Relevant bibliographies by topics / Formation of the price

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

Academic literature on the topic 'Formation of the price'

Author: Grafiati
Published: 4 June 2021
Last updated: 2 February 2022

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Journal articles on the topic "Formation of the price"

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Kopytets, N., S. Pashko, and V. Voloshyn. "Current trends in meat price formation." Ekonomìka ta upravlìnnâ APK, no. 2(159) (November 24, 2020): 55–63. http://dx.doi.org/10.33245/2310-9262-2020-159-2-55-63.

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The article examines the main trends in meat price formation.It is determined that the methodology and tradition of price functioning have evolved historically in terms of understanding the nature and characteristics of the price. The level of product price contains the conflicting interests of different parts (producer and consumer). It is generalized that the formation of livestock products prices is influenced by supply and demand.It is confirmed that price is a factor that creates demand in case of the low consumers’ purchasing power. The process of prices forming on livestock products is based on the general principles of pricing. However, there are certain features of pricing stipulated from the specifics of production and processing of livestock products.Among the main factors influencing the prices formation on livestock products should be noted the following: natural and climatic conditions, price disparity in agriculture, the presence of a large number of households which deal with raising cattle and poultry,high level of production costs, the presence of multiple links in the production chain, a short period of product storage, a large proportion of low-income population.It is proved that the livestock product prices in market conditions must respond quickly to any changes in the production chain. The analysis of the price situation on the meat market was carried out.It was found that in Ukraine during the study period there is a tendency of increasing purchasing, wholesale and consumer prices.In the first half-year of 2020, there were significant changes in the price situation.The results confirm the trends at the world meat market.It is proved that the situation at the domestic meat market depends on the state of the global market. It is noted that in the future the price situation at the meat market will depend on the purchasing power of the population, the proposal of main meat types, the exchange rate of the national currency, production and export volumes. Keywords: price, demand, supply, meat market, purchase prices, wholesale prices, consumer prices, beef, pork, poultry meat.
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Khasanah, Siti Mir'atul, Mochammad Maksum, and Endy Suwondo. "Trend Analysis of Red Chili Price-Formation Models." agriTECH 40, no. 1 (March 5, 2020): 57. http://dx.doi.org/10.22146/agritech.45946.

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Red chili’s characteristic flavor has been a popular element in Indonesian cuisine. A large and continuous demand for red chili is inconsistent with production volumes, causing frequent and extreme price fluctuations throughout the year. This study explores the changing trends in red chili prices to identify the influencing factors. The study was conducted in the Sleman district of Yogyakarta, Indonesia. Time-series datasets of monthly production rates and prices of chili for 3 years were subject to multiple linear regression analysis. The study found a rising trend in prices in the Sleman Regency from January 2014 to December 2016. The factors significantly influencing the red chili prices was the price of cayenne pepper. The production cost of chili, the price of tomatoes, and the price of chili for the previous 2 months had only partial and nonsignificant effects. The timing of great Muslim celebrations, such as Eid Al-Fitr and Eid Al-Adha had no significant effect on the price of red chili. However, Christmas and New Year events were associated with higher prices.
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Blažková, Ivana, and Pavel Syrovátka. "Price formation and transmission along the food commodity chain." Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis 60, no. 4 (2012): 31–36. http://dx.doi.org/10.11118/actaun201260040031.

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The article is focused on analysis of price transmission along the wheat commodity chain in the Czech Republic, with the distinction on wheat products with low value added (wheat flour), respectively high value added (wheat rolls). The degree of vertical price transmission is measured to identify potential market failures, because asymmetric price transmission can be the result of existence of market power within the food commodity chain. The data basis is made up from monthly prices on partial markets of the analyzed commodity chain published by Czech Statistical Office and Ministry of Agriculture of the Czech Republic. The monitored time period is from January 2000 till October 2009. The analysis is based on calculation of the price transmission elasticity coefficient (evaluation of price transmission along the chain) and the intensity of dependency of positive and negative inter-market price differences (evaluation whether positive or negative price changes are better transmitted among particular vertical markets). Time lag is tested as well. The assessment of price transmission along the wheat commodity chain confirmed the existence of market power especially on the retail stage and low impact of price changes of farm prices on final consumer food prices.
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Domberger, Simon. "Industrial price formation." International Journal of Industrial Organization 7, no. 2 (June 1989): 316–17. http://dx.doi.org/10.1016/0167-7187(89)90028-3.

