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Year of publication
Subject
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Spot market 853 Spotmarkt 820 Volatility 258 Volatilität 258 Derivat 243 Derivative 243 Rohstoffderivat 224 Commodity derivative 223 Electricity price 191 Strompreis 191 Theorie 144 Theory 144 Elektrizitätswirtschaft 143 Electric power industry 141 Estimation 106 Schätzung 106 ARCH model 95 ARCH-Modell 95 Energiemarkt 93 Energy market 93 Börsenkurs 88 India 88 Indien 88 Share price 88 Warenbörse 88 Commodity exchange 86 spot market 82 Oil price 79 Ölpreis 79 Electricity 76 Welt 73 World 73 Forecasting model 71 Prognoseverfahren 71 Elektrizität 67 USA 66 Cointegration 65 United States 64 Kointegration 63 Futures 56
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Online availability
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Free 372 Undetermined 226
Type of publication
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Article 516 Book / Working Paper 420 Other 12
Type of publication (narrower categories)
All
Article in journal 462 Aufsatz in Zeitschrift 462 Graue Literatur 163 Non-commercial literature 163 Working Paper 161 Arbeitspapier 154 Aufsatz im Buch 33 Book section 33 Hochschulschrift 21 Thesis 17 Conference paper 4 Konferenzbeitrag 4 Collection of articles of several authors 3 Sammelwerk 3 Case study 2 Collection of articles written by one author 2 Fallstudie 2 Sammlung 2 Article 1 Aufsatzsammlung 1 Congress Report 1 Forschungsbericht 1 Market information 1 Marktinformation 1 Report 1
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Language
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English 862 Undetermined 69 German 14 Spanish 4
Author
All
McAleer, Michael 47 Chang, Chia-Lin 23 Weron, Rafał 13 Trück, Stefan 12 Inderfurth, Karl 11 Benth, Fred Espen 10 Hooi Hooi Lean 10 Wong, Wing Keung 10 Lean, Hooi Hooi 8 Wong, Wing-Keung 8 Eijkel, Remco van 7 Kelle, Peter 7 Bunn, Derek W. 6 Hurn, Stan 6 Ito, Koichiro 6 Kilian, Lutz 6 Kleber, Rainer 6 Nowotarski, Jakub 6 Reguant, Mar 6 Tansuchat, Roengchai 6 Willems, Bert 6 Xing, Wei 6 Adamopoulou, Effrosyni 5 Christiano, Lawrence J. 5 Dungey, Mardi H. 5 Furió, Dolores 5 Hvozdyk, Lyudmyla 5 Janczura, Joanna 5 Joshi, Medha Shriram 5 Leduc, Sylvain 5 Ma, Shanshan 5 Moran, Kevin 5 Pradhan, Kailash Chandra 5 Srinivasan, P. 5 Vigfusson, Robert J. 5 Wang, Shouyang 5 Weron, Rafal 5 Zhao, Xuan 5 Bohl, Martin T. 4 Cartea, Álvaro 4
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Institution
All
International Energy Agency 19 International Monetary Fund (IMF) 18 Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg 4 International Monetary Fund 4 Department of Economics and Finance, College of Business and Economics 3 Department of Economics, University of Warwick 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 C.E.P.R. Discussion Papers 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 Erasmus University Rotterdam, Econometric Institute 2 National Bureau of Economic Research 2 Tinbergen Instituut 2 University of Toronto, Department of Economics 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Agricultural and Applied Economics Association - AAEA 1 CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC) 1 CESifo 1 EERC Research Network, Russia and CIS 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Fraunhofer IRB-Verlag 1 Fraunhofer-Institut für Techno- und Wirtschaftsmathematik 1 HAL 1 IESE Business School, Universidad de Navarra 1 Institute of Economic Research, Kyoto University 1 Nationalekonomiska institutionen, Handelshögskolan 1 Shaker Verlag 1 Technische Universität Kaiserslautern 1 Tinbergen Institute 1 University of Canterbury / Dept. of Economics and Finance 1 Österreichisches Institut für Wirtschaftsforschung 1
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Published in...
