Relevant bibliographies by topics / Daily market

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Daily market'

Author: Grafiati
Published: 4 June 2021
Last updated: 4 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Daily market.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Daily market"

1

Petroni, Filippo, and Maurizio Serva. "Observability of market daily volatility." Physica A: Statistical Mechanics and its Applications 444 (February 2016): 838–42. http://dx.doi.org/10.1016/j.physa.2015.10.085.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Chaffai, Mustapha, and Imed Medhioub. "Herding behavior in Islamic GCC stock market: a daily analysis." International Journal of Islamic and Middle Eastern Finance and Management 11, no. 2 (June 18, 2018): 182–93. http://dx.doi.org/10.1108/imefm-08-2017-0220.

Full text
Abstract:
Purpose This paper aims to examine the presence of herd behaviour in the Islamic Gulf Cooperation Council (GCC) stock markets following the methodology given by Chiang and Zheng (2010). Generalized auto regressive conditional heteroskedasticity (GARCH)-type models and quantile regression analysis are used and applied to daily data ranging from 3 January 2010 to 28 July 2016. Results show evidence of herd behaviour in the GCC stock markets. When the data are divided into down and up market periods, herd information is found to be statistically significant and negative during upward market periods only. These results are similar to those reported in some emerging markets such as China, Japan and Hong Kong, where stock returns perform more similarly during down market periods and differently during rising markets. Design/methodology/approach The authors present a brief literature on herd behaviour. Second, the authors provide some specificity of the GCC Islamic stock market, followed by the presentation of the methodology and the data, results and their interpretation. Findings The authors take into account the difference existing in market conditions and find evidence of herding behaviour during rising markets only for GCC markets. This result was confirmed after using the quantile regression method, as evidence of herding was observed only in highly extreme periods. Stock returns perform more similarly when market is down in Islamic GCC stock market. Research limitations/implications The research limitation consists in the fact that this work can be extended to compare the GCC stock markets with other markets in Asia such as Malaysia and Indonesia. Practical implications The principal implication consists in the fact that herding behaviour is limited in the GCC markets and Islamic finance can have an important contribution to moderate the behaviour in the financial markets. Social implications The work focusses on the role of ethics in the financial markets and their ability to reduce the impact of behavioural biases. Originality/value The paper studies the behaviour of investors in the Islamic financial markets and gives an idea about the importance of the behaviour in this particular market regarding its characteristics.
APA, Harvard, Vancouver, ISO, and other styles
3

Hamilton, James D. "The Daily Market for Federal Funds." Journal of Political Economy 104, no. 1 (February 1996): 26–56. http://dx.doi.org/10.1086/262016.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Turner, Andrew L., and Eric J. Weigel. "Daily Stock Market Volatility: 1928–1989." Management Science 38, no. 11 (November 1992): 1586–609. http://dx.doi.org/10.1287/mnsc.38.11.1586.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Jarrett, Jeffrey E., and Eric Kyper. "Daily Variation, Capital Market Efficiency and Predicting Stock Market Returns." Management Research News 28, no. 8 (August 2005): 34–47. http://dx.doi.org/10.1108/01409170510784940.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Derbali, Abdelkader. "Market efficiency in the emerging and frontier markets of the MENA countries." International Journal of Financial Engineering 06, no. 03 (September 2019): 1950030. http://dx.doi.org/10.1142/s2424786319500300.

Full text
Abstract:
Daily and weekly market index returns were analyzed to examine market efficiency in emerging and frontier markets in MENA region. Based on a set of tests, autocorrelation, runs, unit root and multiple variance report tests, over a period of 7 years, our results show mixed results for different indices. However, emerging and frontier market and yield series indicate the lack of market efficiency. We find that daily and weekly market index returns do not follow random markets. We can conclude that investors can obtain the flow of arbitrage profits due to the inefficiency of the market belonging to these countries.
APA, Harvard, Vancouver, ISO, and other styles
7

van Kranenburg, Hans. "Mobility and Market Structure in the Dutch Daily Newspaper Market Segments." Journal of Media Economics 15, no. 2 (April 2002): 107–23. http://dx.doi.org/10.1207/s15327736me1502_3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Gil-Alana, L. A. "Fractional integration in daily stock market indexes." Review of Financial Economics 15, no. 1 (January 2006): 28–48. http://dx.doi.org/10.1016/j.rfe.2005.02.003.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Özcan, Gül Berna. "Introduction: market adaptations, interventions and daily experience." Central Asian Survey 34, no. 4 (October 2, 2015): 409–17. http://dx.doi.org/10.1080/02634937.2015.1103580.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Allen, David E., Michael McAleer, and Abhay K. Singh. "Daily market news sentiment and stock prices." Applied Economics 51, no. 30 (February 14, 2019): 3212–35. http://dx.doi.org/10.1080/00036846.2018.1564115.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Daily market"

1

Rubenking, Brian Harold. "Market forces and aircraft safety: a daily stock market return analysis." Thesis, Virginia Tech, 1988. http://hdl.handle.net/10919/45178.