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Makarov, Igor, and Antoinette Schoar. "Price Discovery in Cryptocurrency Markets." AEA Papers and Proceedings 109 (May 1, 2019): 97–99. http://dx.doi.org/10.1257/pandp.20191020.

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We ask which markets drive bitcoin prices and how price discovery happens across different exchanges. Does the greater exuberance for cryptocurrencies outside the United States affect prices only on local markets or does it impact price formation on global cryptocurrency markets? We document significant heterogeneity in which price formation happens across exchanges and time. When markets are more integrated, shocks to prices on all exchanges contribute to price discovery. However, when markets become segmented, those exchanges that have large arbitrage spreads relative to the US price, i.e. where investors are more exuberant become much less important for price discovery.
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Salamin, O. "Actual problems of price formation for agricultural products." Scientific Messenger of LNU of Veterinary Medicine and Biotechnologies 21, no. 93 (November 16, 2019): 17–22. http://dx.doi.org/10.32718/nvlvet-e9304.

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The problems of prices formation for agricultural products are analyzed. In Ukraine, prices have been liberalized without market environment, unlike economically developed countries, where the market environment has evolved over a long period of time. This has led to high price volatility, which is very difficult for manufacturers to adapt. They cannot develop business plans and marketing programs. Due to high risk, bank loans cannot be attracted. The effectiveness of direct financial support programs is decreasing. They did not ensure the overcoming of monopoly tendencies in the field of product purchases and stabilization of the prices of efforts of state agricultural management and public organizations aimed at establishing marketing cooperatives. The cooperative products are sold to the processing plants at the same prices at which they would be harvested and sold without setting up a cooperative. Such cooperatives only simplify the activities of processing enterprises for the procurement of raw materials. Cooperatives, which carry out the processing of products, are viable ones that influence the level of prices and stabilize them. This forms a self-regulatory vertical marketing system of the cooperative type. Without government intervention, prices are acceptable that are acceptable both, for the production and promotion and sale of products to the end consumer. Prices are promptly revised in the light of market conditions and problems that arise at individual levels of the supply chain. Auction results have a significant impact on the overall level and dynamic price changes. The information on the results of the bidding affects the price level, which is formed by all other alternative sales channels. Monopolistic tendencies by individual market participants in the field of agricultural purchases are often only possible due to the lack of information on market conditions from individual producers and possible price in alternative distribution channels. All wholesale agricultural markets established in Ukraine are of a supply nature. They operate in large cities and create the conditions for manufacturers to produce manufactured products, but require trading operations throughout the day. Such markets are more appropriate for intermediary structures that operate on a permanent basis. For the manufacturers of products, wholesale wholesale markets that are created in the areas of production of raw materials are more acceptable. The founders of such markets are usually sales cooperatives. Large cooperative lots of homogeneous products can be offered in such markets by cooperatives in such markets. Auctions may be organized and conducted for such products.
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SZNAJD-WERON, K., and R. WERON. "A SIMPLE MODEL OF PRICE FORMATION." International Journal of Modern Physics C 13, no. 01 (January 2002): 115–23. http://dx.doi.org/10.1142/s0129183102003000.

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A simple Ising spin model, which can describe the mechanism of price formation in financial markets is proposed. In contrast to other agent-based models, the influence does not flow inward from the surrounding neighbors to the center site, but spreads outward from the center to the neighbors. The model thus describes the spread of opinions among traders. It is shown via standard Monte Carlo simulations that very simple rules lead to dynamics that duplicate those of asset prices.
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Komin, A. N. "Price Formation and Wages." Problems in Economics 32, no. 9 (January 1990): 37–44. http://dx.doi.org/10.2753/pet1061-1991320937.

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Kaya, Ayça, and Qingmin Liu. "Transparency and price formation." Theoretical Economics 10, no. 2 (May 2015): 341–83. http://dx.doi.org/10.3982/te1566.

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Loannides, Chris, and David Whitmarsh. "Price formation in fisheries." Marine Policy 11, no. 2 (April 1987): 143–45. http://dx.doi.org/10.1016/0308-597x(87)90006-6.

