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An asset market experiment

, 2004
Heather Moore, Tobias Lindqvist, Kyu Sang Lee, John Latsis   +3 more
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Experience and Confidence in an Internet‐Based Asset Market Experiment

Southern Economic Journal, 2011
The experience effect in asset markets is one that was thought to be settled. As subjects gained experience with the interface and each other, they typically exhibit fewer instances of mispricing and at lower magnitudes. But questions regarding trading experience are not easy to address in the lab with the typical subject pool since the kind of ...
openaire   +1 more source

Bubbles, inertia, and experience in experimental asset markets

The Journal of Socio-Economics, 1997
Abstract We find that irrational bubbles continue to form in an experimental assets market even though experience lessens specious market pricing. However, this irrationality may remain hidden from the customary observational perspective. Both price expectations and bubbles appear rational, passing both traditional and cointegration tests ...
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Vectren's Experience with Operating Genco Assets in MISO Market

2006 IEEE Power Engineering Society General Meeting, 2006
This paper summarizes Vectren's experience with operating generation assets in the MISO Day-2 market. The paper will address the following topics: ■ Forecasting day-ahead loads and LMPs ■ Evaluation of day-ahead bidding strategies ■ Reviewing offer data to make sure that they pass market-mitigation tests ■ Developing strategies for deciding when to ...
B. Lisembee, K. Morris
openaire   +1 more source

Experience with Operating Genco Assets in Ontario Market

2006 IEEE PES Power Systems Conference and Exposition, 2006
The Ontario market is strictly a real-time market using uniform clearing price, guaranteeing the same price to all Ontario customers. This presentation addresses three important topics for market participants in the IESO market: problems with uniform pricing and real time markets and hedging and portfolio ...
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Trader characteristics and fundamental value trajectories in an asset market experiment

Journal of Behavioral and Experimental Finance, 2015
We report results from an asset market experiment, in which we investigate the relationship between traders’ risk aversion, loss aversion, and cognitive ability and their trading behavior and market outcomes. Greater average risk aversion on the part of traders in the market predicts lower market prices.
Breaban, Adriana, Noussair, Charles
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Experience with Operating Genco Assets in RTO Markets

2006 IEEE PES Power Systems Conference and Exposition, 2006
This panel session explores the key challenges facing gencos as they migrate from the old cost-based, control-area centric world to the new LMP-based, RTO-centric world. The panel will address the questions based on various issues namely, financial impacts on generation, bidding strategies, load and price forecasting, etc in the ...
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FirstEnergy's experience with operating genco assets in the new MISO Ancillary-Service Market

2009 IEEE/PES Power Systems Conference and Exposition, 2009
Beginning Dec 9, 2008, the Midwest ISO (MISO) is scheduled to implement an Ancillary Service Market (ASM). The market design has been in progress for the previous two years with the completion of the ASM Market rules and tariff filing in February, 2007.
Ron Palcic, Renee Tumbleson
openaire   +1 more source

Incentive schemes, framing, and market behaviour: Evidence from an asset-market experiment

Journal of Economic Behavior & Organization, 2022
Xuegang Cui, Nick Feltovich, Kun Zhang
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Thermally modulated lithium iron phosphate batteries for mass-market electric vehicles

Nature Energy, 2021
Xiao-Guang Yang, Teng Liu, Chao-Yang Wang   +2 more
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