Full text
Abstract:
The relationship between market forces and product safety in the context of the commercial passenger air travel market was investigated. The analysis was based on a detailed review of the events surrounding three airline accidents, each resulting in a substantial number of fatalities, and the subsequent investigations. The presence or absence of statistically significant market impacts of the accidents on aircraft manufacturers and airlines was determined using a combination of event analysis and the market model of modern finance theory. For a period following each accident, daily and cumulative abnormal stock market returns (i.e., returns not explained by pre-accident market trends) were calculated for the three domestic commercial aircraft manufacturers, the airline involved, and the major airline carrier industry. The results indicated that market forces exist that provide an incentive for manufacturers and airlines to devote resources to product safety, even though it is not possible for consumers to rationally evaluate the level of safety being provided, due to the inherent complexity of the products. The calculated market impacts generally conformed to expectations, in terms of sign and significance, and varied depending on the primary cause of a particular accident. However, the results with respect to the individual airlines involved in each accident did not support the hypotheses in several cases, indicating that other market, regulatory, or judicial factors may have had an impact on the calculated abnormal stock market returns. A description of the background theory, the methodology used, and the detailed results is included.
Master of Arts
APA, Harvard, Vancouver, ISO, and other styles
2

Lokre, Saanika Sameer. "Revitalizing Daily Travel - Mumbai, India." Thesis, Virginia Tech, 2017. http://hdl.handle.net/10919/74948.

Full text
Abstract:
Cities are a way of life. They are an amalgamation of cultural background and urbanism, which determine the quality of life, environmental sustainability, social behavior and economic well-being. Since the ancient times, cities have been the way to define the growth and development. The development of the cities depended upon availability of resources for a better livelihood and the way humans utilize the resources. Even today as cities develop, people hope for better living conditions. Urbanism plays a major role in the development of cities, being a combination of cultural and urban living. Urbanism has brought various downfalls along with progress. Has urbanism made development a monotonous concept? These days, cities are urbanizing at a fast rate not considering their future consequences. Having lived in Mumbai, I have seen it grow into a megacity. The countless problems that urbanism has brought to accommodate the massive amount of people migrating into the city has affected the quality of life of people immensely. However, is it for the better or worse? People all over the country want to have a piece of Mumbai, the city of dreams. This growth in the population has overpowered the city. Mumbai is famous for its railway system. It is the lifeline of the city. However, due to the amount of people using this system, the travel is more of a chaos. Every railway station has a main access road filled with hawkers and commercial storefronts. People in Mumbai are always in a rush, so these hawkers and commercial stores are a necessity to their daily life. People shop for their daily necessities while returning home to save time. However, these streets are extremely chaotic and crowded. My thesis focuses on how this space can be utilized by three consumers - the traveler, the shopper and the one who does both. It aims to decongest this main street and make travelling by local trains convenient. The site I have chosen is located in the heart of Mumbai city and is one of the most important railway station on the Western Suburban railway system. It is known as Dadar railway station. More than 500,000 people use this railway station daily. With the maximum number of incoming pedestrian traffic, my design can be used as an example for other railway stations throughout Mumbai.
Master of Science
APA, Harvard, Vancouver, ISO, and other styles
3

Howarth, Grant. "Modelling daily return variations in developing market currencies." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1008365.

Full text
Abstract:
This study examines the American Dollar (USD) denominated currency returns of five developing market currencies for the presence of the day-of-the-week effect. Daily data from January 1995 to February 2008 is examined, and is split into two subperiods, SP1 (1995 - 2002) and SP2 (2003 - February 2008). Currency returns are non-normally distributed across the full data set and SP1 , but tend towards normality in SP2. As such non-parametric tests are used to test the equality of the first four moments across days of the week. Tests on the first moment show that two of the currencies do not show any evidence of the day-of-the-week effect. However, evidence of the day-of-the-week effect is found in the other three currencies in SP1, although the effect disappears or weakens significantly in SP2. Little evidence of the day-of-the-week effect is found in tests on the second moment. The hypothesis of equal higher moments across currency returns is rejected for almost all of the weekday pairs for all five currencies in SP1 , but in SP2 the hypothesis of equal higher moments can only be rejected for a single pair of weekdays for one currency. This indicates the disappearance of the day-of-the-week effect across higher moments in SP2. Thus, the study finds that the day-of-the-week effect is present across the first moment and higher moments in the returns to most currencies in SP1 , but has disappeared for all five currencies in SP2.
KMBT_363
Adobe Acrobat 9.54 Paper Capture Plug-in
APA, Harvard, Vancouver, ISO, and other styles
4

O'Malley, John. "Predictive Golf Analytics Versus the Daily Fantasy Sports Market." Scholarship @ Claremont, 2018. http://scholarship.claremont.edu/cmc_theses/1969.

