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Relevant bibliographies by topics / Dynamics of market conditions

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Academic literature on the topic 'Dynamics of market conditions'

Author: Grafiati

Published: 30 May 2022

Last updated: 31 July 2025

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Journal articles on the topic "Dynamics of market conditions"

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Knif, Johan, James Kolari, and Seppo Pynnönen. "Market conditions and time varying conditional correlations." Applied Finance Letters 3, no. 1 (2014): 22. http://dx.doi.org/10.24135/afl.v3i1.18.

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This paper shows how the dependency of time-varying conditional crosscorrelation on prevailing market conditions can be modeled. With this modelling approach it is possible to empirically investigate how correlations between different markets are dependent on market volatilities and other external factors. The paper shows that the modeling of conditional correlations can be simplified to modeling a univariate GARCH-process. The advantage of this approach is that it allows for utilization of existing GARCH methodology and software to estimate the dynamics of correlation. Our empirical results r

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Apau, Richard, Paul-Francois Muzindutsi, and Peter Moores-Pitt. "Mutual fund flow-performance dynamics under different market conditions in South Africa." Investment Management and Financial Innovations 18, no. 1 (2021): 236–49. http://dx.doi.org/10.21511/imfi.18(1).2021.20.

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Questions regarding the specific factors that drive continuous cash allocations by investors into portfolios of actively managed funds, despite consistent underperformance, continue to remain an inexhaustive aspect of the literature that calls for further investigations. This study assesses the dynamic relationship between fund flow and performance of equity mutual funds in South Africa under different market conditions. The study employs a GMM technique to analyze the panel data of 52 South African equity mutual funds from 2006 to 2019. The analysis found that convexity is prevalent in the fl

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Asem, Ebenezer, and Gloria Y. Tian. "Market Dynamics and Momentum Profits." Journal of Financial and Quantitative Analysis 45, no. 6 (2010): 1549–62. http://dx.doi.org/10.1017/s0022109010000542.

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AbstractRecent evidence indicates that momentum profits are sensitive to market conditions. We find that the profits are higher when the markets continue in the same state than when they transition to a different state. These findings support Daniel, Hirshleifer, and Subrahmanyam (1998), who suggest that investor overconfidence is higher when the markets continue in the same state (UP or DOWN) than when they reverse, predicting higher momentum profits in the former. In contrast, our evidence following DOWN markets is not consistent with the other competing models for the market-state condition

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Isaac, Abunyuwah. "MODELLING AND ECONOMETRIC FRONTIERS IN MARKET INTEGRATION AND PRICE TRANSMISSION ANALYSIS." Continental J. Agricultural Economics 6, no. 1 (2012): 28–39. https://doi.org/10.5281/zenodo.810263.

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The broadness and inherent non-linearities in the market integration concepts have resulted in diversities in modelling framework. We critically review the current frontier models of market integration and highlight their weaknesses within the framework of competitive equilibrium theory and arbitrage dynamics. While the methods developed based on the former theoretical framework provide deeper equilibrium notions of markets functionality and implied efficiency, the study reveals that unaccounted time dynamics from inter-market relations can result in erroneous market outcomes and loss of cruci

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Toro-Zapata, Hernán Darío, Gerard Olivar-Tost, and Fabio Dercole. "Conditions on the Energy Market Diversification from Adaptive Dynamics." Mathematical Problems in Engineering 2018 (September 3, 2018): 1–15. http://dx.doi.org/10.1155/2018/9181636.

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We study a mathematical model based on ordinary differential equations to describe the dynamic interaction in the market of two types of energy called standard and innovative. The model consists of an adaptation of the generalized Lotka-Volterra system in which the parameters are assumed to depend on a quantitative and continuous attribute characteristic of energy generation. Using the analysis of the model the fitness function for the innovative energy is determined, from which conditions of invasion can be established in a market dominated by the conventional power. The canonical equation of

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Liu, Fengshuo. "Risk Management in Derivatives Markets: Integrating Advanced Hedging Strategies with Empirical Analysis." SHS Web of Conferences 188 (2024): 01008. http://dx.doi.org/10.1051/shsconf/202418801008.

