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Trading Pricing Model
Pricing is an important component of trading decision-making. Through pricing, trading agents aim to achieve their decision-making goal of maximizing... -
Marginal pricing equilibrium with externalities in Riesz spaces
The purpose of this paper is to prove the existence of a marginal pricing economic equilibrium in presence of increasing returns and externalities in...
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Equilibrium asset pricing with short rate risk
I study the exact percentage price reaction (in absolute value) to changes in the short rate for long-lived assets in a tractable long-run risk...
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InterFuel Competition as a Factor in the Evolution of Natural Gas Pricing in Europe
AbstractThe exceptionally high volatility of exchange prices on European trading floors reduces the investment attractiveness of the gas industry....
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Pricing in firm-to-firm trade: evidence from a Danish multinational
We study pricing decisions in firm-to-firm trade. Using novel detailed transaction-level data from a Danish multinational firm, we uncover...
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Location and Price Competition on a Uniform Path with Different Pricing Policies
This paper models duopolistic competition between an online retailer and a physical store retailer with the online retailer modelled as a firm with...
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Put–call parity and generalized neo-additive pricing rules
We study price formulas suited for empirical research in financial markets in which put–call parity is satisfied. We find a connection between risk...
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Offering Method and Pricing of IPOs: An Analysis of Stock IPOs in the Netherlands, 1918–1939
Research into the benefits of underwritten issues has been conducted primarily in settings that exhibit information asymmetries between issuing...
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Asset pricing under smooth ambiguity in continuous time
We study asset pricing implications of a revealing and tractable formulation of smooth ambiguity investor preferences in a continuous-time...
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Consumption and Portfolio Rules
In this chapter we study the portfolio choices of risk-averse individuals. We assume that there are n-risky assets and one risk-free asset. From the... -
How Does State-Level Carbon Pricing in the United States Affect Industrial Competitiveness?
Pricing carbon emissions from an individual jurisdiction may harm the competitiveness of local firms, causing the leakage of emissions and economic...
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A critical analysis of economic substance rules of Mauritius: a comparative study with Cayman Islands
Various low-tax jurisdictions including Mauritius, have been often accused of usur** the just share of taxes of other countries. Given the adverse...
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Tax havens and cross-border licensing with transfer pricing regulation
Multinational enterprises (MNEs) have incentive to reduce tax payment through transfer pricing. The incentive is stronger when MNEs own intangibles,...
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Tariff elimination versus tax avoidance: free trade agreements and transfer pricing
We explore the new roles of rules of origin (ROO) when multinational enterprises (MNEs) manipulate their transfer prices to avoid a high corporate...
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Public Pricing and Oligopolistic Market
In this chapter, we analyze the characteristics of public pricing for firms in an oligopolistic market. We demonstrate that unlike the pricing for... -
Carbon Pricing Mechanism for Carbon Peaking and Carbon Neutrality
Of the various policies and campaigns to tackle climate change and reduce greenhouse gas emissions, the carbon pricing mechanism is a type of fiscal... -
Is real-time pricing smart for consumers?
We examine the effects of real-time pricing on welfare and consumer surplus in electricity markets. We model consumers on real-time pricing who...
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Asset pricing in the Brazilian financial market: five-factor GAMLSS modeling
We model asset prices in Brazil using the five-factor asset pricing model. We show that Gaussian regression models fail to capture the full data...
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Machine Learning for Asset Pricing
This chapter reviews the growing literature that describes machine learning applications in the field of asset pricing. In doing so, it focuses on... -
Public Finance, Fiscal Rules and Public–Private Partnerships: Lessons for Post-COVID-19 Investment Plans
We explore the distribution of public–private partnerships (PPPs) among the European Union countries, with a special focus on fiscal rules and...