http://dx.doi.org/10.1111/j.1540-6288.1986.tb01117.x.

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Bogin, Alexander N., William M. Doerner, and William D. Larson. "Correction to: Local House Price Paths: Accelerations, Declines, and Recoveries." Journal of Real Estate Finance and Economics 61, no. 4 (2019): 732–33. http://dx.doi.org/10.1007/s11146-019-09726-8.

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The article Local House Price Paths: Accelerations, Declines, and Recoveries written by Alexander N. Bogin, William M. Doerner and William D. Larson was originally published electronically on the publisher’s internet portal (currently SpringerLink) on December 2017 without open access.

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Charlebois, Sylvain, Amy Hill, Melanie Morrison, Janele Vezeau, Janet Music, and Kydra Mayhew. "Is Buying Local Less Expensive? Debunking a Myth—Assessing the Price Competitiveness of Local Food Products in Canada." Foods 11, no. 14 (2022): 2059. http://dx.doi.org/10.3390/foods11142059.

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It is well known that many consumers believe local foods are more expensive than comparative products coming from other markets. The aim of this study was to measure the price competitiveness of products certified by the Aliments du Québec program, a well-known program in the Canadian province of Quebec. Using machine-learning, artificial intelligence and targeted data mining, the report identifies local products and comparator products, to consider whether locally certified products are more expensive than comparative products coming from outside Quebec. Uncertified products used as comparati

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de Sousa Gabriel, Vítor Manuel, María Mar Miralles-Quirós, and José Luis Miralles-Quirós. "Shades between Black and Green Investment: Balance or Imbalance?" Sustainability 13, no. 9 (2021): 5024. http://dx.doi.org/10.3390/su13095024.

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This paper analyses the links established between environmental indices and the oil price adopting a double perspective, long-term and short-term relationships. For that purpose, we employ the Bounds Test and bivariate conditional heteroscedasticity models. In the long run, the pattern of behaviour of environmental indices clearly differed from that of the oil prices, and it was not possible to identify cointegrating vectors. In the short-term, it was possible to conclude that, in contemporaneous terms, the variables studied tended to follow similar paths. When the lag of the oil price variabl

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Courchane, Marsha J., and Cynthia Holmes. "International Real Estate Review." International Real Estate Review 17, no. 1 (2014): 109–35. http://dx.doi.org/10.53383/100181.

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Canadian and U.S. real estate markets have compared similarly along dimensions such as inflation, mortgage interest rates, population and income growth and other measures. With respect to house prices, however, the series have moved in similar ways at some times, but then significantly diverged by the second quarter of 2007. For example, Canadian and U.S. house price indices reached essentially identical levels in 1987Q2, 1995Q1 and 2007Q2. As a consequence of the U.S. financial crisis and precipitous decline in house prices, the U.S. and Canadian indices have sharply diverged. Our paper exami

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Bowlus, Audra J., and Chris Robinson. "Human Capital Prices, Productivity, and Growth." American Economic Review 102, no. 7 (2012): 3483–515. http://dx.doi.org/10.1257/aer.102.7.3483.

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Separate identification of the price and quantity of human capital has important implications for understanding key issues in economics. Price and quantity series are derived for four education levels. The price series are highly correlated and they exhibit a strong secular trend. Three resulting implications are explored: the rising college premium is found to be driven more by relative quantity than relative price changes, life-cycle wage profiles are readily interpretable as reflecting optimal human capital investment paths using the estimated price series, and adjusting the labor input for

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AVELLANEDA, MARCO, ROBERT BUFF, CRAIG FRIEDMAN, NICOLAS GRANDECHAMP, LUKASZ KRUK, and JOSHUA NEWMAN. "WEIGHTED MONTE CARLO: A NEW TECHNIQUE FOR CALIBRATING ASSET-PRICING MODELS." International Journal of Theoretical and Applied Finance 04, no. 01 (2001): 91–119. http://dx.doi.org/10.1142/s0219024901000882.