Full text
Abstract:
This study examines the different skills necessary for PGA tour players to succeed at specific annual tournaments, in order to create a predictive model for DraftKings PGA contests. The model takes into account data from the PGA Tour ShotLink Intelligence Program. The predictive model is created each week based on past results from the specific tournament in question, with the hope of predicting a group of twenty-five players who should be successful based on their statistical profile. The results of the model are detailed in this paper, which covers the first nine weeks of the 2017 PGA Tour season, with a net profit of $45,070. Despite a positive profit there is not enough information to prove significance, so the model would need to be carried out for many more weeks to be conclusive. Ultimately, the study shows that each PGA Tour course is slightly different, which means certain players should be more successful at certain courses, which is valuable information for predicting future outcomes.
APA, Harvard, Vancouver, ISO, and other styles
5

El-Mekkaoui, Mazen. "Intra-daily put call parity in the PHLX currency options market." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp04/mq25992.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Kdaiem, Nourhen. "Market reaction to announcements of rights offerings using daily and intraday data." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/mq25996.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Jones, Garett. "Measuring the liquidity effect with daily data /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2000. http://wwwlib.umi.com/cr/ucsd/fullcit?p3023450.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Groß-Klußmann, Axel. "An econometric analysis of intra-daily stock market liquidity, volatility and news impacts." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2012. http://dx.doi.org/10.18452/16572.

Full text
Abstract:
In dieser Dissertation befassen wir uns mit ökonometrischen Modellen und empirischen Eigenschaften von Intra-Tages (Hochfrequenz-) Aktienmarktdaten. Der Fokus liegt hierbei auf der Analyse des Einflusses, den die Veröffentlichung von Wirtschaftsnachrichten auf die Aktienmarktaktivität hat, der Vorhersage der Geld-Brief-Spanne sowie der Modellierung von Volatilitätsmaßen auf Intra-Tages-Zeitintervallen. Zunächst quantifizieren wir die Marktreaktionen auf Marktneuigkeiten innerhalb eines Handelstages. Zu diesem Zweck benutzen wir linguistisch vorab bearbeitete Unternehmensnachrichtendaten mit Indikatoren über die Relevanz, Neuheit und Richtung dieser Nachrichten. Mit einem VAR Modell für 20-Sekunden Marktdaten der London Stock Exchange weisen wir durch Nachrichten hervorgerufene Marktreaktionen in Aktienkursrenditen, Volatilität, Handelsvolumina und Geld-Brief-Spannen nach. In einer zweiten Analyse führen wir ein long memory autoregressive conditional Poisson (LMACP)-Modell zur Modellierung hoch-persistenter diskreter positivwertiger Zeitreihen ein. Das Modell verwenden wir zur Prognose von Geld-Brief-Spannen, einem zentralen Parameter im Aktienhandel. Wir diskutieren theoretische Eigenschaften des LMACP-Modells und evaluieren rollierende Prognosen von Geld-Brief-Spannen an den NYSE und NASDAQ Börsenplätzen. Wir zeigen, dass Poisson-Zeitreihenmodelle in diesem Kontext signifikant bessere Vorhersagen liefern als ARMA-, ARFIMA-, ACD- und FIACD-Modelle. Zuletzt widmen wir uns der optimalen Messung von Volatilität auf kleinen 20 Sekunden bis 5 Minuten Zeitintervallen. Neben der Verwendung von realized volatility-Ansätzen konstruieren wir Volatilitätsmaße durch Integration von spot volatility-Schätzern, sodass auch Beobachtungen außerhalb der kleinen Zeitintervalle in die Volatilitätsschätzungen eingehen. Ein Vergleich der Ansätze in einer Simulationsstudie zeigt, dass Volatilitätsmaße basierend auf spot volatility-Schätzern den RMSE minimieren.
In this thesis we present econometric models and empirical features of intra-daily (high frequency) stock market data. We focus on the measurement of news impacts on stock market activity, forecasts of bid-ask spreads and the modeling of volatility measures on intraday intervals. First, we quantify market reactions to an intraday stock-specific news flow. Using pre-processed data from an automated news analytics tool we analyze relevance, novelty and direction signals and indicators for company-specific news. Employing a high-frequency VAR model based on 20 second data of a cross-section of stocks traded at the London Stock Exchange we find distinct responses in returns, volatility, trading volumes and bid-ask spreads due to news arrivals. In a second analysis we introduce a long memory autoregressive conditional Poisson (LMACP) model to model highly persistent time series of counts. The model is applied to forecast quoted bid-ask spreads, a key parameter in stock trading operations. We discuss theoretical properties of LMACP models and evaluate rolling window forecasts of quoted bid-ask spreads for stocks traded at NYSE and NASDAQ. We show that Poisson time series models significantly outperform forecasts from ARMA, ARFIMA, ACD and FIACD models in this context. Finally, we address the problem of measuring volatility on small 20 second to 5 minute intra-daily intervals in an optimal way. In addition to the standard realized volatility approaches we construct volatility measures by integrating spot volatility estimates that include information on observations outside of the intra-daily intervals of interest. Comparing the alternative volatility measures in a simulation study we find that spot volatility-based measures minimize the RMSE in the case of small intervals.
APA, Harvard, Vancouver, ISO, and other styles
9