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Dissertations / Theses on the topic "Formation of the price"

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Du, Preez Johan. "Price formation under uncertainty." Master's thesis, University of Cape Town, 2003. http://hdl.handle.net/11427/14975.

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Bibliography: leaves 170-173.
The analysis presented in this thesis is aimed at better understanding the role of expectations to the price formation process. Since general competitive analysis lacks a coherent explanation of how expectations are formulated it is difficult to promote theories that assume agents have no structural knowledge in favour of theories that assume agents have significant structural knowledge, e.g. rational expectations hypothesis versus the theory of rational beliefs. Accordingly, empirical evidence is presented to support analyses of models in which agents are not assumed to have structural knowledge. Simple general equilibrium models are used to illustrate that modelling risk requires a thorough analysis of investor expectations embedded in asset prices to better understand the information conveyed by observed risk premia. Analysis of the role of diverse expectations in competitive equilibria shows that a prerequisite for the existence of a short-run Walrasian monetary equilibrium is the existence of at least one agent whose expectations are insensitive to current prices. Ergodic theory shows that any stable dynamical system generates a stationary probability measure based on its underlying generating probability that is unrelated to the data generated by the dynamical system. This result is used to show that the conditions under which diverse beliefs arise are sufficiently general to warrant the study of the impact of diverse expectations on the price formation process. Enthusiasm for models that allow diverse beliefs is however tempered by a review of Sunspot theory that show that it is not necessary to abandon the rational expectations hypothesis in order for competitive markets to be subject to speculative fluctuations that are driven by expectations. This analysis is reinforced by a known example that shows that adaptive learning rules can lead rational agents to believe in nonstationary, indeterminate equilibria that are locally stable, such as Sunspot Equilibria. This leads to an important conclusion; diverse beliefs are not temporary phenomena since disequilibrium-learning analysis cannot be relied on to teach investors the economy's equilibrium map.
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Aulton, Anneliese Julia. "A theoretical and econometric analysis of agricultural futures markets and the implications for agricultural policy reform." Thesis, University of Nottingham, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.318297.

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Nilsson, Pia. "Price Formation in Real Estate Markets." Doctoral thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-20736.

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This thesis includes an introductory chapter and four individual papers. The papers are held together by concepts associated with price formation in real estate markets, differentiated goods and the local character of land and housing markets. The first two papers focus on the markets for land and agricultural property and the two succeeding studies on housing markets. The first study examines regional variations of Swedish agricultural land prices. The associated empirical model follows the form of earlier literature in testing the influence of expected returns from the current agricultural use of land and the potential for non-agricultural use on prices. The use of market transacted land and the inclusion of decoupled income support to farmers, among a set of agricultural and non-agricultural factors, distinguishes this study from earlier empirical work. The second paper relates to the first by its focus on decoupled income support, but here the analysis extends to the micro level and to the study of price formation in the market for agricultural property. The study applies a spatial multilevel model to study variations in price determinants across and within local and regional markets. The third paper is devoted to the analysis of housing prices and their relation to open landscape amenities. The spatial analysis employs two geographical databases containing single-family home sales and preserved open spaces. In order to address the local character of urban housing markets and intraurban heterogeneity in amenity valuations the study applies a geographically weighted regression approach. The last paper focuses on the market for second homes with a particular emphasis on urban-rural interrelations. The paper is motivated by a growing demand for natural amenities and by the awareness that urban areas are becoming increasingly attractive markets for second homes.
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Säfvenblad, Patrik. "Price formation in multi-asset securities markets." Doctoral thesis, Handelshögskolan i Stockholm, Finansiell Ekonomi (FI), 1997. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-855.