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This study provides a comprehensive analysis of hedging strategies in the Chinese 50ETF options market, emphasizing dynamic hedging, Value at Risk (VaR), and machine learning-based approaches. Each strategy is meticulously evaluated against various market conditions, revealing distinct strengths and weaknesses. Dynamic hedging proves cost-effective in stable markets but struggles in high volatility scenarios, limiting its risk reduction capacity. Conversely, the VaR model, while reducing risk effectively under extreme conditions, may lead to over-hedging in calmer markets due to high costs and

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Pankwaen, Kansuda, Sukrit Thongkairat, and Worrawat Saijai. "Global Cross-Market Trading Optimization Using Iterative Combined Algorithm: A Multi-Asset Approach with Stocks and Cryptocurrencies." Mathematics 13, no. 8 (2025): 1317. https://doi.org/10.3390/math13081317.

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This study presents an advanced adaptive trading framework that integrates Deep Reinforcement Learning (DRL) with the Iterative Model Combining Algorithm (IMCA) to overcome the critical limitations of static ensemble methods in global portfolio optimization. Using a diverse cross-market dataset of 39 stocks from the US, Australia, Europe, Thailand, and one cryptocurrency (BTC-USD), the research rigorously evaluates models’ adaptability under volatile market conditions. Volatile market conditions—such as COVID-19, SVB crisis, and the 2022 crypto crash—are captured via volatility metrics (e.g.,

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Grishanov, Gennadii M., Sergey A. Kolychev, and Dmitrii Yu Ivanov. "Simulation modeling of the dynamics of competitive interaction between manufacturers of light-engine aircraft equipment in the conditions of volumetric competition." Vestnik of Samara University. Economics and Management 12, no. 2 (2021): 180–91. http://dx.doi.org/10.18287/2542-0461-2021-12-2-180-191.

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Enterprises of the domestic light-engine aircraft industry are in tough competition both in the domestic and foreign markets. To minimize the risks associated with strategic interaction with participants in these markets, enterprises should form their production programs based on a comprehensive analysis of the competitive environment. Determination of the optimal equilibrium values of the output volumes for each participant does not provide information on the dynamics of the interaction of competitors. In this regard, in order to describe the dynamics of market relations, it becomes necessary

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ORLOVA, Nataliia, Nataliia HURZHII, and Andrii SHEVCHUK. "Adaptation of strategic models of enterprises to industry markets." Economics. Finances. Law 6/2024, no. - (2024): 91–95. http://dx.doi.org/10.37634/efp.2024.6.19.

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Introduction. In the contemporary conditions of global business, enterprises constantly face challenges associated with the need to adapt to dynamic industry markets. Rapid technological advancements, shifting consumer preferences, and unpredictable economic conditions require a strategic approach that enables enterprises to quickly and effectively adapt to them. The relevance of this study is driven by the necessity for enterprises to remain competitive and resilient amidst constantly changing market dynamics. In today’s fast-paced business environment, strategic flexibility is a prerequisite

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Guliyeva, J. "THE ECONOMIC ESSENCE AND NECESSITY OF THE AGRICULTURAL MARKET." Slovak international scientific journal, no. 95 (May 15, 2025): 43–46. https://doi.org/10.5281/zenodo.15427584.

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The relevance of agricultural markets plays a crucial role in the supply and demand for agricultural products, price dynamics, and connections with the local economy. The condition and development of these markets influence the growth of agricultural production, the population’s food supply, and the sustainability of the national economy. The importance of agricultural markets is tied to several factors: climate conditions, the balance of supply and demand, government policies, food security, technology and innovation, and export potential. The significance of agricultural markets varies

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Dissertations / Theses on the topic "Dynamics of market conditions"

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Buhai, Ioan Sebastian. "Essays on labour markets : worker-firm dynamics, occupational segregation and workplace conditions = Essays over Arbeidsmarkten /." [Amsterdam] : Rotterdam : Thela Thesis ; Erasmus University [Host], 2008. http://hdl.handle.net/1765/13965.

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Ryou, Hyunjoo. "Exchane Rate Dynamics under Financial Market Frictions- Exchange rate regime, capital market openness and monetary policy -Electoral cycle of exchange rate in Korea : The Trilemma in Korea." Phd thesis, Université de Cergy Pontoise, 2012. http://tel.archives-ouvertes.fr/tel-00838836.

