Spot market
Gravitational Search Algorithm for Bidding Strategy in Uniform Price Spot Market
... [2] A. K. David, "Competitive bidding in electricity supply," in IEE Proceedings C - Generation, Transmission and Distribution, vol. 140, no. 5, pp. 421-426, Sept. 1993. [3] Haili Song, Chen-Ching Liu and J. ...
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The Empirical Study about Introduction of Stock Index Futures on the Volatility of Spot Market
... CSI 300 index futures launch date just over three years, the research scholars are mostly simulation-based trans- action data, and conclusions vary. Therefore, this paper by choosing real transaction data were ...
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Stock Futures Introduction & Its Impact on Indian Spot Market
... This study is set about to understand the impact of stock futures introduction on the Indian spot market. We consider a small sample of 20 scrips, segregated as small and large caps, listed on NSE for the ...
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A theoretical model of collusion and regulation in an electricity spot market
... electricity spot marker, we have Green and Newbery (1992), who present a similar model for the British electricity spot ...a market- clearing price, which varies with ...the market power in ...
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Intraday Lead/Lag Relationships between the Futures and Spot Market
... whether spot and futures markets are playing an important role in the assimilation of information and price discovery in the Indian stock ...the spot and futures markets in case of 30 securities and one ...
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Empirical Analysis of the Spot Market Implications of Price-Responsive Demand
... In other words, market-clearing prices and quantities are estimated using various supply curves in order to quantify the level of responsiveness necessary to achieve a given price reduct[r] ...
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The behaviour of reactive power marginal prices in an electricity spot market
... A pq-TYPE DISPATCH BASED PRICING MODEL 7.1 Introduction 7.2 The pq Pricing Model i2.1 The Formulations 7.2.2 Interpretation Experiments 7.3 Application: An Unconstrained Dispatch 7.3.1 T[r] ...
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Price Discovery and Volatility Spillovers in Indian Spot Futures Commodity Market
... commodity spot and futures markets in India. The essence of spot and futures market volatility in price discovery functions hinges on whether new information is first reflected in futures ...
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Empirical evidences on price discovery of gold in spot and derivative market of India
... test. Market efficiency implies cointegration because the same factors that determine the future spot price are reflected in the current futures price, so the two should not drift apart (Beck S ...in ...
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Index Future Trading, Spot Volatility And Market Efficiency
... futures market increases cash market ...stock market volatility is not related to either the existence of, or the level of activity in the stock index futures ...and spot market jump ...
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Modeling Electricity Markets as Two Stage Capacity Constrained Price Competition Games under Uncertainty
... Due to the stylized nature of the model, in order to apply it to real-world data, a series of assumptions and conventions need to be made. These involve mainly the period the model is examining, assumed here to be ...
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Onshore and offshore market for Indian Rupee: recent evidence on volatility and shock spillover
... (NDF) market does not have mean spillover impact on onshore spot, forward and futures market while shocks and volatilities in NDF market influence the onshore ...to spot market, ...
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Siegert, Caspar (2012): Essays on financial economics and the cost of incentives. Dissertation, LMU München: Volkswirtschaftliche Fakultät
... a market breakdown can impose considerable costs on the economy: Either asymmetric information does indeed lead to a freeze of the spot market and prevents the best projects from being set up at a ...
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Volatility and Commodity Price Dynamics in Nigeria
... current spot transactions have their origin in the first and second oil ...crises. Spot transactions are mainly conducted by telephone or computer network between two ...OTC market as opposed to an ...
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Ruderer, Dominik (2012): The impact of market regulation on investment and innovation. Dissertation, LMU München: Volkswirtschaftliche Fakultät
... simultaneous market clearing (‘locational marginal pricing’), where separate spot market prices exist at the different nodes in the ...the spot market prices at the two ends of the ...
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Choosing a transport contract over multiple periods
... There are N games to be played if no contract is ever broken, N being a finite number representing the long term decision planning horizon. At the end of the N games, both players recover their ‘liberty’ to trade with ...
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Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets
... futures market dominated by the spot market can exist if all investors are risk ...futures market is a cheaper vehicle for hedging the risk associated with future portfolio rebalancing between ...
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The energy situation in the Community: situation 1973, forecasts 1974
... Although the price rises recorded on the spot market for motor gasolines and the increases in the cost of crude oil were only weakly reflected in internal market prices for liquid fuels,[r] ...
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Relationship Between Spot & Future Closing Prices With Reference To Stock & Index Futures Of Nifty 50 On NSE In India
... on spot market volatility, particularly the effect of equity derivatives introduction on spot market volatility in Indian stock market by using daily returns of seventy three companies ...
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On modelling the electricity futures curve
... and spot prices alter ...influences spot prices, especially in countries with a large hydro-electric production ...base spot price jumped to € ...current spot market ...and spot ...
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