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This volume is a collection of three essays relating to the pricing of securities in financial markets, such as stock markets, where a large number of individual securities are traded. Lead-Lag Effects in a Competitive REE MarketThis essay introduces a model of cross-security information aggregation. The model is essentially an extension of Chan (Journal of Finance, 1993) to the case of simultaneous auction markets where revealed information is correlated across securities.The model provides clear predictions of lead-lag effects between securities returns. Several of the model's predictions are confirmed empirically using data from the Paris Bourse. Other models of price formation, including the basic Chan model and nonsynchronous trading, are rejected as they cannot account for observed return patterns. Learning the True Index LevelThis essay extends the model of cross-security information aggregation by deriving implications for autocorrelation in index returns. Both time series and cross-sectional predictions are confirmed by empirical evidence from the Paris Bourse. In addition, the time series predictions are consistent with earlier, partly unexplained, empirical evidence from the US market. An Empirical Study of Index Return AutocorrelationThis essay studies return autocorrelation on the Stockholm Stock Exchange focusing on the relation between index returns and indvidual stock returns. It is demonstrated that the two return types have similar time series properties, and it is concluded that the causes of autocorrelation are the same in both cases.

Diss. Stockholm : Handelshögskolan, 1997

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Säfvenblad, Patrik. "Price formation in multi-asset securities markets /." Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1997. http://www.hhs.se/efi/summary/455.htm.

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Friberg, Kent. "Essays on Wage and Price Formation in Sweden." Doctoral thesis, Stockholm : Department of Economics, Stockholm University, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-304.

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Omar, Ayman M. A. A. "Selected aspects of price formation in commodity markets." Thesis, University of Leicester, 2016. http://hdl.handle.net/2381/37174.

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The thesis is driven by the strategic importance of crude oil, and aims to contribute to the knowledge on crude oil pricing and markets by conducting three investigative undertakings. The first examines the ability of crude petroleum to act as a safe haven asset for investors in equity markets around the start of international violent conflicts and wars. The second investigates the price differentials between US domestic benchmark crudes and the global marker Brent around the start of upstream production disruptions. The third empirical examination explores the presence of abnormal behaviour in the vicinity of the start dates of US sanctions on net exporting and importing nations, and builds on these findings to estimate gains accrued to, and losses inflicted on, the US economy. The thesis reports a number of findings. First, it shows that crude oil prices register a significant abnormal rise around the start of violent conflicts and wars. The significant portion of this abnormal increase accumulates well before the outbreak of crises. The thesis also reports a significant abnormal decline in the valuations of US and international equities around the start of these events. Secondly, the thesis builds on these findings, and demonstrates that crude oil possesses the ability to act as a safe haven from stock markets around the start of these events. Third, the thesis reports significant tightening in the price spreads around the start of unscheduled production outages. These findings are shown to be robust even after accounting for extreme weather conditions, changes in petroleum stocks, and costs of logistics. Fourth, the thesis reports significant abnormal changes in the valuations of crude oil around the start of US sanctions. The direction and magnitude of these changes depend on whether the targeted nation is a net exporter or importer. Fifth, the thesis builds on these findings, and reports gains and losses to the US economy due to the imposition of sanctions. These findings contribute to the academic literature, and highlight a number of implications for equity investors, insurance companies, oil traders, and policy makers in the US and other net importing and exporting nations. These implications concern the energy security of the US and other nations, the use of oil in hedging and diversification, the role of benchmarks in pricing, and the economic consequences of the US foreign policy.
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Watson, Iain. "Internal reference price formation in support of UK and US grocery retail price decision-making." Thesis, Heriot-Watt University, 2013. http://hdl.handle.net/10399/2630.

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UK and US grocery retailers operate with narrow profit margins; the shelf price of each product sold has a direct affect on these profits. Despite the importance of pricing, grocers adopt sub-optimal risk mitigation tactics rather than profit maximization. Part of a grocer’s perceived pricing risk is their lack of any understanding of customer product price expectation. The academic concept of Internal Reference Price (IRP) represents that price expectation but, despite a large body of research, IRP does not appear to be used in UK or US grocery pricing. This is due in part to academics’ lack of understanding of pricing practitioners’ actual needs and the context they work within, and has led to commercially inappropriate IRP model formulations. This exploratory study corrects this lack of understanding and provides both an integrated theory of pricing behaviour and its context, along with an applied IRP model that has the potential to improve UK and US grocer price decision-making. The models were developed using Classical Grounded Theory based on information from in-depth semi-structured interviews held with 20 UK and US grocery pricing practitioners. The research represents a significant contribution to both the academic and commercial body of knowledge. It does so, firstly, through the provision of an explanatory and predictive grounded theory of grocery pricing behaviour, and secondly through the development of an applied conceptual grounded model of IRP, both of which have been unseen to date.
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Bebbington, P. A. "Studies in informational price formation, prediction markets, and trading." Thesis, University College London (University of London), 2017. http://discovery.ucl.ac.uk/1563501/.

