The especial importance of capital market in countries is undeniable in economic development via effective capital conduct and optimum resources allocation. Investment in capital market requires decision making in new stock exchanges, and   accessing information in the case of future status of capital market. Undoubtedly, nowadays most part of capital is exchanged via stock exchange all around ...

The effective role of capital in every country flows through giving guidelines for capital and resources, generalizing companies and sharing development projects with public, and also adding accredited companies stock market requires appropriate decision making for shareholders and investors who are willing to buy shares based on price mechanism. Forecasting stock price has always been a challe...

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...

The difficulty in gas price forecasting has attracted much attention of academic researchers and business practitioners. Various methods have been tried to solve the problem of forecasting gas prices however, all of the existing models of prediction cannot meet practical needs. In this paper, a novel hybrid intelligent framework is developed by applying a systematic integration of GMDH neural n...

Online auctions have become increasingly popular in recent years, and as a consequence there is a growing body of empirical research on this topic. Most of that research treats data from online auctions as crosssectional, and consequently ignores the changing dynamics that occur during an auction. In this article we take a different look at online auctions and propose to study an auction’s pric...

Abstract: Accurate forecasting of carbon price is important and fundamental for anticipating the changing trends of the energy market, and, thus, to provide a valid reference for establishing power industry policy. However, carbon price forecasting is complicated owing to the nonlinear and non-stationary characteristics of carbon prices. In this paper, a combined forecasting model based on vari...

The goal of this work is to derive models for forecasting the final price of ongoing online auctions. This forecasting task is important not only to the participants of an auction who compete against each other for the lowest price, but also to designers of bidder-side agents. Forecasting prices in online auctions is challenging from a statistical pointof-view because traditional forecasting mo...

Accurate and effective electricity price forecasting is critical to market participants in order to make an appropriate risk management in competitive electricity markets. Market participants rely on price forecasts to decide on their bidding strategies, allocate assets and plan facility investments. However, due to its time variant behavior and non-linear and non-stationary nature, electricity...

Electricity price forecasting is becoming more important in everyday business of power utilities. Good forecasting models can increase effectiveness of producers and buyers playing roles in electricity market. Price is also a very important element in investment planning process. This paper presents a forecasting technique to model day-ahead spot price using well known ARIMA model to analyze an...