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-Exchange Rate Dynamics under Financial Market FrictionsThis paper extends Dornbusch's overshooting model by proposing "generalized interest parity condition", which assumes sluggish adjustment on the asset market. The exchange rate model under the generalized interest parity condition is able to reproduce the delayed overshooting of nominal exchange rates and the hump-shaped response to monetary shocks of both nominal and real exchange rates.-Electoral Cycle of Exchange Rate in KoreaThis paper empirically investigates the real exchange rate behavior around elections in Korea. We find that the

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Qin, Jieye. "Understanding the cost of carry in Nikkei 225 stock index futures markets : mispricing, price and volatility dynamics." Thesis, Loughborough University, 2017. https://dspace.lboro.ac.uk/2134/27424.

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This dissertation studies the cost of carry relationship and the international dynamics of mispricing, price and volatility in the three Nikkei futures markets - the Osaka Exchange (OSE), the Singapore Exchange (SGX) and the Chicago Mercantile Exchange (CME). Previous research does not fully consider the unique characteristics of the triple-listed Nikkei futures contracts, or the price and volatility dynamics in the three Nikkei futures exchanges at the same time. This dissertation makes a significant contribution to the existing literature. In particular, with a comprehensive new 19-year samp

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Andreasson, Pierre, and Jonathan Siverskog. "Cross-market linkages and the role of speculation in agricultural futures markets." Thesis, Linköpings universitet, Nationalekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-120605.

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In this study we analyse the role of speculation in forging cross-market linkages between agriculture, equity and crude oil over the period 1992-2014. The market interdependence of ten U.S. traded agricultural commodities futures is measured through the spillover index of Diebold and Yilmaz (2009, 2012) and the dynamic conditional correlation framework of Engle (2002). Utilising data from the U.S. Commodity Futures Trading Commission, ve dierent measures of speculation are constructed, which are used to examine the long-run and short-run dynamics between market integration and speculation. To

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Shrestha, Joseph, H. David Jeong, and Douglas D. Gransberg. "Multidimensional Highway Construction Cost Indexes Using Dynamic Item Basket." Digital Commons @ East Tennessee State University, 2017. https://dc.etsu.edu/etsu-works/717.

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A highway construction cost index (HCCI) is an indicator of the purchasing power of a highway agency. Thus, it must reflect the actual construction market conditions. However, current methods used by most state departments of transportation are not robust enough to meet this primary goal due to (1) a significantly insufficient sample size of bid items used in HCCI calculation; and (2) inability to address the need to track highway construction market conditions in specific submarket segments such as, but not limited to, various project types, sizes, and locations. This study proposes an advanc

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Mabhena, Rejoice. "An application of synthetic panel data to poverty analysis in South Africa." Thesis, University of the Western Cape, 2019. http://hdl.handle.net/11394/7801.

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Doctor Educationis<br>There is a wide-reaching consensus that data required for poverty analysis in developing countries are inadequate. Concerns have been raised on the accuracy and adequacy of household surveys, especially those emanating from Sub-Saharan Africa. Part of the debate has hinted on the existence of a statistical tragedy, but caution has also been voiced that African statistical offices are not similar and some statistical offices having stronger statistical capacities than others. The use of generalizations therefore fails to capture these variations. This thesis argues t

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Todorov, Galin Kostadinov. "A Study of Stock Market Linkages between the US and Frontier Markets." FIU Digital Commons, 2012. http://digitalcommons.fiu.edu/etd/658.

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My dissertation investigates the financial linkages and transmission of economic shocks between the US and the smallest emerging markets (frontier markets). The first chapter sets up an empirical model that examines the impact of US market returns and conditional volatility on the returns and conditional volatilities of twenty-one frontier markets. The model is estimated via maximum likelihood; utilizes the GARCH model of errors, and is applied to daily country data from the MSCI Barra. We find limited, but statistically significant exposure of Frontier markets to shocks from the US. Our resul

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Jackson, Andrew Rhys. "Market participant behaviour and equity market dynamics." Thesis, London Business School (University of London), 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.408644.