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This thesis is a collection of three separate studies -- but split into four chapters -- which address the underlying issues in the nature and dynamics of markets. The studies investigate price-formation in the presence of noisy asymmetric information flow to a synthetic market, the statistical behaviour of in-play predictive markets and a reformulation of the Markowitz portfolio optimisation for financial market securities into the time-domain. The first study looks to examine modern in-play gambling or predictive markets, in particular, horse racing markets. Since the advent of online sports gambling approximately 15 years ago large amounts of data have been collected for many different sporting events such as football, greyhound racing and cricket. In this study, the focus is on in-play horse racing markets where stylised statistical facts are presented and discussed. Price efficiency is analysed, and statistical arbitrage trading algorithms are developed to evaluate such efficiencies/inefficiencies. We develop a new model for testing the efficiencies of the initial implied odds quoted on the market. Exploring the efficiencies/inefficiencies found in the in-play markets we develop a martingale toy model and a statistical arbitrage trading model. In the second study, we explore price-formation and the pioneering approach to financial asset pricing known as the Brody-Hughston-Macrina framework. The Brody-Hughston-Macrina information-based asset pricing framework is investigated in two parts; the first a development of a trading model and the other a generalisation of the information process that does not assume a linear rate-of-information flow. The trading model developed is a computational agent-based model that allows different configurations of agents to trade and hence create a synthetic market. The different configurations are explored by tracking the market price and times between adjacent trades with respect to changing certain model parameters, such as spread. The generalisation of the rate-of-information does not assume a linear function, as in the original Brody-Hughston-Macrina framework, but instead one that is non-linear in time. We estimate such a function from gambling market data and find it not to be a linear function. The non-linear Brody-Hughston-Macrina framework is fitted to winning horse odds signals. The final study is motivated by recent advances in the spectral theory of auto-covariance matrices, and we are led to revisit a reformulation of Markowitz' mean-variance portfolio optimisation approach in the time domain. In its simplest incarnation, it applies to a single traded asset and allows to find an optimal trading strategy which, for a given return, is minimally exposed to market price fluctuations. The model is initially investigated for a range of synthetic price processes, taken to be either second order stationary, or to exhibit second order stationary increments. Attention is paid to consequences of estimating auto-covariance matrices from small finite samples, and auto-covariance matrix cleaning strategies to mitigate against these are investigated. Finally, we apply our framework to real world data.
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Jottreau, Benoît. "Financial models and price formation : applications to sport betting." Thesis, Paris Est, 2009. http://www.theses.fr/2009PEST1031.

