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  • Search: subject:"Intermittence"
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Year of publication
Subject
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intermittence 2 Feedback trading 1 Financial stability 1 Intermittence 1 Power law 1 Price impact 1 behavioural economics 1 experience-weighted attractions (EWA) 1 libéralisation 1 marchés électriques 1 production technology 1 spot markets 1 énergie renouvelable 1 éolien 1
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Online availability
All
Free 3
Type of publication
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Book / Working Paper 3
Language
All
English 1 French 1 Undetermined 1
Author
All
Banal-Estanol, Albert 1 Finon, Dominique 1 Lamy, Marie-Laure 1 Menanteau, Philippe 1 Micola, Augusto Ruperez 1 Tambakis, D.N. 1
Institution
All
Faculty of Economics, University of Cambridge 1 HAL 1 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 1
Published in...
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Cambridge Working Papers in Economics 1 LSF Research Working Paper Series 1 Post-Print / HAL 1
Source
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RePEc 3
Showing 1 - 3 of 3
Did you mean: subject:"intermittency" (48 results)
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Production intermittence in sport markets
Micola, Augusto Ruperez; Banal-Estanol, Albert - Luxembourg School of Finance, Faculté de droit, … - 2011
This paper analyses the influence of production intermittence on spot markets. We use both game theory and an … firms are risk-neutral and risk-averse, and also under different intermittence and ownership configurations.Replacing high …
Persistent link: https://www.econbiz.de/10010900076
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Feedback Trading and Intermittent Market Turbulence
Tambakis, D.N. - Faculty of Economics, University of Cambridge - 2008
This paper studies the potential for complex asset return dynamics in a high-frequency, non-fundamental feedback trading model. Price adjustment is driven by the time-varying price impact of net orderflow. In tranquil times feedback trading has no impact on the price level. Given feedback...
Persistent link: https://www.econbiz.de/10005783822
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Cover Image
L'intégration de la production intermittente dans les marchés électriques libéralisés : des surcoûts techniques aux pénalités économiques imposées par les règles de fonctionnement des marchés
Menanteau, Philippe; Finon, Dominique; Lamy, Marie-Laure - HAL - 2004
nature des problèmes techniques posés par l'intermittence et les surcoûts qui en résultent, puis analysent l'origine des …
Persistent link: https://www.econbiz.de/10008791930
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