Results 11 to 20 of about 326,044 (303)
RICE PRICE VOLATILITY IN EAST JAVA [PDF]
Russian Journal of Agricultural and Socio-Economic Sciences, 2017 The purpose of the research is analyzing the volatility and volatility spillover of monthly price of paddy at the level of farmers and consumers in 2010-2016.
Wati R.Y.E., Anindita R., Setiawan B.
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Good Volatility, Bad Volatility and Option Pricing [PDF]
SSRN Electronic Journal, 2016 Advances in variance analysis permit the splitting of the total quadratic variation of a jump-diffusion process into upside and downside components. Recent studies establish that this decomposition enhances volatility predictions and highlight the upside/downside variance spread as a driver of the asymmetry in stock price distributions. To appraise the
Feunou, Bruno, Okou, Cédric
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Intermediation and price volatility
Journal of Economic Theory, 2022 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gehrig, Thomas, Ritzberger, Klaus
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Analysis of meat price volatility and volatility spillovers in Finland
Agricultural Economics (AGRICECON), 2020 Unforeseen important changes in price can present a significant risk in the market. The price fluctuation of agricultural commodities has raised concern for studying the volatility of different agricultural products.
Marwa Ben Abdallah +2 more
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Volatility Co-Movement in Stock Markets
Mathematics, 2021 The volatility and log-price collective movements among stocks of a given market are studied in this work using co-movement functions inspired by similar functions in the physics of many-body systems, where the collective motions are a signal of ...
María Nieves López-García +4 more
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Frontiers in Energy Research, 2022 Energy and other related sectors are changing in China. This study attempted to estimate the energy product price volatility with energy efficiency during COVID-19 with the role of green fiscal policies.
Qingyan Yin +8 more
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PRICE VOLATILITY AND SPILLOVER OF BIG CAYENNE (Capsicum annuum L.) IN MALANG DISTRICTS
AGRISE, 2019 Production of big cayenne in Malang Districts has trend increase while consumption has trends decrease make excess supply. Unbalanced supply and demand causes price fluctuation between producers and consumers.
Nurul Khabibah +2 more
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Speculators, Prices and Market Volatility [PDF]
SSRN Electronic Journal, 2011 We use data from 2005–2009 that uniquely identify categories of traders to test how speculators such as hedge funds and swap dealers relate to volatility and price changes. In examining various subperiods where price trends are strong, we find little evidence that speculators destabilize financial markets.
Brunetti, Celso +2 more
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PENGARUH KEBIJAKAN DIVIDEN, NILAI TUKAR, LEVERAGE, DAN FIRM SIZE TERHADAP VOLATILITAS HARGA SAHAM
E-Jurnal Manajemen, 2018 Stock price volatility is movement decrease or increase of the stock price. The purpose of this research is to determine impact of dividend policy, exchange rate, leverage, and firm size to stock price volatility. This research was conducted on the stock
Komang Ria Selpiana, Ida Bagus Badjra
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Sticky prices and volatile output [PDF]
Journal of Monetary Economics, 2000 This paper examines the effect of introducing a specific type of price stickiness into a stochastic growth model subject to a cash-in-advance constraint. As in previous studies, it is found that the introduction of price rigidities provides a substantial source of monetary non-neutrality that contributes significantly to output volatility.
Martin Ellison, Andrew Scott
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