Kormas, George. "Daily and intradaily stochastic covariance : value at risk estimates for the foreign exchange market." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp01/MQ39466.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Alves, Thiago Winkler. "Forecasting daily volatility using high frequency financial data." reponame:Repositório Institucional do FGV, 2014. http://hdl.handle.net/10438/11994.

Full text
Abstract:
Submitted by Thiago Winkler Alves (thiagowinkler@gmail.com) on 2014-09-04T13:34:50Z No. of bitstreams: 1 forecasting-daily-volatility.pdf: 885976 bytes, checksum: 30fb655def03c3f3e61bf930b3a3585b (MD5)
Approved for entry into archive by JOANA MARTORINI (joana.martorini@fgv.br) on 2014-09-04T13:44:59Z (GMT) No. of bitstreams: 1 forecasting-daily-volatility.pdf: 885976 bytes, checksum: 30fb655def03c3f3e61bf930b3a3585b (MD5)
Made available in DSpace on 2014-09-04T13:51:17Z (GMT). No. of bitstreams: 1 forecasting-daily-volatility.pdf: 885976 bytes, checksum: 30fb655def03c3f3e61bf930b3a3585b (MD5) Previous issue date: 2014-08-06
Aiming at empirical findings, this work focuses on applying the HEAVY model for daily volatility with financial data from the Brazilian market. Quite similar to GARCH, this model seeks to harness high frequency data in order to achieve its objectives. Four variations of it were then implemented and their fit compared to GARCH equivalents, using metrics present in the literature. Results suggest that, in such a market, HEAVY does seem to specify daily volatility better, but not necessarily produces better predictions for it, what is, normally, the ultimate goal. The dataset used in this work consists of intraday trades of U.S. Dollar and Ibovespa future contracts from BM&FBovespa.
Objetivando resultados empíricos, este trabalho tem foco na eaplicação do modelo HEAVY para volatilidade diária com dados financeiros do mercado Brasileiro. Muito similar ao GARCH, este modelo busca explorar dados em alta frequência para atingir seus objetivos. Quatro variações dele foram então implementadas e seus ajustes comparadados a equivalentes GARCH, utilizando métricas presentes na literatura. Os resultados sugerem que, neste mercado, o HEAVY realmente parece especificar melhor a volatilidade diária, mas não necessariamente produz melhores previsões, o que, normalmente, é o objetivo final. A base de dados utilizada neste trabalho consite de negociações intradiárias de contratos futuros de dólares americanos e Ibovespa da BM&FBovespa.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Daily market"

1

Chappell, L. F. Money market interest rates and yields, daily 1976-1986. [Sydney]: Reserve Bank of Australia, 1987.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

D, Hamilton James. Daily changes in fed funds futures prices. Cambridge, Mass: National Bureau of Economic Research, 2007.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Carpenter, Seth B. The liquidity effect in the federal funds market: Evidence from daily open market operations. Washington, D.C: Federal Reserve Board, 2004.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Bernstein, Jacob. Why traders lose, how traders win: Timing futures trades with daily market sentiment. Chicago, Ill: Probus, 1992.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Fatum, Rasmus. Effectiveness of official daily foreign exchange market intervention operations in Japan. Cambridge, Mass: National Bureau of Economic Research, 2003.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

McMillan, N. R. Interest rates and yields: Money market and commonwealth government securities, daily 1976-1993. [Sydney]: Reserve Bank of Australia, 1993.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Hartmann, Philipp. Trading volumes and transaction costs in the foreign market: Evidence fron daily dollar-yen spot data. London: London School of Economics, Financial Markets Group, 1996.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Young, J. N. International dairy products market. Leatherhead: Leatherhead Food R.A., 1985.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Young, J. N. International dairy products market. Leatherhead: Leatherhead Food R.A, 1985.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

The Role of Producer Organizations on the Dairy Market. Baden-Baden: Nomos, 2012.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Daily market"

1

Dann, David, Michael Thomas Knierim, Christian Peukert, Philipp Staudt, and Tim Straub. "Information and Market Engineering at KIT: Quo Vadis?" In Market Engineering, 1–19. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-66661-3_1.

