Prices - Methods
Calculation of Option Prices using Methods of Spectral Analysis Вычисление цен опционов методами спектрального анализа
... У статті розроблено систематичний метод обчислення наближеної ціни для широкого класу цінних паперів за допомогою інструментів спек- трального аналізу, сингулярної та регулярної хвильово[r] ...
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Forecasting electricity prices
... electricity prices, and particularly price spikes, are influenced heavily by a wide range of factors ...forecasting methods have been recently proposed to counter the above-mentioned problems ...these ...
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Factors influencing hotels’ online prices
... 6 applying the model to new input data for prediction of an outcome, these models can also be used to obtain explanatory knowledge, by understanding how the model was conceived when it acquired knowledge from the data ...
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Energy prices forecasting using GLM
... available methods, analyzing their strengths and ...such methods in four cate- gories: multi-agent models, fundamental models, reduced-form models, statistical models and computational intelligence ...
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Social media impact on stock prices
... difference!between!the!sum!of!positive!and!negative!keywords.!This!tends!to!be!very!limited! and!potentially!combining!multiple!words,!emoticons!and/!or!parts!of!speech!most!likely!will! ...
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Modelling and forecasting brent prices
... In Chapter 4 we present the empirical results. We start by introducing our time series, and two data sets are analysed: the daily and monthly Brent prices. We use data from the beginning of January 2000 until the ...
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Forecasting house prices using dynamic model averaging
... averaging solution seems now compelling if one considers different sets of predictors as separate models and compute the weighted average of all possible combinations of predictors. The challenge here is that the weights ...
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CHARCOAL PRICES IN MINAS GERAIS
... statistical methods, even if their analytical and/or statistical representations are unknown, provided there is an underlying relationship between data (CASTRO, ...
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Forecasting bitcoin prices: ARIMA vs LSTM
... 13 This cryptocurrency was specifically designed for fast transactions at low costs as said by Nakamoto (2008). A low-cost transaction is possible because there is no-single party intermediary. “Users have full control ...
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Term structure movements implicit in Asian option prices
... Geman and Yor (1993) use the theory of Bessel processes to price asian options under a Cox et al. (CIR, 1985) process. Longstaff (1995) adopt the Vasicek (1977) model to analyze properties of options on average interest ...
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The impact of exhaustibility on commodity prices
... which this rate exceeds the risk-free alternative depends on the specific nature of the commodity examined. My initial intuitive guess regarding exhaustibility was that a commodity with decreasing level of reserves would ...
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Reinsurance in Brazil: what happened to prices?
... To compare the price of reinsurance across markets the widely available Combined ratio and its two underlying components Loss ratio and Expense ratio were used. Besides being widely available, these ratios provide ...
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Accuracy of european stock target prices
... One of the limitations of our analysis is the fact we rely on Bloomberg consensus 12-month market prices that are averages of individual analysts forecasts. It could be, a concrete analyst would perform much ...
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Economical plans effects on charcoal prices
... On January 20, 1987, a payment suspension of the services of the foreign debt was announced (economic moratorium), provoking widespread price increase. The inflation increase accelerates, and the population lost the ...
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Concentrated ownership and equilibrium asset prices
... kets and choose whether to hedge any excess exposure to aggregate risk. To my knowledge of the literature, little evidence supports that agents engage in such shorting of aggregate risk. This lack of hedging might be due ...
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The recent rise of commodities prices.
... Além do crescimento econômico doméstico, outros fatores contribuem para explicar o aumento das importações de commodities agrícolas e metálicas pela China após 2001, dentre os quais seu [r] ...
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The Institutional Investor Impact on Stock Prices
... Além do retorno da ação no mês seguinte, o modelo foi aplicado também para os retornos dos próximos três, seis, doze, dezoito e vinte e quatro meses, com o intuito de observar o poder [r] ...
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How earnings announcement impact Faang stock prices?
... stock prices after earnings announcements do not adjust as quickly as expected by the efficient market hypothesis (EMH), allowing investors to profit on the margin generated in between market ...
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Unfair agricultural prices cause hunger and resources dilapidation
... Currently, institutions like the World Trade Organization (WTO) and the World Bank play a crucial role trying to establish some rules for the global economy. In these organizations, small farmers are usually left out of ...
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Measuring core inflation as the common trend of prices
... Our main results are: (i) the trimmed and smoothed estimator produces the best measure of core inflation for our data set; (ii) smoothing by itself does contribute to th[r] ...
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