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Cette thèse est composée de quatre chapitres. Le premier chapitre traite de l'évaluation de produits financiers dans un modèle comportant un saut pour l'actif risque. Ce saut représente la faillite de l'entreprise correspondante. On étudie alors l'évaluation des prix d'options par indifférence d'utilité dans un cadre d'utilité exponentielle. Par des techniques de programmation dynamique on montre que le prix d'un Bond est solution d'une équation différentielle et le prix d'options dépendantes de l'actif est solution d'une équation aux dérives partielles d'Hamilton-Jacobi-Bellman. Le saut dans la dynamique de l'actif risque induit des différences avec le modèle de Merton que nous tentons de quantifier. Le second chapitre traite d'un marché comportant des sauts : les paris sur le football. Nous rappelons les différentes familles de modèles pour un match de football et introduisons un modèle complet permettant d'évaluer les prix des différents produits apparus sur ce marché ces dix dernières années. La complexité de ce modèle nous amène à étudier un modèle simplifié dont nous étudions les implications et calculons les prix obtenus que l'on compare à la réalité. On remarque que la calibration implicite obtenue génère de très bons résultats en produisant des prix très proches de la réalité. Le troisième chapitre développe le problème de fixation des prix par un teneur de marche monopolistique dans le marché des paris binaires. Ce travail est un prolongement direct au problème introduit par Levitt [Lev04]. Nous généralisons en effet son travail aux cas des paris européens et proposons une méthode pour estimer la méthode de cotation utilisée par le book-maker. Nous montrons que deux hypothèses inextricables peuvent expliquer cette fixation des prix. D'une part, l'incertitude du public sur la vraie valeur ainsi que le caractère extrêmement risque-averse du bookmaker. Le quatrième chapitre prolonge quant à lui cette approche au cas de produits financiers non binaires. Nous examinons différents modèles d'offre et de demande et en déduisons, par des techniques de programmation dynamique, des équations aux dérivées partielles dictant la formation des prix d'achat et de vente. Nous montrons finalement que l'écart entre prix d'achat et prix de vente ne dépend pas de la position du teneur de marche dans l'actif considère. Cependant le prix moyen dépend lui fortement de la quantité détenue par le teneur de marche. Une approche simplifiée est finalement proposée dans le cas multidimensionnel
This thesis is composed of four chapters. The first one deals with the pricing of financial products in a single jump model for the risky asset. This jump represents the bankrupcy of the quoted firm. We study the pricing of derivatives in the context of indifference of utility with an exponential utility. By means of dynamic programming we show that the bond price is solution of an ordinary differential equation and that stock price dependent options are solutions of an equation with partial derivatives of Hamilton-Jacobi-Bellman type generalizing the Black-Scholes one. We then try to quantify differences in the price obtained here and the one from Merton model without jump. The second chapter deals with a specific jump market : the soccer betting market. We recall the different model families for a soccer match and introduce some full model which allows to price the products recently born in this market in last ten years. Nevertheless the model complexity leads us to study a simplified model introduced by Dixon and Robinson from which we are able to derive closed formulas and simulate prices that we compare to market prices. We remark that implicit calibration gives pretty goof fit of market data. Third chapter developps the approach of Levitt [Lev04] on price formation in binary betting market held by a monopolistic market-maker operating in a one time step trading. We generalize Levitt results with european format of betting. We show that prices are distorded on the pressure of demand and offer, that phenomena introducing a market probability that allows to price products under this new measure. We identify some best model for demand and offer and market maker strategy and show that probability change is obvious in case of imperfect information about the value of the product. Fourth chapter generalizes this approach to the case of general payoffs and continuous time. The task is more complex and we just derive partial derivative equations from dynamic programming that enable us to give the bid-ask prices of the product traded by the market-maker. One result is that, in most models, bid-ask spread does not depend on the inventory held by the dealer whereas mid-quote price strongly reflects the unbalance of the dealer
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Books on the topic "Formation of the price"

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Industrial price formation. Amsterdam: North-Holland, 1986.

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Ioannides, C. Price formation in fisheries. Portsmouth: Portsmouth Polytechnic, Centre for Marine Resource Economics, 1987.

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van Brabant, Jozef M. Regional Price Formation in Eastern Europe. Dordrecht: Springer Netherlands, 1987. http://dx.doi.org/10.1007/978-94-009-3635-5.

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Guilds, price formation and market structures in Byzantium. Aldershot, Hants, England: Ashgate, 2008.

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Smith, Perry. Price formation on the Sydney Fish Market. Canberra: Australian Bureau of Agricultural and Resource Economics, 1998.

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Sinclair-Desgagne, Bernard. "Price formation and product design through bidding". Fontainbleau: INSEAD, 1986.

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Breedon, F. J. Intraday price formation on the London stock exchange. London: London School of Economics, Financial Markets Group, 1993.

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Saporta, Victoria. Price formation and transparency on the London Stock Exchange. London: Bank of England, 1999.

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On price formation and quantity adjustment in Swedish housing markets. Uppsala, Sweden: Dept. of Economics, Uppsala University, 1997.

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Hancock, M. R. Theory of markets and price formation in the UK construction industry. Ascot: Chartered Institute of Building, 1990.

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Book chapters on the topic "Formation of the price"

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van Brabant, Jozef M. "The Bucharest price-formation principles." In International Studies in Economics and Econometrics, 89–112. Dordrecht: Springer Netherlands, 1987. http://dx.doi.org/10.1007/978-94-009-3635-5_5.

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Jenkins, Rhys. "Market Conditions and Price Formation." In Transnational Corporations and the Latin American Automobile Industry, 98–118. London: Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1007/978-1-349-08359-6_6.

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Lord, Montague J. "Post-recession commodity price formation." In International Commodity Market Models, 277–91. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_15.