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Nieuwland, Frederik Gertruda Maria Carolus. "Speculative markets dynamics an econometric analysis of stock market and foreign exchange market dynamics /." Proefschrift, Maastricht : Maastricht : Universitaire Pers Maastricht ; University Library, Maastricht University [Host], 1993. http://arno.unimaas.nl/show.cgi?fid=6219.

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Gaard, Søren. "Labor market dynamics in macroeconomics /." Copenhagen, 2005. http://www.gbv.de/dms/zbw/501687815.pdf.

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Books on the topic "Dynamics of market conditions"

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Douglas, Lippoldt, Centre for Co-operation with Economies in Transition., and Workshop on Labour Market Dynamics (1996 : Moscow, Russia), eds. Labour market dynamics in the Russian Federation. Organization for Economic Co-operation and Development, 1997.

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M, Chomitz Kenneth, and World Bank, eds. Spatial dynamics of labor markets in Brazil. World Bank, 2005.

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Desai, Meghnad. Some simple dynamics of transition: From command to market economy. Centre for Economic Performance, 1992.

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Golley, Jane. The dynamics of Chinese regional development: Market nature, state nurture. Edward Elgar, 2007.

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Luong, Hy V. Regional development in Vietnam: Local dynamics, market forces and state policies. University of Toronto - York University Joint Centre for Asia Pacific Studies, 1996.

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Bande, Roberto. Labour market flexibility and regional unemployment rate dynamics: Spain 1980-1995. IZA, 2007.

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Gorter, C. The dynamics of unemployment and vacancies on regional labour markets. Thesis/Tinbergen Institute, 1991.

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Urs, Shrijay Devaraj. Dynamics of rural markets evolving alternatives for development. Institute of Development Studies, University of Mysore, 1990.

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Howard, Handy, and International Monetary Fund, eds. Egypt: Beyond stabilization, toward a dynamic market economy. International Monetary Fund, 1998.

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K, Murali. Meeting local demands for vegetables & fruits: The dynamics of farmers' market : a case analysis of "Uzhavar Sandhai" of Tamil Nadu. Oxfam, 2007.

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Book chapters on the topic "Dynamics of market conditions"

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van der Linde, Coby. "Market Conditions, Developments and Structure." In Dynamic International Oil Markets. Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-015-7913-1_2.

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Ndou, Eliphas, and Nombulelo Gumata. "Labour Market Conditions, Positive Inflation Shocks and Policy Rate Responses." In Inflation Dynamics in South Africa. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-46702-3_14.

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Dingeldey, Irene, Heiner Fechner, and Ulrich Mückenberger. "Introduction: Constructing Worlds of Labour in the Context of Social Policy Research." In Global Dynamics of Social Policy. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-82411-1_1.

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Abstract The opening chapter tries to provide to the readers a first understanding of the core concepts of the volume—eg. legal segmentation in the field of employment law—and an overview how the chapters of this volume contribute to its clarification. Global North-generated employment law often links legal advantages to the full-time norm and seniority. It does not cover informal work and, moreover, systematically excludes or disadvantages women, but also other labour market ‘outsiders’ from full protection. This is why it is particularly inappropriate to countries of the Global South, with t

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Kaur, Preetinder, Madhu Goyal, and Jie Lu. "Price Forecasting Using Dynamic Assessment of Market Conditions and Agent’s Bidding Behavior." In Neural Information Processing. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-34475-6_13.

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Bengtson, Erik, and Oskar Mossberg. "Green Marketing as Manifest Performance of Ethical Judgment." In The Virtues of Green Marketing. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-32979-1_10.

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AbstractThis chapter concludes the book’s discussion and emphasizes the need for discursive conditions and a constructive marketing critique that encourages virtuous marketing practices. The chapter also relates the virtue-framework to the field of marketing ethics, as well as other strands of research, and suggests avenues for future interdisciplinary work. We argue that rhetorical scholarship can contribute to the collaborative effort of steering market dynamics in more sustainable directions.

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Joseph, Tonuchi E., Atif Jahanger, Joshua Chukwuma Onwe, and Daniel Balsalobre-Lorente. "The Implication of Cryptocurrency Volatility on Five Largest African Financial System Stability." In Blockchain, Crypto Assets, and Financial Innovation. Springer Nature Singapore, 2025. https://doi.org/10.1007/978-981-96-6839-7_7.

