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Nika Nizharadze, Arash Farokhi Soofi and Saeed Manshadi
Predicting the price gap between the day-ahead Market (DAM) and the real-time Market (RTM) plays a vital role in the convergence bidding mechanism of Independent System Operators (ISOs) in wholesale electricity markets. This paper presents a model to pre...
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Davide Bilò, Luciano Gualà, Stefano Leucci and Guido Proietti
Network creation games have been extensively used as mathematical models to capture the key aspects of the decentralized process that leads to the formation of interconnected communication networks by selfish agents. In these games, each user of the netw...
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Cristina Viegas and José Azevedo-Pereira
This study develops a quasi-closed-form solution for the valuation of an American put option and the critical price of the underlying asset. This is an important area of research both because of a large number of transactions for American put options on ...
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Memet Agustiar,Fariastuti Djafar,Afrizal Afrizal
Pág. 51 - 56
This paper constructs an Optimum Currency Area (OCA) Index by using the gold price as a nominal anchor and substitute for the US Dollar. The use of gold Dinar is in line with the spirit for implementing Sunnah money (gold Dinar). The method used for esti...
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Faik Bilgili
Pág. 933 - 941
This paper explores relative price convergence for 18 cities in Turkey. The convergence implies stationarity in the long run. Henceforth, to observe whether price convergence occurs or not, this study conducts unit root tests following Lee and Strazicich...
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Han-Ching Huang,Yong-Chern Su,Tze-Yi Lin
Pág. 756 - 764
This study investigates commercial bank market efficiency in financial crisis. We employ a time-varying GARCH model because volatility matters in financial crisis. The empirical results show a significant positive relation between contemporaneous order i...
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Shishir Kumar Gujrati
Stock markets are always taken as the barometer of the economy. The price movement of their indicesreflects every ups and downs of the economy. Although seem to be random, these price movements dofollow a certain track which can be identified using appro...
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Heng Jiang, Chunlu Liu
Pág. 18 - 30
The linkages among different construction markets have recently attracted much attention from construction economists. The interactions among regional construction markets have been discussed in a few studies, most of which have been carried out by using...
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Stuart Rosenberg, Patrick O?Halloran
Oligopolistic markets are known to be associated with a high degree of price and output rigidity. This is due to mutual interdependencies among firms in the market with regard to price and production. The primary objective of this research is to use a bu...
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Han-Ching Huang,Yong-Chern Su,Chun-Chi Shih
Pág. 591 - 601
This study investigates the convergence process toward efficiency of daily top losers. We find that significance of order imbalance coefficients decreases with increasing time interval, indicating evidences on convergence to market efficiency. A time-var...
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