Full text
Abstract:
AbstractInformation systems (IS) are nowadays at the core of many personal and institutional activities and influence daily life more than ever before. To understand, evaluate and envision the forms of how we interact with IS, interdisciplinary and multifaceted research efforts are required. At the Information and Market Engineering chair at the Karlsruhe Institute of Technology, this task is taken head-on via research that stretches from user experiences to system design. In this review, the present research foci at the department are outlined, together with a brief description of its origins and the global developments that underly the necessity of conducting these particular IS studies.
APA, Harvard, Vancouver, ISO, and other styles
2

Husain, Zakir. "Daily Life of the Aged: An Analysis of Time-Use Diaries." In Active Ageing and Labour Market Engagement, 113–28. Singapore: Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-15-0583-6_6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Condoyanni, Leda, Stuart McLeay, and John O’Hanlon. "An Investigation of Daily Seasonality in the Greek Equity Market." In A Reappraisal of the Efficiency of Financial Markets, 229–57. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-642-74741-0_13.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Ifleh, Abdelhadi, and Mounime El Kabbouri. "Moroccan Stock Market Prediction Using LSTM Model on a Daily Data." In Algorithms for Intelligent Systems, 11–17. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-2248-9_2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Arriagada, Arturo. "Branding daily life: fashion influencers as market actors in the social media economy." In The Routledge Companion to Fashion Studies, 446–54. London: Routledge, 2021. http://dx.doi.org/10.4324/9780429264405-46.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Lopes, Fernando, and Hugo Algarvio. "Demand Response in Electricity Markets: An Overview and a Study of the Price-Effect on the Iberian Daily Market." In Studies in Systems, Decision and Control, 265–303. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-74263-2_10.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Keim, Donald B. "Comments on Condoyanni, O’Hanlon and McLeay “An Investigation of Daily Seasonality in the Greek Equity Market”." In A Reappraisal of the Efficiency of Financial Markets, 259–60. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-642-74741-0_14.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Abel, Tetsuo. "Preliminary Study on the Fluctuations of Daily Returns in Stock Market Based on Phase Transition Theory." In The Application of Econophysics, 64–69. Tokyo: Springer Japan, 2004. http://dx.doi.org/10.1007/978-4-431-53947-6_8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Sinha, Sitabhra, and Uday Kovur. "Uncovering the Network Structure of the World Currency Market: Cross-Correlations in the Fluctuations of Daily Exchange Rates." In Econophysics of Agent-Based Models, 203–18. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-00023-7_11.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Silvestri, Raffaele. "Market Opportunities." In Advances in Dairy Products, 394–403. Chichester, UK: John Wiley & Sons Ltd, 2017. http://dx.doi.org/10.1002/9781118906460.ch4f.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Daily market"

1

Keko, Hrvoje, Mauro Augusto da Rosa, Jean Sumaili, and Vladimiro Miranda. "Wind power forecast uncertainty in daily operation of wind park combined with storage." In 2011 European Energy Market (EEM). IEEE, 2011. http://dx.doi.org/10.1109/eem.2011.5953114.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Sun Youjiang. "Daily generation schedule under open partial unbundling generation market." In APSCOM 2000 - 5th International Conference on Advances in Power System Control, Operation and Management. IEE, 2000. http://dx.doi.org/10.1049/cp:20000367.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Jansen, Malte, Iain Staffell, and Richard Green. "Daily Marginal CO2 Emissions Reductions from Wind and Solar Generation." In 2018 15th International Conference on the European Energy Market (EEM). IEEE, 2018. http://dx.doi.org/10.1109/eem.2018.8469873.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Ettlin, Adrian. "Evolutionary Hedging Model for Power Trading to Maximize Daily Profits." In 2020 17th International Conference on the European Energy Market (EEM). IEEE, 2020. http://dx.doi.org/10.1109/eem49802.2020.9221976.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Maknickienė, Nijolė, Ieva Kekytė, and Algirdas Maknickas. "COMPUTATION INTELLIGENCE BASED DAILY ALGORITHMIC STRATEGIES FOR TRADING IN THE FOREIGN EXCHANGE MARKET." In Business and Management 2018. VGTU Technika, 2018. http://dx.doi.org/10.3846/bm.2018.53.