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Abstract This study examined the interconnectedness and volatility correlation between cryptocurrency and traditional financial markets in the five largest African countries, addressing concerns about potential spillover effects, especially the high volatility and lack of regulation in the cryptocurrency market. The study employed both diagonal BEKK-GARCH and DCC-GARCH to analyze the existence of spillover effects and correlation between both markets. A daily time series dataset from January 1, 2017, to December 31, 2021, was employed to analyze the contagion effect. Our findings reveal a sign

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Ellis, Claire, and Anna Triandafyllidou. "Precarity, Opportunity, and Adaptation: Recently Arrived Immigrant and Refugee Experiences Navigating the Canadian Labour Market." In IMISCOE Research Series. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-14009-9_5.

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AbstractImmigrants and refugees have contributed significant growth in the Canadian economy over the last three decades. Despite clear advantages of a smooth transition into the labour force, many newcomers experience multiple barriers impeding their pathways to sustainable livelihoods. Further, significant increases in refugee resettlement and asylum claims in Canada since 2015 resulted in a growing number of refugee newcomers entering the labour market, often facing additional challenges of precarious legal status while seeking employment. To interrogate the settlement landscape, this chapte

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Kolokolov, Aleksey. "Hedging with Futures: Multivariante Dynamic Conditional Correlation GARCH." In Market Risk and Financial Markets Modeling. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-27931-7_9.

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Luna, Ferlanda, and Armela Maxhelaku. "Digital Constitutionalism and the Data Economy." In Transforming Media Accessibility in Europe. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-60049-4_6.

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AbstractThe recent development of virtual data processing has brought about an entirely new perspective on the issues of regulation and the access to information. Information, in turn, has become a crucial component of the changing dynamics of the global market. It is crucial to address the potential of insurgent digital constitutionalism in establishing legal frameworks that ensure Internet security for both users and online platform managers, including private companies and government agencies. This applies to the usage and dissemination of data. With the development of technology, data mana

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Sochkov, Andrey L., Artem V. Dorozhkin, Olga V. Rokunova, Vyacheslav N. Yasenev, and Oleg V. Yasenev. "The Influence of Risk Factors on the Dynamics of Gross Regional Product in Conditions of Clustering of the Economy (On the Example of the Nizhny Novgorod Region)." In Imitation Market Modeling in Digital Economy: Game Theoretic Approaches. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-93244-2_53.

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Conference papers on the topic "Dynamics of market conditions"

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Andrei, Boyko, Panfilova Tatyana, Rukosueva Anastasiya, Glinscaya Anna, and Kurashkin Sergei. "Developing a Sustainable Strategy for Effective Product Promotion in Dynamic Market Conditions." In 2024 International Conference on Decision Aid Sciences and Applications (DASA). IEEE, 2024. https://doi.org/10.1109/dasa63652.2024.10836261.

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Souza, Tayn� E. G., Let�cia C. dos Santos, and Caio R. Soares. "A Digital Scheduling Hub for Natural Gas Processing: a Petrobras Case-Study Using Rigorous Process Simulation." In The 35th European Symposium on Computer Aided Process Engineering. PSE Press, 2025. https://doi.org/10.69997/sct.161139.

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To address the dynamic operational demands of the gas processing sector, which is continuously evolving due to gas market opening, increase in natural gas production, and the growing challenge of upstream-midstream integration in a competitive environment, this work presents the Integrated-Gas-Scheduling-System, IntegraGAS. The proposed methodology innovates by using first principles rigorous process simulation coupled with a scheduling tool for short/medium/long-term, enabling gas plants to swiftly adapt to varying operational conditions and meet the requirements of this new market. IntegraGA

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Yusuf, Noor, Ahmed AlNouss, Roberto Baldacci, and Tareq Al-Ansari. "Assessing Operational Resilience Within the Natural Gas Monetisation Network for Enhanced Production Risk Management: Qatar as a Case Study." In The 35th European Symposium on Computer Aided Process Engineering. PSE Press, 2025. https://doi.org/10.69997/sct.130449.

