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Lotte de Jong, Gert Jan Veldwisch, Lieke Anna Melsen and Rutgerd Boelens
In the field of climate change adaptation, the future matters. River futures influence the way adaptation projects are implemented in rivers. In this paper, we challenge the ways in which dominant paradigms and expert claims monopolise the truth concerni...
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Marek Vochozka, Svatopluk Janek and Zuzana Rowland
The research goal presented in this paper was to determine the strength of the relationship between the price of coffee traded on ICE Futures US and Consumer Price Indices in the major urban agglomerations of the United States?New York, Chicago, and Los ...
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Anh Thi Kim Nguyen, Loc Dong Truong and H. Swint Friday
This study employs OLS, GARCH and EGARCH regression models to test the expiration-day effects of index stock futures on market returns, volatility and trading volume for the Ho Chi Minh Stock Exchange (HOSE). Data used in this study is from a daily retur...
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Anna Szczepanska-Przekota
Mutual interactions between the agricultural commodities futures market and the spot market are some of the most important relationships that can be observed between the financial market and the real economy. The process of the flow of price impulses bet...
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Algirdas Justinas Staugaitis and Bernardas Vaznonis
Motivated by increased agricultural commodity price volatility and surges during the past decade, we investigated whether financial speculation is to blame. The aim of this paper is to build on prior research about to what extent and in which ways financ...
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Shangkun Deng, Yingke Zhu, Xiaoru Huang, Shuangyang Duan and Zhe Fu
Futures price-movement-direction forecasting has always been a significant and challenging subject in the financial market. In this paper, we propose a combination approach that integrates the XGBoost (eXtreme Gradient Boosting), SMOTE (Synthetic Minorit...
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Hülya Yilmaz,Bülent Ilhan
Pág. 26 - 38
This paper investigates the dynamic relationship between the stock market index and a set of macroeconomic variables in four emerging countries. The dependent variable measures monthly stock exchange points of respective markets from January 2010 to Marc...
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Markus Arlindo Monteiro, Bennie Grové and Nicolette Matthews
Grain marketing is complex because important decisions are made on the timing of sales and the quantities sold at every trading activity. The literature suggest various grain-hedging strategies, however these strategies are not adaptable to changing mark...
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Alexandre Aidov and Olesya Lobanova
Prior studies that examine the relation between market depth and bid?ask spread are often limited to the first level of the limit order book. However, the full limit order book provides important information beyond the first level about the depth and spr...
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Julien Chevallier, Dominique Guégan and Stéphane Goutte
This paper focuses on forecasting the price of Bitcoin, motivated by its market growth and the recent interest of market participants and academics. We deploy six machine learning algorithms (e.g., Artificial Neural Network, Support Vector Machine, Rando...
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