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Idris, Tarik, and Jörn Altmann. "A Market-Managed Topology Formation Algorithm for Peer-to-Peer File Sharing Networks." In Performability Has its Price, 61–77. Berlin, Heidelberg: Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/11780502_7.

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Verga, Giovanni. "The Italian Stock Market: Efficiency and Price Formation." In A Reappraisal of the Efficiency of Financial Markets, 495–517. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-642-74741-0_31.

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de la Sienra, Adolfo García. "Open Problems in the Foundations of Price Formation Dynamics." In Philosophy of Economics, 87–99. Dordrecht: Springer Netherlands, 1989. http://dx.doi.org/10.1007/978-94-009-2319-5_6.

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Premm, Marc, Tobias Widmer, and Paul Karänke. "Bid-Price Control for the Formation of Multiagent Organisations." In Multiagent System Technologies, 138–51. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-40776-5_14.

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Immorlica, Nicole, Evangelos Markakis, and Georgios Piliouras. "Coalition Formation and Price of Anarchy in Cournot Oligopolies." In Lecture Notes in Computer Science, 270–81. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-17572-5_22.

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Cox, Anthony D., and Dena Thometz Saliagas. "Retail Advertising and the Formation of Store Price Impressions." In Proceedings of the 1986 Academy of Marketing Science (AMS) Annual Conference, 474. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-11101-8_107.

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Féron, Olivier, Peter Tankov, and Laura Tinsi. "Price Formation and Optimal Trading in Intraday Electricity Markets." In Network Games, Control and Optimization, 294–305. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-87473-5_26.

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Conference papers on the topic "Formation of the price"

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Du, Li, Ya-lan Xu, and Na Bian. "Price formation and its dynamics in Dutch auctions." In EM 2011). IEEE, 2011. http://dx.doi.org/10.1109/icieem.2011.6035579.

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Zhuikov, Valerii, Ievgen Pichkalov, Ivan Boyko, and Igor Blinov. "Price formation in the energy markets of Ukraine." In 2015 IEEE 35th International Conference on Electronics and Nanotechnology (ELNANO). IEEE, 2015. http://dx.doi.org/10.1109/elnano.2015.7146953.

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Corbo, Jacomo, and David Parkes. "The price of selfish behavior in bilateral network formation." In the twenty-fourth annual ACM SIGACT-SIGOPS symposium. New York, New York, USA: ACM Press, 2005. http://dx.doi.org/10.1145/1073814.1073833.

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Chernogorova, T., L. Vulkov, Michail D. Todorov, and Christo I. Christov. "Numerical Solution of a Model Equation of Price Formation." In 1ST INTERNATIONAL CONFERENCE ON APPLICATIONS OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES. AIP, 2009. http://dx.doi.org/10.1063/1.3265345.

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Li, Lixin, Lele Yang, and Wenbo Fan. "Study on the Formation Mechanism of Commercial Housing Price." In 2016 International Conference on Civil, Transportation and Environment. Paris, France: Atlantis Press, 2016. http://dx.doi.org/10.2991/iccte-16.2016.49.

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Han, Yong, Wen Xu Tian, and Jun Xu. "Research on Transmission Cost Allocation Decomposition Modeland Transmission Price Formation Mechanism." In 2010 International Conference on E-Product E-Service and E-Entertainment (ICEEE 2010). IEEE, 2010. http://dx.doi.org/10.1109/iceee.2010.5660182.

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Morrow, Iain, and Derek Bunn. "Price formation and market power in a low carbon electricity system." In 2011 European Energy Market (EEM). IEEE, 2011. http://dx.doi.org/10.1109/eem.2011.5953126.

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Zuo, Shuting. "An Optimization Approach to the Low-Frequency Entire Train Formation with Price Discount." In 2020 IEEE 5th International Conference on Intelligent Transportation Engineering (ICITE). IEEE, 2020. http://dx.doi.org/10.1109/icite50838.2020.9231410.

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Feuerriegel, Stefan, Sebastian Felix Heitzmann, and Dirk Neumann. "Do Investors Read Too Much into News? How News Sentiment Causes Price Formation." In 2015 48th Hawaii International Conference on System Sciences (HICSS). IEEE, 2015. http://dx.doi.org/10.1109/hicss.2015.571.