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The turbulence in energy markets poses risks to energy suppliers, impacting profitability. Whilst risk mitigation is crucial for new projects, adapting existing infrastructure to evolving conditions incurs additional costs. For natural gas dependent economies, the natural gas industry faces exogenous uncertainties represented by demand and price fluctuations, and endogenous risks arising from inadequate proactive planning. This study evaluates the resilience of optimised Qatar�s natural gas monetisation infrastructure under different cases by examining the network�s ability to meet production

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Lyasnikov, Nikolaj V., and M. V. Belyaeva. "SMALL BUSINESS OF THE AGRICULTURAL MARKET AND ITS VERTICAL COORDINATION." In Modeling of scientific and technological development in conditions of nonlinear macroeconomic dynamics. Federal State Budgetary Institution of Science Market Economy Institute of Russian Academy of Sciences (MEI RAS), 2018. http://dx.doi.org/10.33051/978-5-6041038-7-6-2018-120-124.

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Liu, Daoxin. "Electricity Market Long-term Equilibrium Modeling Based on System Dynamics under Uncertain Conditions." In 2015 5th International Conference on Computer Sciences and Automation Engineering (ICCSAE 2015). Atlantis Press, 2016. http://dx.doi.org/10.2991/iccsae-15.2016.33.

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Turetchi, Viorel. "Current state, obstacles and opportunities for the development of the Champignon mushroom production industry in the Republic of Moldova." In Economic growth in the conditions of globalization: International Scientific-Practical Conference, XVIth edition. National Institute for Economic Research, 2023. http://dx.doi.org/10.36004/nier.cecg.ii.2022.16.19.

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Due to their nutritional and economic value, champignon mushrooms are appreciated by both consumers and domestic agricultural entrepreneurs. The ability of this culture to provide up to five - six harvests during the year, the constant demand on the local market for the given product, reflects, at first sight, guaranteed economic successes for potential mushroom producers. However, the specifics of the local market, as well as the technical and material conditions available for carrying out the production process in the conditions of the Republic of Moldova, carry a series of risks that can se

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Sümer, Kutluk Kağan. "Do Financial Markets Exhibit Chaotic Behavior? Evidence from BIST." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01675.

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Knowing of the chaos theory by the economists has caused the understanding of the difficulties of the balance in economy. The applications of the chaos theory related to economy have aimed to overcome these difficulties. Chaotic deterministic models with sensitive dependence on initial conditions provide a powerful tool in understanding the apparently random movements in financial data. The dynamic systems are analyzed by using linear and/or nonlinear methods in the previous studies. Although the linear methods used for stable linear systems, generally fails at the nonlinear analysis, however,

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Буяков, С. Н. "RUSSIAN PROPERTY MARKET DEVELOPMENT TRENDS: DYNAMICS OF CHANGES IN KEY INDICATORS IN THE CONTEXT OF ECONOMIC TURBULENCE." In II Международная научно-практическая конференция "Преобразование современного мира: проблемы и возможности". Crossref, 2024. http://dx.doi.org/10.26118/6128.2024.63.75.010.

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В статье анализируются направления и основные тенденции развития рынка российской недвижимости в условиях экономической турбулентности. Отдельно описывается взаимосвязь развития рынка недвижимости с объемами выдаваемых ипотечных кредитов, отмечается постоянноеувеличение рыночной стоимости одного квадратного метра недвижимого имущества в то время, как уровень жизни россиян с каждым годом существенно снижается. Автор особое внимание уделяет тенденциям на рынке недвижимости, связанным с распределением спроса на первичное и вторичное жилье, а также тенденциям, появившимся вследствие характерной дл

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Boyko, E. Yu. "MODERN STATE OF A MARKET OF OIL RAW MATERIALS IN RUSSIA." In 11-я Всероссийская конференция молодых учёных и специалистов «Актуальные вопросы биологии, селекции, технологии возделывания и переработки сельскохозяйственных культур». V.S. Pustovoit All-Russian Research Institute of Oil Crops, 2021. http://dx.doi.org/10.25230/conf11-2021-284-286.