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Energy economics 73 The journal of futures markets 27 IEA Energy Prices and Taxes Statistics 17 Econometric Institute research papers 16 Discussion paper / Tinbergen Institute 12 International Journal of Energy Economics and Policy : IJEEP 12 IMF Working Papers 11 Economic modelling 10 Journal of banking & finance 10 Applied economics 9 International journal of forecasting 9 The energy journal 9 European journal of operational research : EJOR 7 International review of economics & finance : IREF 7 Working paper 7 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 6 Energy policy 6 Working paper / National Bureau of Economic Research, Inc. 6 Working paper series 6 Finance India : the quarterly journal of Indian Institute of Finance 5 Management science : journal of the Institute for Operations Research and the Management Sciences 5 CREATES research paper 4 Discussion paper / Centre for Economic Policy Research 4 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 FEMM Working Papers 4 Finance research letters 4 IMF Staff Country Reports 4 International journal of industrial organization 4 SSE/EFI Working Paper Series in Economics and Finance 4 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 4 The IUP journal of applied finance : IJAF 4 The journal of energy markets 4 Working Papers in Economics 4 Birkbeck working papers in economics and finance : BWPEF 3 CAGE Online Working Paper Series 3 Cambridge working papers in economics 3 Econometric Institute Research Papers 3 Emerging markets, finance and trade : EMFT 3 Global finance journal 3 International journal of energy sector management : IJESM 3
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Source
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ECONIS (ZBW) 853 RePEc 72 BASE 15 EconStor 8
Showing 1 - 50 of 948
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HFTs and dealer banks : liquidity and price discovery in fx trading
Huang, Wenqian; O'Neill, Peter; Ranaldo, Angelo; Yu, Shihao - 2023
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Asymmetric spot‐futures prices adjustments in Quebec grain markets
Singbo, Alphonse G.; Sossou, Dislène Senan - 2023
Persistent link: https://ebtypo.dmz1.zbw/10014248519
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Reconciliaciones y estrategias de oferta en el mercado mayorista de electricidad de Colombia
Carabalí, Jaime; Pérez, Alex; Meneses Cerón, Luis Ángel - In: Revista de métodos cuantitativos para la economía y … 35 (2023), pp. 57-79
In this paper, we study the relationship between reconciliations in the Colombian electricity market and the bid prices by firms on the spot market. In this work,we propose a model of behavior of the firm to elaborate theoretical predictions about the relationship between the reconciliations and...
Persistent link: https://ebtypo.dmz1.zbw/10014340297
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Supply chain decisions and coordination in the presence of an imperfect spot market
Xu, Jinpeng; Feng, Gengzhong; Chin, Kwai Sang; Jiang, Wei - In: Journal of management science and engineering 8 (2023) 1, pp. 32-48
This study considers a supply chain consisting of a commodity supplier and a final product manufacturer with uncertain demand. In addition to purchasing from the supplier through a forward contract, the manufacturer can adjust their inventory by trading the commodity in an online spot market...
Persistent link: https://ebtypo.dmz1.zbw/10014315806
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A GARCH model to understand the volatility of the electricity spot price in Brazil
Leite, André Luis da Silva; Lima, Marcus Vinicius … - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 5, pp. 332-338
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Research on truckload transportation procurement : a review, framework, and future research agenda
Acocella, Angela; Caplice, Chris - In: Journal of business logistics 44 (2023) 2, pp. 228-256
Persistent link: https://ebtypo.dmz1.zbw/10014302276
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Examining Bitcoin Price Volatility Transmission between Spot and Futures Markets
Apostolakis, George - 2023
This paper examines volatility transmission between the spot and futures bitcoin markets. We use daily series over a sampling period that spans from December 2017 to September 2022. We examine several events that spread severe risk in cryptomarkets, such as the COVID-19 pandemic in 2020,...
Persistent link: https://ebtypo.dmz1.zbw/10014351390
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Volatility spillovers and carbon price in the Nordic wholesale electricity markets
Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - 2023
Persistent link: https://ebtypo.dmz1.zbw/10014431002
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Volatility spillovers and carbon price in the Nordic wholesale electricity markets
Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - 2023
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Step-ahead spot price densities using daily synchronously reported prices and wind forecasts
Solibakke, Per Bjarte - In: Journal of forecasting 41 (2022) 1, pp. 17-42
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Caracterización del mercado de contado y forward peso-dólar en Colombia: un análisis de la microestructura del mercado durante el periodo 2013 a 2020
Ariza-Murillo, Sara; Barreto-Ramírez, Ittza Alejandra; … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013330879
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The impact of derivatives on spot markets : evidence from the introduction of bitcoin futures contracts
Augustin, Patrick; Rubtsov, Alexey; Shin, Donghwa - 2022 - This draft: June 30, 2022
Cryptocurrencies provide a unique opportunity to identify how derivatives impact spot markets. They are fully fungible, trade across multiple spot exchanges at different prices, and futures contracts were selectively introduced on bitcoin (BTC) exchange rates against the USD in December 2017....
