price dynamics
Retail price dynamics and retailer heterogeneity: UK evidence
... the price changes observed in the raw data are less than one ...are price reductions or quantity promotions. Both of these aspects of price dynamics are circumvented by the use of reference ...
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Regime Switching Model on Hourly Electricity Spot Price Dynamics
... In this paper, we develop a robust two state regime-switching model with time-varying volatility for the price dynamics of the electricity spot price on the electricity market. The model is ...
9
Integrating Multiple Commodities in a Model of Stochastic Price Dynamics
... In this paper we investigate the problem of modelling multiple commodities within a single stochastic framework. This is of high relevance for any market participant being exposed to risks related to more than one ...
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To the issue of forecasting price dynamics in the property valuation
... The problems of short-, medium- and long-term forecasting price dynamics are considered. The improvement of short-term forecasting techniques based on exponential smoothing is proposed. A modified ...
6
Expectations theory and wheat price dynamics
... Then, how can the described approach to data analysis be put into practice? A simple alignment of price dynamics along the given function has been used for a while now, but it does not provide an answer to ...
7
Price Dynamics of Crude Oil in the Short and Long Term
... the price of crude oil in 2014 left no one indifferent, and motivated several researchers to analyse the nature of the relationship between the physical and the financial market of this ...Futures price ...
12
Volatility and Commodity Price Dynamics in Nigeria
... oil price on both the micro and macro sectors of the economy but have failed to look at commodities prices linkage with oil prices whilst considering the exogenous behaviour of oil ...commodity price ...
9
Feeder Cattle Price Dynamics: A Study of Price Relationships in the Beef Cattle Industry.
... I have benefitted greatly by association with many of my contemporaries at North Carolina State University, including Casey Wichman, Stephanie Riche, Jen Maki, Steve Tsang, Dallas Wood, and others who shared ideas and ...
147
The Review on the Link between Food and Oil Markets in the View of Price Dynamics
... current dynamics in oil and food markets especially for oil exporting ...the price dynamics in the two markets in recent ...on price dynamics in the two market with emphasis on crisis ...
11
The impact of affordability on house price dynamics in South Africa
... From the above it can be determined that GDP, as a primary indicator of economic growth, also plays a large role in the determination of disposable income and the subsequent spending behaviour of households. From this it ...
23
Demand and Price Dynamics within the Pharmaceutical Benefits Scheme
... Because they are relatively new drugs, all forms of the statins are still protected by patent, so the PBS has not been able to rely on competition from generic suppliers to obtain major price falls. Instead they ...
47
Price Dynamics under the Information Based Dealer Model
... Since the learning procedure has been built in our framework, one may expect that the transaction price processes have a trend. This kind of behavior would be find out, for instance, by looking at the Hurst ...
21
Equilibrium price dynamics in an overlapping generations exchange economy
... This paper is organized as follows. In section 2 we summarize the results on the McKendrick model of population dynamics that will be used along this paper. In section 3, we derive the overlapping generations ...
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U S Wage and Price Dynamics: A Limited Information Approach
... staggered price setting, if one takes as given the evolution of marginal ...joint dynamics of wages and prices and their interaction with aggregate real ...the price or on the wage-adjustment ...
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Demand and Price Dynamics in Pharmaceutical Markets: Some International Comparisons
... Once again these graphs demonstrate the tendency for brand name drug prices to rise in the USA. In Europe the price remains virtually unchanged during the period, while Canada and New Zealand recorded substantial ...
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Competitive storage and commodity price dynamics
... By contrast, autoregression of prices in the data is as pronounced at high prices as it is at low prices, so that for most of the commodities one-period-ahead p[r] ...
28
Evaluation of hydropower upgrade projects a real options approach
... electricity price dynamics for spot and forward prices are used to derive annual revenues from each investment alternative for a range of mean annual price ...the dynamics of the annual ...
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Do financial investors affect commodity prices? The case of Hard Red Winter Wheat
... Our aim is to assess empirically whether speculative financial investments have affected wheat price dynamics in recent years. In particular, we focus on Hard Red Winter (HRW) wheat price. HRW is the ...
39
Optimization and statistical methods for high frequency finance*
... price of the executed quantity and a penalty function depending on the remaining quantity to be executed at the end of the period [0, T ]. This penalty κ Φ(Q) models the excess cost induced by crossing the spread ...
10
Mean Reverting Stochastic Processes, Evaluation of Forward Prices and Interest Rates
... We consider mean-reverting stochastic processes and build self-consistent models for forward price dynamics and some applications in power industries. These models are built using the ideas and equations of ...
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