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In this article we considered a problem of formation and development of oil raw materials market in the current conditions. We analyzed a dynamics of average prices submitted by producers of oil crops realized by agricultural enterprises in the Russian Federation for 2017–2020. We also considered dynamics of sowing areas under the key oil crops in the Russian Federation. We analyzed conditions for effective operation and regulation of the oil raw materials market.

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Okunevičiūtė Neverauskienė, Laima, Dominykas Linkevičius, and Daina Kleponė. "Harmonized index of consumer prices impact on real estate market in Baltic countries." In 14th International Scientific Conference „Business and Management 2024“. Vilnius Gediminas Technical University, 2024. http://dx.doi.org/10.3846/bm.2024.1331.

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The real estate market is a significant component of the global economy, attracting the attention of both investors and economists. Its dynamic nature has made it a widely studied subject, especially concerning its impact on the market itself. Through comprehensive analysis of economic data and market trends, it aims to elucidate the extent to which changes in consumer prices influence various aspects of the real estate sector, including property values, investment patterns, and market dynamics, with a specific focus on nominal housing prices across Latvia, Lithuania, and Estonia. Nominal hous

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Reports on the topic "Dynamics of market conditions"

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Melo-Velandia, Luis Fernando, José Vicente Romero, and Diego Niño-Garavito. Analyzing Exchange Rate Dynamics within the Global Financial Cycle: A DCC-Copula approach. Banco de la República, 2025. https://doi.org/10.32468/be.1320.

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The Global Financial Cycle (GFC), defined as the fluctuations in international capital flows, asset prices, and risk appetite, has garnered significant attention from the recent international finance literature, market practitioners, and policymakers. This study employs a Dynamic Conditional Correlation (DCC) Copula model to examine the interaction between exchange rates for a group of seven developed economies and seventeen emerging market economies. Using these results and employing quantile panel data methods, we assess how the time-varying correlations of exchange rates behave in relation

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Ferreira, Clodomiro, Julio Gálvez, and Myroslav Pidkuyko. Housing tenure, consumption and household debt: life-cycle dynamics during a housing bust in Spain. Banco de España, 2024. http://dx.doi.org/10.53479/37293.

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The housing bust in Spain was characterised by a significant and rapid drop in home ownership among the younger cohorts, a relatively homogeneous but significant decrease in consumption and significant movements in the rent-to-house price ratio. To uncover the causes of these movements, we solve and estimate an equilibrium life-cycle model with non-linear income, mortgage and housing and rental market dynamics, and simulate a series of counterfactual policy changes and macroeconomic conditions observed in Spain during the period. The lion’s share of the observed drop in home ownership and cons

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Beirne, John, and Nuobo Renzhi. Debt Shocks and the Dynamics of Output and Inflation in Emerging Economies. Asian Development Bank, 2024. http://dx.doi.org/10.22617/wps240396-2.

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This paper analyzes how public debt shocks affect output and inflation in 34 emerging market economies during 2000 to 2022 using panel local projections. Unexpected increases in public debt lead to significant declines in real gross domestic product and increases in inflation. Initial debt levels, domestic financial conditions, and income levels intensify the gross domestic product decline, while tighter global financial conditions mitigate these effects. Inflation impacts vary depending on fundamentals. The paper also identifies nonlinearities in the dynamics, with amplified effects during ec

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Fernández, Jorge, and Sebastián J. Miller. Carbon Markets in Dynamic Perspective: The Optimal Duration Problem. Inter-American Development Bank, 2012. http://dx.doi.org/10.18235/0008423.

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The effectiveness of carbon markets in the reduction of emissions at minimal cost requires several conditions. In a dynamic context the inter-temporal dimension adds new conditions for the desirable performance of the market, and some tradeoffs. One tradeoff is related to the duration of permits. A long permit allows the private agent to optimize using a longer time horizon, but increases the risk associated with the initial allocation of the permits, for example the risk of generating market power. A short permit generates problems with the private agent's planning horizon but allows the plan

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Dassanayake, Wajira, Xiaoming Li, and Klaus Buhr. A Revisit of Price Discovery Dynamics Across Australia and New Zealand. Unitec ePress, 2015. http://dx.doi.org/10.34074/rsrp.039.