Persistent link: https://ebtypo.dmz1.zbw/10013332292
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Suitable Price Discovery Measurement of Bitcoin Spot and Futures Markets
Robertson, Kevin; Zhang, Jiani - 2022
Derivatives are playing an increasing role within the trading ecosystem of Bitcoin markets. This includes futures that are traded on US regulated exchanges like the Chicago Mercantile Exchange (CME) and unregulated exchanges like Binance. Prior research on which bitcoin markets lead in price...
Persistent link: https://ebtypo.dmz1.zbw/10013307968
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Insuring a Retail Electric Provider's Risk Exposure to Spot Market Price Spikes : Texas
Woo, Chi-Keung; Zarnikau, Jay; Tishler, Asher; Cao, Kang Hua - 2022
Motivated by the relatively infrequent but very large price spikes in the day-ahead and real-time energy markets operated by the Electric Reliability Council of Texas, this paper proposes an insurance that a retail electric provider (REP) may buy to mitigate financial insolvency caused by...
Persistent link: https://ebtypo.dmz1.zbw/10013299422
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Investigating the volatility spillover effect between derivative markets and spot markets via the wavelets : the case of Borsa İstanbul
Gürbüz, Süleyman; Şahbaz, Ahmet - In: Borsa Istanbul Review 22 (2022) 2, pp. 321-331
Using data from the Borsa İstanbul (BIST), this study analyzes whether derivatives market operations have a volatility spillover effect on stock indexes using multivariate GARCH models and wavelet methods. We use the DVECH method, with variables for the daily BIST 30 index and BIST 30 index...
Persistent link: https://ebtypo.dmz1.zbw/10013184127
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The Equilibrium Analysis and Potential Modifications on the China Pilot Electricity Spot Market
Qu, Ying; Xiao, Yunpeng; Wang, Xiuli; Wang, Xifan; Li, … - 2022
The rapid development of the electricity industry reform in China has been witnessed in recent years, and one of the iconic achievements could be the establishment and trial operation of the electricity spot markets. However, even though the market clearing model for electric energy is identical...
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Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets
Research, Hong Kong Institute for Monetary and Financial - 2022
This working paper was written by Ka-Fai L (Hong Kong Monetary Authority), Cho-Hoi Hui (Hong Kong Monetary Authority) and Tsz-Kin Chung (Hong Kong Monetary Authority).Price disparities between the renminbi onshore deliverable forward and offshore non-deliverable forward exchange rates is an...
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The Effects of index futures trading volume on spot market volatility in a frontier market : evidence from Ho Chi Minh stock exchange
Loc Dong Truong; Friday, H. S.; Nguyen Thi Kim Anh - In: Risks : open access journal 10 (2022) 12, pp. 1-13
This analysis is the first to investigate the influence of index futures trading volume on spot market volatility for the Ho Chi Minh Stock Exchange (HOSE). The data utilized in this study are the daily VN30-Index futures contract trading volume starting at the inception date for the VN30-Index...
Persistent link: https://ebtypo.dmz1.zbw/10014230946
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Impact of Currency Futures on Spot Market Volatility in Indian Foreign Exchange Market
Patra, Dr. Govind - 2022
This work is an endeavor to explore the relationship of Lag between future & underlying market, ie. Spot in foreign exchange market of India. Only the USD/INR exchange rate is considered for the study for the presented work. This study is comprised of both analytical and empirical. The daily...
Persistent link: https://ebtypo.dmz1.zbw/10014242180
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A Testing of Lead-Lag Relationship between Nifty Spot and Futures Index Returns and Volatility
Patra, Dr. Govind; Mohapatra, S R - 2022
It has been almost a decade since the introduction of derivatives instruments in Indian bourses like Options and Futures trading replacing thereby age old Badla transactions and almost two decades since the introduction and implementation of liberalization, privatization and globalization...
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The price of anarchy in truckload transportation spot markets
Haughton, Michael; Rostami, Borzou; Espahbod, Shervin - In: EURO journal on transportation and logistics 11 (2022), pp. 1-11
A concept of relevance to spot markets for truck-based freight transportation services is the price of anarchy (PoA), which defines the performance inferiority of decentralized market mechanisms for consummating transactions (vis-à-vis centralized mechanisms). To examine this concept in the...
