Expectations and Speculation in the US Natural Gas Market
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper aims to assess the role of expectations as a determinant of the real price of natural gas in the US. Three specifications of a structural VAR (SVAR) model are estimated to identify an expectations‐driven speculative demand shock. The first includes natural gas inventories, consistently with the theory of storage; the second the risk‐
Christina Anderl +1 more
wiley +1 more source
Flexible Target Prediction for Quantitative Trading in the American Stock Market: A Hybrid Framework Integrating Ensemble Models, Fusion Models and Transfer Learning. [PDF]
Entropy (Basel)Yan K +6 more
europepmc +1 more source
ANALYSIS OF THE U.S. COMMODITY LOAN PROGRAM WITH MARKETING LOAN PROVISIONS [PDF]
Over the next several years, crop prices are projected to be below to slightly above commodity loan rates. As a result, marketing loan benefits to farmers, in the form of loan deficiency payments and marketing loan gains from the commodity loan program ...
Price, J. Michael, Westcott, Paul C.
core +1 more source
Operating Capacity, Pricing and Supply Elasticity in Container Shipping Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the channels through which changes in operating capacity influence freight rates in the container shipping market using a novel dataset to create an operating capacity index at the shipping‐route level. Our analysis reveals that when supply elasticity is low, an increase in operating capacity tends to drive freight rates upward,
Cong Sui +3 more
wiley +1 more source
Advancing the Lusaka Agenda: the Global Financing Facility's missed opportunities for catalysing sustainable health investment. [PDF]
Glob Health ActionMusuva A, Offosse MJ, Ssennyonjo A.
europepmc +1 more source
Alternative Price Dynamics and Valuation of Flexible Strategies
International Journal of Finance &Economics, EarlyView.ABSTRACT In this article, we study the optimal operational strategy of production projects. We investigate different underlying price models and determine the optimal barriers of transition to suspension, recovery, or irreversible abandonment of productive activity.
Cristina Bertolosi +2 more
wiley +1 more source
Changes in the network structure of energy markets and financial markets under the different shocks of the Russia-Ukraine conflict and COVID-19. [PDF]
PLoS OneLi F, Tong M, Guan S.
europepmc +1 more source
Interplay Between Green Investment and Market Price Premia in Global Shipping
International Journal of Finance &Economics, EarlyView.ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source
Primary Care - From Common Good to Free-Market Commodity. [PDF]
N Engl J MedSong Z, Zhu JM.
europepmc +1 more source
Do Internet‐Driven Trade Shocks Moderate the Exchange Rate Pass‐Through to Inflation?
International Journal of Finance &Economics, EarlyView.ABSTRACT This study examines the existence of an internet globalisation intensifying impact on the size of the exchange rate pass‐through (ERPT) to inflation, which conditions the response of central banks' policy rates. Expanding on the traditional determinants of ERPT, we incorporate technology‐induced trade shocks linked to internet adoption to ...
Joanna Darwiche, Nicole Ballouz Baker
wiley +1 more source