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A general approach for calibrating Monte Carlo models to the market prices of benchmark securities is presented. Starting from a given model for market dynamics (price diffusion, rate diffusion, etc.), the algorithm corrects price-misspecifications and finite-sample effects in the simulation by assigning "probability weights" to the simulated paths. The choice of weights is done by minimizing the Kullback–Leibler relative entropy distance of the posterior measure to the empirical measure. The resulting ensemble prices the given set of benchmark instruments exactly or in the sense of least-squa

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Libman, Emiliano. "Tobin (1975) meets rational expectations." Review of Keynesian Economics 8, no. 1 (2020): 102–18. http://dx.doi.org/10.4337/roke.2020.01.08.

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In his 1975 paper, Tobin formalizes one of the main lessons from Keynes's General Theory: the idea that price flexibility is destabilizing. We propose a modified model à la Tobin by including rational expectations and staggered price setting, to show that under some conditions (a strong Tobin effect), there exist an infinite number of equilibrium paths that converge to equilibrium. Tobin was right: the most problematic assumption of modern macroeconomics is not rational expectations per se, but rather price flexibility and continuous market clearing.

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Yu, Xisheng. "Risk-Neutrality of RND and Option Pricing within an Entropy Framework." Entropy 22, no. 8 (2020): 836. http://dx.doi.org/10.3390/e22080836.

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This article constructs an entropy pricing framework by incorporating a set of informative risk-neutral moments (RNMs) extracted from the market-available options as constraints. Within the RNM-constrained entropic framework, a unique distribution close enough to the correct one is obtained, and its risk-neutrality is deeply verified based on simulations. Using this resultant risk-neutral distribution (RND), a sample of risk-neutral paths of the underlying price is generated and ultimately the European option’s prices are computed. The pricing performance and analysis in simulations demonstrat

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Earl, John H. "Identifying Investor Sentiment from Price Paths: The Case of Football Betting." CFA Digest 30, no. 2 (2000): 51–53. http://dx.doi.org/10.2469/dig.v30.n2.670.

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Avery, Christopher, and Judith Chevalier. "Identifying Investor Sentiment from Price Paths: The Case of Football Betting." Journal of Business 72, no. 4 (1999): 493–521. http://dx.doi.org/10.1086/209625.

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Bejger, Sylwester. "Competition in a Wholesale Fuel Market—The Impact of the Structural Changes Caused by COVID-19." Energies 14, no. 14 (2021): 4211. http://dx.doi.org/10.3390/en14144211.

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Liquid fuels obtained in refining crude oil are one of the most important energies in economic activity. The domestic wholesale market for liquid fuels is of decisive importance for price formation in the national economy. The noncompetitive behavior of the market players at this level of the distribution chain can significantly affect all downstream price levels and the producer–consumer surplus balance. Therefore, the competitiveness of this market should be screened and assessed regularly, especially when significant external factors change. This article attempts to evaluate the impact of s

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Hayes, Dermot, Bruce Babcock, Jacinto Fabiosa, et al. "Biofuels: Potential Production Capacity, Effects on Grain and Livestock Sectors, and Implications for Food Prices and Consumers." Journal of Agricultural and Applied Economics 41, no. 2 (2009): 465–91. http://dx.doi.org/10.1017/s1074070800002935.

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We examined four evolution paths of the biofuel sector using a partial equilibrium world agricultural sector model in CARD that includes the new RFS in the 2007 EISA, a two-way relationship between fossil energy and biofuel markets, and a new trend toward corn oil extraction in ethanol plants. At one extreme, one scenario eliminates all support to the biofuel sector when the energy price is low, while the other extreme assumes no distribution bottleneck in ethanol demand growth when the energy price is high. The third scenario considers a pure market force driving ethanol demand growth because

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Agrawal, Garima, Dimitri Bertsekas, and Huan Liu. "Auction-Based Learning for Question Answering over Knowledge Graphs." Information 14, no. 6 (2023): 336. http://dx.doi.org/10.3390/info14060336.

