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Predicting the Price Index for Jewelry and Jewelry Products : 2009 to 2016

Kitov, Ivan - 2009

It was demonstrated that jewelry and jewelry products price can be predicted at a several year horizon. The prediction consists of three steps. First, we show that the difference between producer price index and the index for jewelry and jewelry products is characterized by the presence of...

Persistent link: https://www.econbiz.de/10013159231

The New South-African Volatility Index : New SAVI

Kotze, Antonie - 2013

In 2007, the SAVI was launched as an index designed to measure the market's expectation of the 3-month market volatility. The SAVI soon became the benchmark for measuring the market sentiment, and in this light can be thought of as a market “fear” index.Two years later, in 2009 the...

Persistent link: https://www.econbiz.de/10013088844

Multivariate Continuous-Time Modeling of Wind Indexes and Hedging of Wind Risk

Benth, Fred Espen - 2019

With the introduction of the exchange-traded German wind power futures, opportunities for German wind power producers to hedge their volumetric risk are present. We propose two continuous-time multivariate models for the wind power utilization at different wind sites, and discuss the properties...

Persistent link: https://www.econbiz.de/10012858036

Dynamic indexing and allocation : do they dominate simple static indexing?

McCarthy, Joseph E.; Tower, Edward - 2020

Andrew Lo in his book, Adaptive Markets, advocates an investment product that he names a “dynamic index.” He has facilitated the operation of a variant of this dynamic indexation, “dynamic allocation,” by founding a company, AlphaSimplex. Another dynamic investment is GMO’s Benchmark...

Persistent link: https://www.econbiz.de/10012607002

How much does formula vs. chaining matter for a cost-of-living index? : the CPI-U vs. the C-CPI-U

Kurtzon, Gregory - 2017

Persistent link: https://www.econbiz.de/10011737261

How much does formula versus chaining matter for a cost-of-living index? : the CPI-U versus the C-CPI-U

Kurtzon, Gregory - In: Economic inquiry 60 (2022) 2, pp. 645-667

Persistent link: https://www.econbiz.de/10013168170

Modernizing price measurement and evaluating recent critiques of the consumer price index

Sichel, Daniel E.; Mackie, Christopher D. - 2025

The consumer price index (CPI) plays a critical role in measuring inflation. Recent inflation trends, however, have … raised questions about its accuracy. This paper evaluates several of these critiques, including that the CPI fails to keep up … with rapid changes in consumer expenditure patterns; that its methodology is out of date; that the CPI does not correctly …

Persistent link: https://www.econbiz.de/10015209696

Consistent aggregation with superlative and other price indices

Auer, Ludwig von; Wengenroth, Jochen - 2019

Various fields of economic analysis (e.g., growth and productivity) and economic policy (e.g., monetary and social policy) rely on accurate measures of price change. Unfortunately, the price index formulae that most price statisticians consider as particularly accurate - the superlative indices...

Persistent link: https://www.econbiz.de/10012012496

The relationship of liquid money and selected price indices in the USA

Černohorský, Jan - In: International journal of monetary economics and finance … 14 (2021) 1, pp. 69-90

Persistent link: https://www.econbiz.de/10012515378

Retrospective computations of price index numbers : theory and application

Auer, Ludwig von; Shumskikh, Alena - In: Review of income and wealth 70 (2024) 1, pp. 60-79

Persistent link: https://www.econbiz.de/10014536088