Short-term electricity price forecasting has received considerable attention in recent years. Despite this increased interest, the literature lacks a concrete consensus on the most suitable forecasting approach. We conduct an extensive empirical analysis to evaluate the short-term price...

We propose and test a methodological framework to examine the relation between mutual fund fees and return predictability. Gil-Bazo and Ruiz-Verdu (2009) drew attention to the puzzling fact that funds with worse before-fee performance charge higher fees. We make another contribution to the...

Short-term electricity price forecasting has received considerable attention in recent years. Despite this increased interest, the literature lacks a concrete consensus on the most suitable forecasting approach. This study reports an extensive empirical analysis that we conducted to evaluate the...

In the aftermath of the global financial crisis and on-going COVID-19, investors face challenges in understanding price dynamics across assets. In this paper, we explore the applicability of a large scale comparison of machine learning algorithms (MLA) to predict mid-price movement for Bitcoin...