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A theory of very short-time price change: security price drivers in times of high-frequency trading
Academic research has identified several factors that affect price movements; however, the scenario changes abruptly in the case of very short time...
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Research on Business Model and Normalization of Data Factor Trading Market
With the development of Internet technology, the data factor plays a more important role in the national economy. Researching the features of the... -
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... -
Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID-19 pandemic with fractal, chaos, and randomness: evidence from a large dataset
This study examines the market efficiency in the prices and volumes of transactions of 41 cryptocurrencies. Specifically, the correlation dimension...
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Carbon emission trading system and stock price crash risk of heavily polluting listed companies in China: based on analyst coverage mechanism
This study reveals the inconsistencies between the negative externalities of carbon emissions and the recognition condition of accounting statements....
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Multilateral Trading System and Global Trade Regulation
This chapter focuses on the evolution, modern trends, and challenges facing the multilateral trading system. This is a complex set of basic... -
FII Trading Pressure and Stock Volatility in India
Effect of trading volume on volatility has been established by research in large number of asset classes. Research in effect of trader type has... -
Novel modelling strategies for high-frequency stock trading data
Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of...
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Trading Agents for Artificial Futures Markets
Artificial markets are powerful tools for simulation-based experimental study of financial markets. The U-Mart project has studied artificial futures... -
The Trading of Carbon
This chapter explores the concept of carbon pricing, with a specific focus on the trading of carbon via emissions trading systems (ETSs). The... -
New Insights on the Trading Volume–Return Relationship: Evidence from the Three Largest Stock Exchanges
This chapter uncovers new insights on the dynamic volume–return relationship. We verify whether non-informational or informational trading can... -
Climate Policies in China: Renewable Energy Introduction and National Emissions Trading Scheme
In the context of an accelerating global decarbonization transition, China has pledged to achieve carbon neutrality by 2060. The Chinese government... -
Markets: Organisation, Trading and Efficiency
With the introduction of competition in the electricity sector, trading has become a key activity affecting most segments of the electricity sector.... -
The Trading of Electricity
After having introduced the theoretical foundations of electricity markets and some of the main design features such as marginal pricing of... -
An Overview of Implementation of P2P Energy Trading Methods on the Electric Power Systems
One of the most recent energy management technologies which enables the prosumers to participate in the market actively with the aim of increasing... -
Demand Elasticities and Volume Effects: Practical Formulas for Practitioners
To calculate the volume effects of price changes—for example, in cartel damages cases or under a total welfare standard—economic practitioners...
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Adaptive Trading System of Assets for International Cooperation in Agricultural Finance Based on Neural Network
This study explores the prediction of financial time series and adaptive trading based on deep learning neural networks so as to strengthen the...
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High Frequency and Dynamic Pairs Trading with Ant Colony Optimization
In recent years, there has been an explosion of research in metaheuristics, which provides efficient solutions that are close to optimal with lower...
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Prospects of Carbon Emissions as Bads for Trading
China's policy of building a national carbon emission trading system has attracted wide attention around the world. Is emission trading an effective...