Persistent link: https://ebtypo.dmz1.zbw/10013502401
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State-dependent hedge strategy for crude oil spot and futures markets
Yu, Xing; Li, Yanyan; Shen, Xilin; Rao, Yunjie; Liu, Yongjun - In: Borsa Istanbul Review 22 (2022) 6, pp. 1221-1237
Relying on the hidden Markov model improved by the particle swarm optimization algorithm (PSO-HMM), we develop a dual-decision method to address the issue of state-dependent futures hedging. Our approach is attractive in two ways. First, it uses the PSO algorithm to overcome the shortcomings of...
Persistent link: https://ebtypo.dmz1.zbw/10014305943
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Do Spot Market Auction Data Help Price Discovery?
Fernandez-Perez, Adrian; Miffre, Joëlle; Tilman … - 2022
The article appraises the role of spot market auction data in the discovery process of the price of whole milk powder, whose futures contracts are cash-settled to Global Dairy Trade (GDT) auction prices. We find that price discovery in the whole milk powder market primarily takes place in the...
Persistent link: https://ebtypo.dmz1.zbw/10013406562
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Impact of the rapid expansion of renewable energy on electricity market price : using machine learning and shapley additive explanation
Shimomura, Mizue; Keeley, Alexander; Matsumoto, Ken'ichi; … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10014435123
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Competitive trading in forward and spot markets under yield uncertainty
Shao, Lusheng; Wang, Derui; Wu, Xiaole - In: Production and operations management : the flagship … 31 (2022) 9, pp. 3400-3418
Persistent link: https://ebtypo.dmz1.zbw/10013419267
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The relationship between day-ahead and futures prices in the electricity markets : an empirical analysis on Italy, France, Germany and Switzerland
Bonaldo, Cinzia; Caporin, Massimiliano; Fontini, Fulvio - 2021
Persistent link: https://ebtypo.dmz1.zbw/10013256293
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The Impacts of Futures Introduction on Spot Market Volatility : Evidence from the Bitcoin Market
Zhang, Chuanhai; Ma, Huan; ARKORFUL, GIDEON BRUCE; Peng, Zhe - 2021
The impact of Bitcoin futures introduction on the underlying Bitcoin volatility has been a controversial topic. Conflicting results had been obtained with different sample periods and methodologies. To address this debate, this study examines the impacts of Bitcoin futures trading on spot market...
Persistent link: https://ebtypo.dmz1.zbw/10013215325
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An Empirical Study on Relationship between Future and Spot Price
Basha.V, Prof. Jeelan - 2021
Gold is a chemical element with symbol Au (from Latin: aurum) and atomic number 79. In its purest form, it is a bright, slightly reddish yellow, been a valuable and highly sought long before the beginning of recorded history. The world consumption of new gold produced is about 50% in jewellery,...
Persistent link: https://ebtypo.dmz1.zbw/10013218991
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Price Discovery via Causality of Future and Spot Prices in Commodity Market in India
Dangi, Vandana - 2021
Price discovery is one of the imperative functions of commodity derivative market. Its mechanism is established by long run and causal relationship between two variables. The present treatise is an attempt to examine the price discovery mechanism of commodity market in India. This paper...
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Effect of Volatility and Causal Movement between Cotton Futures Price and Cotton Spot Price in Indian Commodity Market
S, Baranidharan; Sutha, Dr. A. Irin - 2021
This study examines the market and price behavior is the supreme problem of commodity investors and trader. The present study spotlights the price behavior/movement and market behavior/volatile in Indian agricultural commodity market (MCX). The study aims to study the volatility and caused...
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Information transmission between bitcoin derivatives and spot markets : high-frequency causality analysis with Fourier approximation
Cagli, Efe Çaglar; Mandacı, Pınar Evrım - In: Economics and Business Letters : EBL 10 (2021) 4, pp. 394-402
Persistent link: https://ebtypo.dmz1.zbw/10013169260
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Assessing China's provincial electricity spot market pilot operations : lessons from the Guangdong province
Liu, Yang; Jiang, Zhigao; Guo, Bowei - 2021
Persistent link: https://ebtypo.dmz1.zbw/10013259583
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The effect of mean-reverting processes in the pricing of options in the energy market : an arithmetic approach
Schmeck, Maren Diane; Schwerin, Stefan - In: Risks : open access journal 9 (2021) 5, pp. 1-19
In this paper we study the effect that mean-reverting components in the arithmetic dynamics of electricity spot price have on the price of a call option on a swap. Our model allows for seasonal effects, spikes, and negative values of the price of electricity. We show that for sufficiently large...
