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Monetary policy responses to COVID-19 in emerging European economies: measuring the QE announcement effects on foreign exchange markets
This paper examines the effects of quantitative easing (QE) announcements by emerging market central banks in Europe during the COVID-19 pandemic,...
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Multiple dimensions of private information in life insurance markets
A growing amount of literature has shown the unavailability of a positive correlation between insurance coverage and ex post risk, even though the...
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Bitcoin Price Prediction Using Sentiment Analysis and Empirical Mode Decomposition
Cryptocurrencies have garnered significant attention recently due to widespread investments. Additionally, researchers have increasingly turned to...
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Local Flexibility Markets and Business Models
Current energy systems are experiencing a transformation led by incentives to reduce greenhouse gas emissions and increase the share of renewable...
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SPOT: Strategies for Power Trading in Wholesale Electricity Markets
The Power Trading Agent Competition (Power TAC) simulates numerous economic multi-agent trading scenarios where brokers trade in multiple power...
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Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets
In this paper, we address the question of whether long memory, asymmetry, and fat-tails in global real estate markets volatility matter when...
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Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets
The stochastic volatility in mean (SVM) model proposed by Koopman and Uspensky (J Appl Econ 17:667–689, 2002) is revisited. This paper has two goals....
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Endowments, expectations, and the value of food safety certification: experimental evidence from fish markets in Nigeria
We study the impact of endowments and expectations on reference point formation and measure the value of food safety certification in the context of...
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Local Energy Markets: From Concepts to Reality
Local energy markets can create new societal value by offering a variety of energy services tailored to the local context and community desire. Based...
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Capital markets and the costs of climate policies
Globalization is accompanied by increasing current account imbalances. They can undermine the positive impacts of increasing international...
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Machine Learning-Based Time Series Prediction at Brazilian Stocks Exchange
This study proposes a novel method for forecasting the returns of assets comprising the Ibovespa from January 1, 2016, to December 30, 2020, by...
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The Predictive Power of Financial Stress on the Financial Markets Dynamics: Hidden Markov Model
This study investigates the predictive power of the financial stress on the dynamic of the Middle East and North Africa (MENA) financial market...
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Stock Returns Prediction Based on Implied Volatility Spread Under Network Perspective
Using 50 ETF options data from the Shanghai Stock Exchange as samples, this paper explores the predictive power of option implied volatility spread...
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Improving decisions with market information: an experiment on corporate prediction markets
We conduct a lab experiment to investigate an important corporate prediction market setting: A manager needs information about the state of a...
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LightGBM-BES-BiLSTM Carbon Price Prediction Based on Environmental Impact Factors
A carbon trading price fusion prediction model is proposed to capture the non-linear, non-stationary, multi-frequency, and other irregular...
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Changing efficiency of BRICS currency markets during the COVID-19 pandemic
This paper studies the information efficiency of BRICS currency markets during the COVID-19 pandemic using daily data spanning 3rd February 2020–31st...
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Efficiency in cryptocurrency markets: new evidence
In this paper we carried out a comprehensive study of the efficiency in the cryptocurrency markets. The markets under study are: Bitcoin, Litecoin,...
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Prophet-LSTM-BP Ensemble Carbon Trading Price Prediction Model
Accurately identifying changes in carbon trading prices can provide reasonable reference indicators for a government's macrocontrol and can also help...
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A Comprehensive Study of Market Prediction from Efficient Market Hypothesis up to Late Intelligent Market Prediction Approaches
This paper has scrutinized the process of testing market efficiency, data generation process and the feasibility of market prediction with a...
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Stock Price Prediction with Heavy-Tailed Distribution Time-Series Generation Based on WGAN-BiLSTM
Accurate stock price prediction is essential for investing in the financial market. Aiming at the problem’s accuracy, the prediction model is...
