โ Scribed by Rob Fraser
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## Abstract This article analyzes the relationship between electricity futures prices and naturalโgas futures prices. We find that the daily settlement prices of New York Mercantile Exchange's (NYMEX's) CaliforniaโOregon Border (COB) and Palo Verde (PV) electricity futures contracts are cointegrate
## Abstract This paper presents a singleโfactor model to describe the fluctuation of the electricity futures price for its trading risk management. An autoregressive movingโaverage model [ARMA (2,1) process] was used to express the stochastic process of the price, instead of a conventionally used M
## Abstract A statistically optimal inference about agents' __ex ante__ price expectations within the US broiler market is derived using futures prices of related commodities along with a quasiโrational forecasting regression equation. The modelling approach, which builds on a Hamiltonโtype framewo
## Abstract In the context of pricing strategies, the notion of price tolerance is an important construct for academic researchers and marketing managers. In this article, a conceptual model of factors influencing the level of price tolerance is proposed and empirically tested with the use of data