Persistent link: https://ebtypo.dmz1.zbw/10012597100
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Forecasting the Colombian electricity spot price under a functional approach
Gallón, Santiago; Barrientos, Jorge Hugo - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 2, pp. 67-74
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An Update on Speculation and Financialization in Commodity Markets
Boyd, Naomi E.; Harris, Jeffrey H.; Li, Bingxin - 2021
This paper reviews the more recent literature addressing different facets of speculation in commodity markets, including the role of speculators and the impact that financialization in recent years. While speculation and financialization can theoretically destabilize commodity markets, the...
Persistent link: https://ebtypo.dmz1.zbw/10013240211
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Futures prices are useful predictors of the spot price of crude oil
Ellwanger, Reinhard; Snudden, Stephen - In: The energy journal 44 (2023) 4, pp. 65-82
Persistent link: https://ebtypo.dmz1.zbw/10014323790
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Spot market and crude oil import costs: Crude oil spot prices (Edition 2023)
International Energy Agency - 2023
Persistent link: https://ebtypo.dmz1.zbw/10014323944
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Spot market and crude oil import costs: Oil product spot prices (Edition 2023)
International Energy Agency - 2023
Persistent link: https://ebtypo.dmz1.zbw/10014324407
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International linkages of emerging market index futures, under the closure of underlying spot market : evidence from Indian Nifty futures
Sundararajan, Sivakumar; Balasubramanian, Senthil Arasu - In: Managerial finance 49 (2023) 3, pp. 577-593
Persistent link: https://ebtypo.dmz1.zbw/10014227233
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Joint optimization of sales-mix and generation plan for a large electricity producer
Falbo, Paolo; Ruiz, Carlos - In: Energy economics 120 (2023), pp. 1-13
Persistent link: https://ebtypo.dmz1.zbw/10014283077
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Informational linkage and price discovery between China's futures and spot markets : evidence from the US-China trade dispute
Chen, Xiangyu; Tongurai, Jittima - In: Global finance journal 55 (2023), pp. 1-28
Persistent link: https://ebtypo.dmz1.zbw/10014248647
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Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities
Chen, Zhuo; Yan, Bo; Kang, Hanwen; Liu, Liyu - In: Review of economic design 27 (2023) 1, pp. 139-162
Persistent link: https://ebtypo.dmz1.zbw/10013489698
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Can forward commodity markets improve spot market performance? : evidence from wholesale electricity
Jha, Akshaya; Wolak, Frank A. - In: American economic journal 15 (2023) 2, pp. 292-330
Persistent link: https://ebtypo.dmz1.zbw/10014314675
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Southern oscillation : great value of its trends for forecasting crude oil spot price volatility
Hong, Yanran; Yu, Jize; Su, Yuquan; Wang, Lu - In: International review of economics & finance : IREF 84 (2023), pp. 358-368
Persistent link: https://ebtypo.dmz1.zbw/10014364057
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Cross-regional effects of renewable power generation on the electricity market : an empirical study on Japan's electricity spot market
Ma, Teng; Du, Yimeng; Xu, Tao; Chen, Wang - In: Applied economics 55 (2023) 18, pp. 2070-2097
Persistent link: https://ebtypo.dmz1.zbw/10014294869
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Learning in the oil futures markets : evidence and macroeconomic implications
Leduc, Sylvain; Moran, Kevin; Vigfusson, Robert J. - In: The review of economics and statistics 105 (2023) 2, pp. 392-407
Persistent link: https://ebtypo.dmz1.zbw/10014295667
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The impact of derivatives on spot markets : evidence from the introduction of Bitcoin futures contracts
Augustin, Patrick; Rubtsov, Alexey; Shin, Donghwa - In: Management science : journal of the Institute for … 69 (2023) 11, pp. 6752-6776
Persistent link: https://ebtypo.dmz1.zbw/10014435417
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Wage determination and the bite of collective contracts in Italy and Spain: evidence from the metalworking industry
Adamopoulou, Effrosyni; Villanueva, Ernesto - 2020
In several OECD countries employer federations and unions fix skill-specific wage floors for all workers in an industry. One view of those "explicit" contracts argues that the prevailing wage structure reflects the labor market conditions back at the time when those contracts were bargained,...
Persistent link: https://ebtypo.dmz1.zbw/10012257523
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Assessing the effects of solar and wind prices on the Australia electricity spot and options markets using a vector autoregression analysis
Alsaedi, Yasir; Tularam, Gurudeo Anand; Wong, Victor - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 1, pp. 120-133
Persistent link: https://ebtypo.dmz1.zbw/10012435356
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The impact of index future introduction on spot market returns and trading volume : evidence from Ho Chi Minh stock exchange
Nguyen Thi Kim Anh; Loc Dong Truong - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 51-59
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