Full text
Abstract:
Successful trading in financial markets is not possible without a support system that manages the preparation of the data, prediction system, and risk management and evaluates the trading efficien-cy. Selected orthogonal data was used to predict exchange rates by applying recurrent neural network (RNN) software based on the open source framework Keras and the graphical processing unit (GPU) NVIDIA GTX1070 to accelerate RNN learning. The newly developed software on the GPU predicted ten high-low distributions in approximately 90 minutes. This paper compares different daily algorith-mic trading strategies based on four methods of portfolio creation: split equally, optimisation, orthogonality, and maximal expectations. Each investigated portfolio has opportunities and limita-tions dependent on market state and behaviour of investors, and the efficiencies of the trading sup-port systems for investors in foreign exchange market were tested in a demo FOREX market in real time and compared with similar results obtained for risk-free rates.
APA, Harvard, Vancouver, ISO, and other styles
6

Covas, Ricardo, and Lorenzo Pascual. "Pricing daily electricity transfer capacities in the Spain – France Interconnection." In 2008 5th International Conference on the European Electricity Market (EEM 2008). IEEE, 2008. http://dx.doi.org/10.1109/eem.2008.4579121.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Yirui, Yuan. "Daily Equity Returns and Price Limit in China's Stock Market." In International Conference on Information System and Management Engineering. SCITEPRESS - Science and Technology Publications, 2015. http://dx.doi.org/10.5220/0006018200110014.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Jingyi Liu. "An analysis of daily volatility in the Japanese foreign exchange market." In Proceedings of ICSSSM '05. 2005 International Conference on Services Systems and Services Management, 2005. IEEE, 2005. http://dx.doi.org/10.1109/icsssm.2005.1500192.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Ari, Davut, and Baris Baykant Alagoz. "Modeling Daily Financial Market Data by Using Tree-Based Genetic Programming." In 2021 International Conference on Information Technology (ICIT). IEEE, 2021. http://dx.doi.org/10.1109/icit52682.2021.9491652.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Xie, Li, Lin Liu, and Sheng Yu. "A novel convolutional auto-encoder networks for daily stock market prediction." In 2020 7th International Conference on Information Science and Control Engineering (ICISCE). IEEE, 2020. http://dx.doi.org/10.1109/icisce50968.2020.00030.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Daily market"

1

Stauff, N., G. Maronati, R. Ponciroli, F. Ganda, T. Kim, T. Taiwo, A. Cuadra, et al. Daily Market Analysis Capability and Results. Office of Scientific and Technical Information (OSTI), April 2019. http://dx.doi.org/10.2172/1511150.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Chen, Ting, Zhenyu Gao, Jibao He, Wenxi Jiang, and Wei Xiong. Daily Price Limits and Destructive Market Behavior. Cambridge, MA: National Bureau of Economic Research, November 2017. http://dx.doi.org/10.3386/w24014.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Fatum, Rasmus, and Michael Hutchison. Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan. Cambridge, MA: National Bureau of Economic Research, April 2003. http://dx.doi.org/10.3386/w9648.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Engle, Robert, Takatoshi Ito, and Wen-Ling Lin. Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market. Cambridge, MA: National Bureau of Economic Research, June 1988. http://dx.doi.org/10.3386/w2609.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Wheelock, David C., Christopher Hanes, Mark A. Carlson, and Sriya Anbil. A New Daily Federal Funds Rate Series and History of the Federal Funds Market, 1928-1954. Federal Reserve Bank of St. Louis, 2020. http://dx.doi.org/10.20955/wp.2020.016.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

George, Lisa, and Joel Waldfogel. Who Benefits Whom in Daily Newspaper Markets? Cambridge, MA: National Bureau of Economic Research, October 2000. http://dx.doi.org/10.3386/w7944.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Jongeneel, Roel, Co Daatselaar, Myrna van Leeuwen, and Huib Silvis. Phosphate Production Reduction Decree of the Netherlands : impact on markets, environment and dairy farm structure. Den Haag: Wageningen Economic Research, 2017. http://dx.doi.org/10.18174/404867.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Mai Phuong, Nguyen, Hanna North, Duong Minh Tuan, and Nguyen Manh Cuong. Assessment of women’s benefits and constraints in participating in agroforestry exemplar landscapes. World Agroforestry, 2021. http://dx.doi.org/10.5716/wp21015.pdf.

