Showing 1 - 10 of 709
which takes into accountchanges in export and domestic demand and market clearing price. It optimizes the supply of … already have significant income effects to agriculturalproducers. We simulated effects of pig meat export bans of different … degrees due to livestockepidemics. Full closure of export markets for six months cost pig sector €21 million. …
Persistent link: https://www.econbiz.de/10009443254
pricing model on price and payoff autocorrelations. We obtain the approximations of the basic pricing equation that describe … the mean price “to-day,” mean payoff “next-day,” price and payoff volatilities, and price and payoff autocorrelations. The …
Persistent link: https://www.econbiz.de/10015213294
Russian: Основы использования ИКТ в Сербии уже заложены, но электронный бизнес-процесс пока не сильно развит. Системных исследований влияния Интернета и ИКТ на...
Persistent link: https://www.econbiz.de/10015213485
linear and quadratic Taylor approximations, we derive new expressions for the mean price, mean payoff, volatility, skewness …, and the asset’s amount that define the maximum of the investor’s utility. We discuss the market-based origin of price … probability. We use volume weighted average price (VWAP) as a market-based average price and introduce market-based price …
Persistent link: https://www.econbiz.de/10015213835
evaluate substitutability and price sensitivity. However, these models face limitations, including challenges with endogeneity …
Persistent link: https://www.econbiz.de/10015214272
This paper describes the dependence of market-based statistical moments of returns on statistical moments and correlations of the current and past trade values. We use Markowitz’s definition of value weighted return of a portfolio as the definition of market-based average return of trades...
Persistent link: https://www.econbiz.de/10015214629
Peer-to-peer lending platforms are increasingly important alternatives to traditional forms of credit intermediation for small value loans. There are high hopes that they improve financial inclusion and provide better terms for borrowers. To study these hopes, we introduce altruistic investors...
Persistent link: https://www.econbiz.de/10015215073
hypothesises on the properties of the ’correct’ price pattern which translates accurately the underlying moves in the supply …/demand balance and the nominal price, then mathematical measures were derived allowing to estimate the efficiency of a given trading …
Persistent link: https://www.econbiz.de/10015215371
This aim of this paper is twofold. First it examines the determinants of acquisitions and divestitures of Dutch firms in the period 1996-2004. Second, it investigates the impact of acquisitions and divestitures on the firm’s innovative output performance. An econometric model is specified and...
Persistent link: https://www.econbiz.de/10015215699
support our previous findings for such principal categories as energy, food, housing, etc. One should return to relative price …
Persistent link: https://www.econbiz.de/10015215770