Market Forms and Market Models
نویسنده
چکیده
©Geoff Easton All rights reserved. Short sections of text, not to exceed two paragraphs, may be quoted without explicit permission, provided that full acknowledgement is given.
منابع مشابه
Stock Market Modeling Using Artificial Neural Network and Comparison with Classical Linear Models
Stock market plays an important role in the world economy. Stock market customers are interested in predicting the stock market general index price, since their income depends on this financial factor; Therefore, a reliable forecast in stock market can be extremely profitable for stockholders. Stock market prediction for financial markets has been one of the main challenges in forecasting finan...
متن کاملComparative Study of Capital Assets Pricing Models (CAPM) with Extrapolating Capital Assets Pricing Models (X-CAPM) in Tehran Exchange Market
The main objective of this article is to present a comparative study of capital assets pricing models (CAPM) with extrapolating capital assets pricing models (X-CAPM) of companies admitted in Tehran Exchange Market which is accomplished for the first time by investigators of this research in Iran. Accordingly, the statistical population under study of this research includes all companies admitt...
متن کاملDynamic Cross Hedging Effectiveness between Gold and Stock Market Based on Downside Risk Measures: Evidence from Iran Emerging Capital Market
This paper examines the hedging effectiveness of gold futures for the stock market in minimizing variance and downside risks, including value at risk and expected shortfall using data from the Iran emerging capital market during four different sub-periods from December 2008 to August 2018. We employ dynamic conditional correlation models including VARMA-BGARCH (DCC, ADCC, BEKK, and ABEKK) and c...
متن کاملComparative Analysis of Short-Term Price Forecasting Models: Iran Electricity Market
As the electricity industry has changed and became more competitive, the electricity price forecasting has become more important. Investors need to estimate future prices in order to take proper strategy to maintain their market share and to maximize their profits. In the economic paradigm, this goal is pursued using econometric models. The validity of these models is judged by their forecastin...
متن کاملHow Does Pricing of Day-ahead Electricity Market Affect Put Option Pricing?
In this paper, impacts of day-ahead market pricing on behavior of producers and consumers in option and day-ahead markets and on option pricing are studied. To this end, two comprehensive equilibrium models for joint put option and day-ahead markets under pay-as-bid and uniform pricing in day-ahead market are presented, respectively. Interaction between put option and day-ahead markets, uncerta...
متن کاملComparing the performance of GARCH (p,q) models with different methods of estimation for forecasting crude oil market volatility
The use of GARCH models to characterize crude oil price volatility is widely observed in the empirical literature. In this paper the efficiency of six univariate GARCH models and two methods of estimation the parameters for forecasting oil price volatility are examined and the best method for forecasting crude oil price volatility of Brent market is determined. All the examined models in this p...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2004