because of its extensive applications in financial analysis, stock market volatility modeling is a significantly important issue for stock market practitioners and academicians. using garch models to formulate the conditional variance heteroskedasticity and the taking advantages of panel data technique such as higher degrees of freedom, more flexibility in the control of the omitted or unobserv...

The quality of short-term electricity load forecasting is crucial to the operations and trading activities of market participants in an electricity market. In this paper, a multiple equation time series model for intra-day and day-ahead load forecasting is built. The model uses lagged load and temperature as the primary explanatory variables but makes effective use of diurnal characteristics an...

according to the recent literature, the expansion of intra-industry trade increases the intra-industrial excess job reallocation. based on lovely and nelson (2002), this study examined the hypothesis that marginal intra-industry trade has a positive effect on the excess job reallocation in iranian industries. therefore, we have employed a panel technique for iranian manufacturing industries at ...

Correspondence: [email protected] School of Computer Science, University of Birmingham, Edgbaston, B15 2TT Birmingham, United Kingdom Full list of author information is available at the end of the article Abstract Predicting investors reactions to financial and political news is important for the early detection of stock market jitters. Evidence from several recent studies suggests that o...

We employ a quasi-experimental design, propensity score matching and interviews to study the effect of smallholder milk market participation on women`s relative intra-household bargaining position in rural Ethiopia. Findings indicate that in market participating households milk income is two times higher and its control shifted from women to men. Men tend to return this income in part to their ...

High-valued traders, or intra-marginal traders, can give a market higher transaction rates and generate more profit both for the traders and for the market maker. In previous CAT tournaments with competing market specialists, and in accordance with economic theory, markets using registration fee policies attract intra-marginal traders and drive out extra-marginal traders. We build a simple trad...

Virtual power plants (VPPs) offer a feasible solution for integrating various types of distributed energy resources (DERs) into the grid in electricity market. This paper proposes multi-time-scale rolling optimal scheduling VPPs, enabling self-scheduling plans across intra-week scheduling, intra-day dispatch, and real-time dispatch. The proposed method facilitates participation flexible ramping...