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Albinali, Ali, and Carol Dahl. "The Role of Hedging and Speculation in Recent Oil Price Formation Through Futures Markets." In SPE Hydrocarbon Economics and Evaluation Symposium. Society of Petroleum Engineers, 2014. http://dx.doi.org/10.2118/169851-ms.

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Reports on the topic "Formation of the price"

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Frew, Bethany, Gordon Stephen, Jessica Lau, Robin Hytowitz, Erik Ela, Nikita Singhal, and Aaron Bloom. Impacts of Price Formation Efforts Considering High Renewable Penetration Levels and System Resource Adequacy Targets. Office of Scientific and Technical Information (OSTI), May 2020. http://dx.doi.org/10.2172/1659808.

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Severen, Christopher, and Arthur van Benthem. Formative Experiences and the Price of Gasoline. Cambridge, MA: National Bureau of Economic Research, July 2019. http://dx.doi.org/10.3386/w26091.

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Abel, Andrew. Asset Prices under Habit Formation and Catching up with the Joneses. Cambridge, MA: National Bureau of Economic Research, March 1990. http://dx.doi.org/10.3386/w3279.

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Lagutin, Andrey, and Tatyana Sidorina. SYSTEM OF FORMATION OF PROFESSIONAL AND PERSONAL SELF-GOVERNMENT AMONG CADETS OF MILITARY INSTITUTES. Science and Innovation Center Publishing House, December 2020. http://dx.doi.org/10.12731/self-government.

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Abstract:
When carrying out professional activities, officers of the VNG of the Russian Federation are often in difficult, stressful, emotionally stressful situations associated with the use of weapons as a particularly dangerous means of destruction. The right to use a weapon by an officer makes him responsible for its use. And therefore requires the officer to make a balanced optimal decision, which is associated with the risk and transience of events, and in which no mistake can be made, since the price of it can be someone's life. It is at such a moment that it is important that the officer has stable skills in making a decision on the use of weapons, and this requires skills not only in managing subordinates or the situation,but in managing himself. The complication of the military-professional activity, manifested in the need to develop the ability to quickly and accurately make command decisions, exacerbating the problem of social responsibility of an officer who has the management of unit that leads to an understanding of his singular personal and professional responsibility, as the ability to govern themselves makes it possible to achieve a positive result of the Department for the DBA. This characterizes the need for a commander to have the ability to manage himself, as a "system" that manages others. Forming skills of self-control, patience, compassion, having mastered algorithms of making managerial decisions, the cycle of implementing managerial functions, etc., a person comes to the belief: "before effectively managing others, it is necessary to learn how to manage yourself." The required level of personal and professional maturity can be formed in a person as a result of purposeful self-management, which determines the special role of professional and personal self-management in the training of future officers.
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Harun, N. T., and M. A. Wartes. Preliminary characterization of two coals from the upper Prince Creek Formation, Sagwon Bluffs, North Slope, Alaska. Alaska Division of Geological & Geophysical Surveys, November 2020. http://dx.doi.org/10.14509/30556.

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Flaig, P. P., and D. A. van der Kolk. Depositional environments of the Prince Creek Formation along the east side of the Toolik River, Sagavanirktok Quadrangle, North Slope, Alaska. Alaska Division of Geological & Geophysical Surveys, April 2015. http://dx.doi.org/10.14509/29407.

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Heal, Geoffrey. Price Uncertainty and Price-Contingent Securities. Cambridge, MA: National Bureau of Economic Research, August 2017. http://dx.doi.org/10.3386/w23723.

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Anderson, Kym, Maros Ivanic, and Will Martin. Food Price Spikes, Price Insulation and Poverty. Cambridge, MA: National Bureau of Economic Research, October 2013. http://dx.doi.org/10.3386/w19530.

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Dana, James, and Kevin Williams. Intertemporal Price Discrimination in Sequential Quantity-Price Games. Cambridge, MA: National Bureau of Economic Research, February 2020. http://dx.doi.org/10.3386/w26794.

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Stiglitz, Joseph. Addressing Climate Change through Price and Non-Price Interventions. Cambridge, MA: National Bureau of Economic Research, June 2019. http://dx.doi.org/10.3386/w25939.

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