Applied Economic Perspectives and Policy, EarlyView.Abstract This paper employs machine learning to determine which preferential trade agreement (PTA) provisions are relevant to agricultural trade patterns and the factors that may influence their adoption. Utilizing the three‐way gravity model, we apply plug‐in Lasso regularized regression to pinpoint predictive PTA provisions for agricultural trade ...
Stepan Gordeev +3 more
wiley +1 more source
Foreign Exchange Rate Futures Trends: Foreign Exchange Risk or Systematic Forecasting Errors?
Revista Brasileira de Finanças, 2006 The forward exchange rate is widely used in international finance whenever the analysis of the expected depreciation is needed. It is also used to identify currency risk premium. The difference between the spot rate and the forward rate is supposed to be
Marcelo Cunha Medeiros +2 more
doaj
Monetary policy responses to COVID-19 in emerging European economies: measuring the QE announcement effects on foreign exchange markets. [PDF]
Empirica (Dordr), 2023 Uz Akdogan I.
europepmc +1 more source
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades
, 2013 We study the information in order flows in the world's largest over-the-counter market, the foreign exchange market. The analysis draws on a data set covering a broad cross-section of currencies and different customer segments of foreign exchange end ...
Lukas Menkhoff +3 more
semanticscholar +1 more source
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection [PDF]
We study the impact of Japanese foreign exchange intervention on the volatility of the yen/dollar exchange rate since the early 1990s based on a GARCH framework. Using daily intervention data provided by the Japanese Ministry of Finance, we show that the
Eric Hillebrand, Gunther Schnabl
core
Advanced Energy and Sustainability Research, EarlyView.Hydrogen is an energy carrier, produced from renewable and nonrenewable resources. It can be stored in a variety of materials and transported to distant locations. This article reviews progress in hydrogen technology by looking at environmental and economic impact, cost analysis, and policy support at government level as way forward for bringing it to ...
Xuexue Pan +5 more
wiley +1 more source
Price Competition with Geometric Brownian motion in Exchange Rate Uncertainty [PDF]
arXiv, 2018 We analyze an operational policy for a multinational manufacturer to hedge against exchange rate uncertainties and competition. We consider a single product and single period. Because of long-lead times, the capacity investment must done before the selling season begins when the exchange rate between the two countries is uncertain.
arxiv
Foreign exchange forecasting and portfolio optimization strategy based on hybrid-molecular differential evolution algorithms. [PDF]
Soft comput, 2023 Zhang X, Zhong C, Abualigah L.
europepmc +1 more source
Gold After the War in Relation to Inflation and the Foreign Exchanges [PDF]
, 1918 Knut Wicksell
openalex +1 more source
Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
, 2006 Using a unique high-frequency futures dataset, we characterize the response of U.S., German and British stock, bond and foreign exchange markets to real-time U.S. macroeconomic news. We find that news produces conditional mean jumps; hence high-frequency
T. Andersen +3 more
semanticscholar +1 more source