Full text
Abstract:
Participating in the exemplar landscapes of the Developing and Promoting Market-Based Agroforestry and Forest Rehabilitation Options for Northwest Vietnam project has had positive impacts on ethnic women, such as increasing their networks and decision-making and public speaking skills. However, the rate of female farmers accessing and using project extension material or participating in project nurseries and applying agroforestry techniques was limited. This requires understanding of the real needs and interests grounded in the socio-cultural contexts of the ethnic groups living in the Northern Mountain Region in Viet Nam, who have unique social and cultural norms and values. The case studies show that agricultural activities are highly gendered: men and women play specific roles and have different, particular constraints and interests. Women are highly constrained by gender norms, access to resources, decision-making power and a prevailing positive-feedback loop of time poverty, especially in the Hmong community. A holistic, timesaving approach to addressing women’s daily activities could reduce the effects of time poverty and increase project participation. As women were highly willing to share project information, the project’s impacts would be more successful with increased participation by women through utilizing informal channels of communication and knowledge dissemination. Extension material designed for ethnic women should have less text and more visuals. Access to information is a critical constraint that perpetuates the norm that men are decision-makers, thereby, enhancing their perceived ownership, whereas women have limited access to information and so leave final decisions to men, especially in Hmong families. Older Hmong women have a Vietnamese (Kinh) language barrier, which further prevents them from accessing the project’s material. Further research into an adaptive framework that can be applied in a variety of contexts is recommended. This framework should prioritize time-saving activities for women and include material highlighting key considerations to maintain accountability among the project’s support staff.
APA, Harvard, Vancouver, ISO, and other styles
9

Carrasquilla-Barrera, Alberto, Arturo José Galindo-Andrade, Gerardo Hernández-Correa, Ana Fernanda Maiguashca-Olano, Carolina Soto, Roberto Steiner-Sampedro, and Juan José Echavarría-Soto. Report of the Board of Directors to the Congress of Colombia - July 2020. Banco de la República de Colombia, February 2021. http://dx.doi.org/10.32468/inf-jun-dir-con-rep-eng.07-2020.

Full text
Abstract:
In Colombia, as well as in the rest of the world, the Covid-19 pandemic has seriously damaged the health and well-being of the people. In order to limit the damage, local and national authorities have had to order large sectors of the population to be confined at their homes for long periods of time. An inevitable consequence of isolation has been the collapse of economic activity, expenditure, and employment, a phenomenon that has hit many countries of the world affected by the disease. It is an unprecedented crisis in modern times, not so much for its intensity (which is undoubtedly immense), but because its origin is not economic. That is what makes it so unpredictable and difficult to manage. Naturally, its economic consequences are enormous. Governments and central banks from all over the world are struggling to mitigate them, but the final solution is not in the hands of the economic authorities. Only science can provide a way out. In the meantime, the economic indicators in Colombia and in the rest of the world cause concern. The output falls, the massive loss of jobs, and the closure of businesses of all sizes have become daily news. Added to this, there is the deterioration in global financial conditions and the increase in the risk indicators. Financial volatility has increased and stock indexes have fallen. In the face of the lower global demand, export prices of raw materials have fallen, affecting the terms of trade for producing countries. Workers’ remittances have declined due to the increase of unemployment in developed countries. This crisis has also generated a strong reduction of global trade of goods and services, and effects on the global value chains. Central banks around the world have reacted decisively and quickly with strong liquidity injections and significant cuts to their interest rates. By mid-July, such determined response had succeeded to revert much of the initial deterioration in global financial conditions. The stock exchanges stopped their fall, and showed significant recovery in several countries. Risk premia, which at the beginning of the crisis took an unusual leap, recorded substantial corrections. Something similar happened with the volatility indexes of global financial markets, which exhibited significant improvement. Flexibilization of confinement measures in some economies, broad global liquidity, and fiscal policy measures have also contributed to improve global external financial conditions, albeit with indicators that still do not return to their pre-Covid levels.
APA, Harvard, Vancouver, ISO, and other styles
10

Stall, Nathan M., Kevin A. Brown, Antonina Maltsev, Aaron Jones, Andrew P. Costa, Vanessa Allen, Adalsteinn D. Brown, et al. COVID-19 and Ontario’s Long-Term Care Homes. Ontario COVID-19 Science Advisory Table, January 2021. http://dx.doi.org/10.47326/ocsat.2021.02.07.1.0.