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Knowledge graphs are graph-based data models which can represent real-time data that is constantly growing with the addition of new information. The question-answering systems over knowledge graphs (KGQA) retrieve answers to a natural language question from the knowledge graph. Most existing KGQA systems use static knowledge bases for offline training. After deployment, they fail to learn from unseen new entities added to the graph. There is a need for dynamic algorithms which can adapt to the evolving graphs and give interpretable results. In this research work, we propose using new auction a

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Galane, Lesiba Charles, Rafał Marcin Łochowski, and Farai Julius Mhlanga. "On the quadratic variation of the model-free price paths with jumps." Lithuanian Mathematical Journal 58, no. 2 (2018): 141–56. http://dx.doi.org/10.1007/s10986-018-9395-2.

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Ma, Shuzhong, Birong Zhang, and Yi Qu. "Global Biofuel Use and China's Food Security: Price and Policy Transmission Paths." Energy & Environment 26, no. 4 (2015): 651–57. http://dx.doi.org/10.1260/0958-305x.26.4.651.

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Fotakis, Dimitris. "Congestion Games with Linearly Independent Paths: Convergence Time and Price of Anarchy." Theory of Computing Systems 47, no. 1 (2009): 113–36. http://dx.doi.org/10.1007/s00224-009-9205-7.

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Schlosser, William. "The phantom of the recession: how real timber prices and harvest timing define forestland value, 2021–2025 and beyond." Journal of Forest Business Research 4, no. 1 (2025): 73–95. https://doi.org/10.62320/jfbr.v4i1.68.

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This paper introduces the “Phantom of the Recession,” a forest sector recession that was obscured by inflationary distortions and masked by nominal price gains from 2021 through 2025. Unlike prior downturns, this economic phase eluded conventional indicators while eroding timberland value in real terms. Through the lens of the Real Price Appreciation (RPA) Forecast Tool — embedded within the Forest Resource Analysis System Software (FRASS) — I reveal how timber markets entered a hidden cycle of value decline, despite appearances of growth. The RPA Forecast Tool models inflation-adjusted log pr

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LO, HARRY, and ALEKSANDAR MIJATOVIĆ. "VOLATILITY DERIVATIVES IN MARKET MODELS WITH JUMPS." International Journal of Theoretical and Applied Finance 14, no. 07 (2011): 1159–93. http://dx.doi.org/10.1142/s0219024911006656.

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It is well documented that a model for the underlying asset price process that seeks to capture the behaviour of the market prices of vanilla options needs to exhibit both diffusion and jump features. In this paper we assume that the asset price process S is Markov with càdlàg paths and propose a scheme for computing the law of the realized variance of the log returns accrued while the asset was trading in a prespecified corridor. We thus obtain an algorithm for pricing and hedging volatility derivatives and derivatives on the corridor-realized variance in such a market. The class of models un

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Blaseio, Benedikt, and Colin Jones. "Regional economic divergence and house prices: a comparison of Germany and the UK." International Journal of Housing Markets and Analysis 12, no. 4 (2019): 722–35. http://dx.doi.org/10.1108/ijhma-08-2018-0055.

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Purpose Increasing regional wealth disparities have been explained by the role of agglomeration economies and the concentration of skilled mobile human capital. This paper aims to draw out the role of the housing market by considering the differential experience of Germany and the UK. Design/methodology/approach The empirical analysis is based on the comparison of regional house price trends in Germany and UK-based annual data from 1991 to 2015. Findings Regional house price inequality is found to have increased in both countries with the spatial concentration of skilled human capital. However

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Jounaidi, Soufiane. "Issues and Research Paths in Fog Computing." International Journal for Research in Applied Science and Engineering Technology 10, no. 9 (2022): 872–78. http://dx.doi.org/10.22214/ijraset.2022.46748.

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Abstract: Cloud computing is a framework that provides data storage and data processing to edge network users. Until recently, cloud has been a great solution to access our data and process them any time and everywhere. But the price decrease of connected devices with internet network increases the end users’ number in the edge network. Consequently, the data coming from edge network will be concentrated around the cloud. This causes congestion and significant response latency of data. Fog computing is installed as a solution for the congestion problem; it is an extension of cloud placed close

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