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This study re-investigates the price discovery dynamics of selected stocks cross-listed on the Australian Stock Exchange (ASX) and the New Zealand Stock Exchange (NZX) during a bear trading phase from January 2008 to December 2011. A differing price discovery dynamic in a bear market versus a bull market may occur because of variations in investor sentiments and disparities in the role of the stock prices. Using intraday data, we employ the vector error correction mechanism, Hasbrouck’s (1995) information share and Grammig et al.’s (2005) conditional information share methods. Consistent with

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Dassanayake, Wajira, Xiaoming Li, and Klaus Buhr. A Revisit of Price Discovery Dynamics Across Australia and New Zealand. Unitec ePress, 2015. http://dx.doi.org/10.34074/rsrp.039.

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This study re-investigates the price discovery dynamics of selected stocks cross-listed on the Australian Stock Exchange (ASX) and the New Zealand Stock Exchange (NZX) during a bear trading phase from January 2008 to December 2011. A differing price discovery dynamic in a bear market versus a bull market may occur because of variations in investor sentiments and disparities in the role of the stock prices. Using intraday data, we employ the vector error correction mechanism, Hasbrouck’s (1995) information share and Grammig et al.’s (2005) conditional information share methods. Consistent with

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Becker, Chris, Anny Francis, Calebe de Roure, and Brendan Wilson. Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020. Reserve Bank of Australia, 2024. http://dx.doi.org/10.47688/rdp2024-03.

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In Australia repurchase (repo) obligations are traded bilaterally 'over-the-counter' between parties, rather than on an exchange. As a result, it is difficult to obtain quotes of executable prices, trading volumes, and related data that are representative of the market. Market conditions are therefore not easy to assess and often dependent on anecdotal evidence. Over the years, the Reserve Bank of Australia has published data and analysis of the repo market by providing indirect perspectives using data from its own open market operations that are conducted using repos. This paper contributes t

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Botero-Ramírez, Oscar, Andrés Murcia, and Mauricio Villamizar-Villegas. Foreign investment dynamics: The impact of benchmark-driven versus unconstrained investors on local credit conditions. Banco de la República, 2025. https://doi.org/10.32468/be.1309.

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We examine the impact of foreign investor heterogeneity on local lending, focusing on Colombia from 2014 to 2023. Distinguishing between benchmark-driven and unconstrained investors, we highlight their differing responses to global and idiosyncratic shocks. Using bond-level data and the corporate credit registry, we link banks’ exposure to foreign flows with firm-level lending decisions. By decomposing Colombia’s weight in the J.P. Morgan GBI-EM index into valuation and exogenous components, we identify how investor behavior shapes bank balance sheets. Our main findings show that banks with gr

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Iregui-Bohórquez, Ana María, Ligia Alba Melo-Becerra, María Teresa Ramírez-Giraldo, Ana María Tribín-Uribe, and Héctor M. Zárate-Solano. Unraveling the Factors Behind Women's Empowerment in the Labor Market in Colombia. Banco de la República, 2023. http://dx.doi.org/10.32468/be.1250.

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This paper examines the evolution of women's participation in the labor market from 1960 to 2018, shedding light on the complex factors that influence their labor opportunities. The study emphasizes the significance of the historical context in understanding these factors. This research uncovers nuanced insights using a two-step methodology involving principal component analysis and Time-Varying Effect Modeling (TVEM). The results indicate that the transition from high to low fertility rates significantly influenced female labor participation until the late 1970s. Educational advancements, eco

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Соловйов, В. М., В. В. Соловйова та Д. М. Чабаненко. Динаміка параметрів α-стійкого процесу Леві для розподілів прибутковостей фінансових часових рядів. ФО-П Ткачук О. В., 2014. http://dx.doi.org/10.31812/0564/1336.

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Modem market economy of any country cannot successfully behave without the existence of the effective financial market. In the conditions of growing financial market, it is necessary to use modern risk-management methods, which take non-gaussian distributions into consideration. It is known, that financial and economic time series return’s distributions demonstrate so-called «heavy tails», which interrupts the modeling o f these processes with classical statistical methods. One o f the models, that is able to describe processes with «heavy tails», are the а -stable Levi processes. They can sli

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