Results 21 to 30 of about 695,878 (301)
The market price of fiscal uncertainty
Journal of Monetary Economics, 2011 Abstract Recent fiscal interventions have raised concerns about US public debt, future distortionary tax pressure, and long-run growth potential. We explore the long-run implications of public financing policies aimed at short-run stabilization when: (i) agents are sensitive to model uncertainty, as in Hansen and Sargent (2007) , and (ii) growth is ...
Croce, Mariano M. +2 more
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Information content of transaction volume: the housing market in the United Kingdom
International Journal of Strategic Property Management, 2018 According to search theory, transaction volume possesses the function of price discovery and reflects information more rapidly than price does. However, the findings of previous empirical studies differ considerably. In this study, a theoretical model is
I-Chun Tsai
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Uncertainty, Information Acquisition, and Price Swings in Asset Markets [PDF]
The Review of Economic Studies, 2011 This paper analyzes costly information acquisition in asset markets with Knightian uncertainty about the asset fundamentals. In these markets, acquiring information not only reduces the expected variability of the fundamentals for a given distribution (i.e., risk).
Mele, Antonio, Sangiorgi, Francesco
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Does corn market uncertainty impact the
GCB Bioenergy, 2018 AbstractThe growing interest in biofuel as a green energy source has intensified the linkages between corn and ethanol markets, especially in the United States that represents the largest producing and exporting country for ethanol in the world. In this study, we examine the effect of corn market uncertainty on the price changes of US ethanol applying ...
Dutta, Anupam +4 more
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Uncertainty and risk: A framework for understanding pricing in online drug markets [PDF]
International Journal of Drug Policy, 2022 The pricing of illicit drugs is typically approached within the risks and prices framework. Recent sociological and economic studies of prices in online drug markets have stressed the centrality of reputation for price formation. In this paper, we propose an account of price formation that is based on the risks and prices framework, but also ...
Munksgaard, Rasmus, Tzanetakis, Meropi
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Security brokerage markets under price uncertainty
Journal of Financial Intermediation, 1992 Abstract This paper develops a model of security broker behavior under price uncertainty. The model examines the process of matching orders and the determinants of equilibrium brokerage commission rates. Institutional arrangements, search efficiency, execution costs, volume, risk, and the unit price of the security are shown to affect equilibrium ...
WU, Chunchi, Colwell, Peter
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Jurnal Manajemen & Agribisnis, 2022 CPO prices fluctuation cause price uncertainty formed in the future. Hedging is an activity carried out by market participants to mitigate the risk of price fluctuations.
Abel Gandhy +3 more
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DETERMINING THE SHORT AND LONG TERM VOLATILITY SPILLOVERS BETWEEN WHEAT, COTTON AND CORN PRICES IN TURKEY USING THE ASYMMETRIC BEKK-GARCH-MEAN EQUATION MODEL [PDF]
Scientific Papers Series : Management, Economic Engineering in Agriculture and Rural Development, 2023 In the study, the price volatility relationship between wheat, cotton and corn markets was investigated and daily data for the period 02.04.2005-11.03.2020 were used.
Ferda Nur ÖZDEMİR, Abdulbaki BİLGİÇ
doaj
The Implications of Policy Uncertainty on Solar Photovoltaic Investment
Energies, 2020 Policy and electricity price uncertainty provide disincentives to investors considering renewable energy investments. While electricity price uncertainty impacts on investment decisions relating to any energy investment, whether renewable or non ...
Martina Assereto, Julie Byrne
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Optimal regime switching under risk aversion and uncertainty [PDF]
, 2016 echnology adoption is key for corporate strategy, often determining the success or failure of a company as a whole. However, risk aversion often raises the reluctance to make a timely technology switch, particularly when this entails the abandonment of ...
Chronopoulos, M., Lumbreras, S.
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