Full text
Abstract:
Key Message Ontario long-term care (LTC) home residents have experienced disproportionately high morbidity and mortality, both from COVID-19 and from the conditions associated with the COVID-19 pandemic. There are several measures that could be effective in preventing COVID-19 outbreaks, hospitalizations, and deaths in Ontario’s LTC homes, if implemented. First, temporary staffing could be minimized by improving staff working conditions. Second, homes could be further decrowded by a continued disallowance of three- and four-resident rooms and additional temporary housing for the most crowded homes. Third, the risk of SARS-CoV-2 infection in staff could be minimized by approaches that reduce the risk of transmission in communities with a high burden of COVID-19. Summary Background The Province of Ontario has 626 licensed LTC homes and 77,257 long-stay beds; 58% of homes are privately owned, 24% are non-profit/charitable, 16% are municipal. LTC homes were strongly affected during Ontario’s first and second waves of the COVID-19 pandemic. Questions What do we know about the first and second waves of COVID-19 in Ontario LTC homes? Which risk factors are associated with COVID-19 outbreaks in Ontario LTC homes and the extent and death rates associated with outbreaks? What has been the impact of the COVID-19 pandemic on the general health and wellbeing of LTC residents? How has the existing Ontario evidence on COVID-19 in LTC settings been used to support public health interventions and policy changes in these settings? What are the further measures that could be effective in preventing COVID-19 outbreaks, hospitalizations, and deaths in Ontario’s LTC homes? Findings As of January 14, 2021, a total of 3,211 Ontario LTC home residents have died of COVID-19, totaling 60.7% of all 5,289 COVID-19 deaths in Ontario to date. There have now been more cumulative LTC home outbreaks during the second wave as compared with the first wave. The infection and death rates among LTC residents have been lower during the second wave, as compared with the first wave, and a greater number of LTC outbreaks have involved only staff infections. The growth rate of SARS-CoV-2 infections among LTC residents was slower during the first two months of the second wave in September and October 2020, as compared with the first wave. However, the growth rate after the two-month mark is comparatively faster during the second wave. The majority of second wave infections and deaths in LTC homes have occurred between December 1, 2020, and January 14, 2021 (most recent date of data extraction prior to publication). This highlights the recent intensification of the COVID-19 pandemic in LTC homes that has mirrored the recent increase in community transmission of SARS-CoV-2 across Ontario. Evidence from Ontario demonstrates that the risk factors for SARS-CoV-2 outbreaks and subsequent deaths in LTC are distinct from the risk factors for outbreaks and deaths in the community (Figure 1). The most important risk factors for whether a LTC home will experience an outbreak is the daily incidence of SARS-CoV-2 infections in the communities surrounding the home and the occurrence of staff infections. The most important risk factors for the magnitude of an outbreak and the number of resulting resident deaths are older design, chain ownership, and crowding. Figure 1. Anatomy of Outbreaks and Spread of COVID-19 in LTC Homes and Among Residents Figure from Peter Hamilton, personal communication. Many Ontario LTC home residents have experienced severe and potentially irreversible physical, cognitive, psychological, and functional declines as a result of precautionary public health interventions imposed on homes, such as limiting access to general visitors and essential caregivers, resident absences, and group activities. There has also been an increase in the prescribing of psychoactive drugs to Ontario LTC residents. The accumulating evidence on COVID-19 in Ontario’s LTC homes has been leveraged in several ways to support public health interventions and policy during the pandemic. Ontario evidence showed that SARS-CoV-2 infections among LTC staff was associated with subsequent COVID-19 deaths among LTC residents, which motivated a public order to restrict LTC staff from working in more than one LTC home in the first wave. Emerging Ontario evidence on risk factors for LTC home outbreaks and deaths has been incorporated into provincial pandemic surveillance tools. Public health directives now attempt to limit crowding in LTC homes by restricting occupancy to two residents per room. The LTC visitor policy was also revised to designate a maximum of two essential caregivers who can visit residents without time limits, including when a home is experiencing an outbreak. Several further measures could be effective in preventing COVID-19 outbreaks, hospitalizations, and deaths in Ontario’s LTC homes. First, temporary staffing could be minimized by improving staff working conditions. Second, the risk of SARS-CoV-2 infection in staff could be minimized by measures that reduce the risk of transmission in communities with a high burden of COVID-19. Third, LTC homes could be further decrowded by a continued disallowance of three- and four-resident rooms and additional temporary housing for the most crowded homes. Other important issues include improved prevention and detection of SARS-CoV-2 infection in LTC staff, enhanced infection prevention and control (IPAC) capacity within the LTC homes, a more balanced and nuanced approach to public health measures and IPAC strategies in LTC homes, strategies to promote vaccine acceptance amongst residents and staff, and further improving data collection on LTC homes, residents, staff, visitors and essential caregivers for the duration of the COVID-19 pandemic. Interpretation Comparisons of the first and second waves of the COVID-19 pandemic in the LTC setting reveal improvement in some but not all epidemiological indicators. Despite this, the second wave is now intensifying within LTC homes and without action we will likely experience a substantial additional loss of life before the widespread administration and time-dependent maximal effectiveness of COVID-19 vaccines. The predictors of outbreaks, the spread of infection, and deaths in Ontario’s LTC homes are well documented and have remained unchanged between the first and the second wave. Some of the evidence on COVID-19 in Ontario’s LTC homes has been effectively leveraged to support public health interventions and policies. Several further measures, if implemented, have the potential to prevent additional LTC home COVID-19 outbreaks and deaths.
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Daily market' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography