Works matching DE "PRICES -- Mathematical models"

Results: 142

The Welfare Impact of Price Changes on Household Welfare and Inequality 1999-2011.

Published in:

Economic & Social Review, 2012, v. 43, n. 1, p. 31

By:

Loughrey, Jason;
O'Donoghue, Cathal

Publication type:

Article

Monetary Shocks in Models with Inattentive Producers.

Published in:

Review of Economic Studies, 2016, v. 83, n. 2, p. 421, doi. 10.1093/restud/rdv050

By:

ALVAREZ, FERNANDO E.;
LIPPI, FRANCESCO;
PACIELLO, LUIGI

Publication type:

Article

Temporal clustering of time series via threshold autoregressive models: application to commodity prices.

Published in:

Annals of Operations Research, 2018, v. 260, n. 1/2, p. 51, doi. 10.1007/s10479-017-2659-0

By:

Aslan, Sipan;
Yozgatligil, Ceylan;
Iyigun, Cem

Publication type:

Article

Conditions of reverse bullwhip effect in pricing for price-sensitive demand functions.

Published in:

Annals of Operations Research, 2008, v. 164, n. 1, p. 211, doi. 10.1007/s10479-008-0444-9

By:

Özelkan, Ertunga C.;
Lim, Churlzu

Publication type:

Article

Heteroscedastic hedonic price model for cattle in the rural markets of central Ethiopia.

Published in:

Applied Economics, 2011, v. 43, n. 24, p. 3459, doi. 10.1080/00036841003670614

By:

Kassie, GirmaT.;
Abdulai, Awudu;
Wollny, Clemens

Publication type:

Article

Appendix C. An Illustration of the Practical Use of the Formula (22) Model.

Published in:: Journal of Property Tax Assessment & Administration, 2012, v. 9, n. 3, p. 85
Publication type:: Article

Learning and Asset-price Jumps.

Published in:

Review of Financial Studies, 2011, v. 24, n. 8, p. 2738, doi. 10.1093/rfs/hhr023

By:

Bansal, Ravi;
Shaliastovich, Ivan

Publication type:

Article

A New Perspective on Gaussian Dynamic Term Structure Models.

Published in:

Review of Financial Studies, 2011, v. 24, n. 3, p. 926, doi. 10.1093/rfs/hhq128

By:

Joslin, Scott;
Singleton, Kenneth J.;
Zhu, Haoxiang

Publication type:

Article

Market Liquidity and Flow-driven Risk.

Published in:

Review of Financial Studies, 2011, v. 24, n. 3, p. 721, doi. 10.1093/rfs/hhq132

By:

Deuskar, Prachi;
Johnson, Timothy C.

Publication type:

Article

What's Vol Got to Do with It.

Published in:

Review of Financial Studies, 2011, v. 24, n. 1, p. 1, doi. 10.1093/rfs/hhq085

By:

Drechsler, Itamar;
Yaron, Amir

Publication type:

Article

Identifying Berlin's land value map using adaptive weights smoothing.

Published in:

Computational Statistics, 2015, v. 30, n. 3, p. 767, doi. 10.1007/s00180-015-0559-9

By:

Kolbe, Jens;
Schulz, Rainer;
Wersing, Martin;
Werwatz, Axel

Publication type:

Article

Valuation of Storage at a Liquefied Natural Gas Terminal.

Published in:

Operations Research, 2011, v. 59, n. 3, p. 602, doi. 10.1287/opre.1100.0909

By:

Guoming Lai;
Wang, Mulan X.;
Kekre, Sunder;
Scheller-Wolf, Alan;
Secomandi, Nicola

Publication type:

Article

Supply Contracts with Financial Hedging.

Published in:

Operations Research, 2009, v. 57, n. 1, p. 47, doi. 10.1287/opre.1080.0521

By:

Caldentey, René;
Haugh, Martin B.

Publication type:

Article

Examination of Iran's Factor Content of Trade using International Input-output Tables.

Published in:

International Economics Studies, 2017, v. 47, n. 1, p. 1

By:

Fahimifard, Seyed Hamed;
Karimzadeh, Mostafa;
Falahi, Mohammad Ali;
Seifi, Ahmad

Publication type:

Article

Correlation estimation using components of Japanese candlesticks.

Published in:

Quantitative Finance, 2016, v. 16, n. 10, p. 1615, doi. 10.1080/14697688.2016.1157625

By:

Popov, V.

Publication type:

Article

Primal–dual linear Monte Carlo algorithm for multiple stopping—an application to flexible caps.

Published in:

Quantitative Finance, 2013, v. 13, n. 7, p. 1003, doi. 10.1080/14697688.2013.775476

By:

BALDER, SVEN;
MAHAYNI, ANTJE;
SCHOENMAKERS, JOHN

Publication type:

Article

A hybrid commodity and interest rate market model.

Published in:

Quantitative Finance, 2013, v. 13, n. 4, p. 543, doi. 10.1080/14697688.2011.627879

By:

Pilz, K. F.;
Schlögl, E.

Publication type:

Article

The law of one accounting variable.

Published in:

Quantitative Finance, 2013, v. 13, n. 2, p. 317, doi. 10.1080/14697688.2012.713114

By:

Reisman, Haim

Publication type:

Article

Fractional differencing in discrete time.

Published in:

Quantitative Finance, 2013, v. 13, n. 2, p. 195, doi. 10.1080/14697688.2012.676207

By:

Elder, John;
Elliott, RobertJ.;
Miao, Hong

Publication type:

Article

Asset pricing with disequilibrium price adjustment: theory and empirical evidence.

Published in:

Quantitative Finance, 2013, v. 13, n. 2, p. 227, doi. 10.1080/14697688.2011.572901

By:

Lee, Cheng-Few;
Tsai, Chiung-Min;
Lee, AliceC.

Publication type:

Article

Inflation breakeven in the Jarrow and Yildirim model and resulting pricing formulas.

Published in:

Quantitative Finance, 2013, v. 13, n. 2, p. 205, doi. 10.1080/14697688.2010.503711

By:

Cipollini, Alessandro;
Canty, Paul

Publication type:

Article

Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing.

Published in:

Journal of Financial & Quantitative Analysis, 2019, v. 54, n. 1, p. 335, doi. 10.1017/S0022109018000637

By:

Kalev, Petko S.;
Saxena, Konark;
Zolotoy, Leon

Publication type:

Article

When Factors Do Not Span Their Basis Portfolios.

Published in:

Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 6, p. 2335, doi. 10.1017/S0022109018000376

By:

Grinblatt, Mark;
Saxena, Konark

Publication type:

Article

Price Discovery Processes.

Published in:

Economic Record, 1992, v. 68, p. 34, doi. 10.1111/j.1475-4932.1992.tb02294.x

By:

STEIN, JEROME L.

Publication type:

Article

Energy Prices and the Adoption of Energy-Saving Technology.

Published in:

Economic Journal, 2008, v. 118, n. 533, p. 1986, doi. 10.1111/j.1468-0297.2008.02199.x

By:

Linn, Joshua

Publication type:

Article

A New Way to Measure Competition.

Published in:

Economic Journal, 2008, v. 118, n. 531, p. 1245, doi. 10.1111/j.1468-0297.2008.02168.x

By:

Boone, Jan

Publication type:

Article

USING HEDONIC PRICE MODEL TO ESTIMATE EFFECTS OF FLOOD ON REAL PROPERTY VALUE IN LOKOJA NIGERIA.

Published in:

Ethiopian Journal of Environmental Studies & Management, 2015, v. 8, n. 5, p. 507, doi. 10.4314/ejesm.v8i5.4

By:

EGBENTA, I. R.;
UDO, G. O.;
OTEGBULU, A. C.

Publication type:

Article

Sraffian Thoughts in Full Marginalist Dress.

Published in:

Metroeconomica, 2013, v. 64, n. 4, p. 598, doi. 10.1111/meca.12022

By:

Steedman, Ian

Publication type:

Article

The cobweb theorem and delays in adjusting supply in metals' markets.

Published in:

System Dynamics Review (Wiley), 2016, v. 32, n. 3/4, p. 279, doi. 10.1002/sdr.1565

By:

Glöser‐Chahoud, Simon;
Hartwig, Johannes;
Wheat, I. David;
Faulstich, Martin

Publication type:

Article

Reduced-Form Versus Structural Models of Water Demand Under Nonlinear Prices.

Published in:

Journal of Business & Economic Statistics, 2009, v. 27, n. 1, p. 84, doi. 10.1198/jbes.2009.0007

By:

OLMSTEAD, Sheila M.

Publication type:

Article

Interregional Price Difference in the New Orleans Auctions Market for Slaves.

Published in:

Journal of Business & Economic Statistics, 2008, v. 26, n. 4, p. 486, doi. 10.1198/073500107000000421

By:

CHOO, Eugene;
EID, Jean

Publication type:

Article

DYNAMICS OF THE INFLATION MEASURED ON THE CONSUMPTION PRICES.

Published in:

Annals of Eftimie Murgu University Resita, Fascicle II, Economic Studies, 2012, p. 51

By:

GHEORGHE, Mihai;
BUGUDUI, Elena;
MANOLE, Alexandru;
Costel LILEA, Florin Paul

Publication type:

Article

CONCEPTS REGARDING THE THEORY OF INDICES USED IN THE CONSTRUCTION OF THE PRICES SYSTEM.

Published in:

Annals of Eftimie Murgu University Resita, Fascicle II, Economic Studies, 2012, p. 2

By:

ANGHELACHE, Gabriela-Victoria;
DINU, Adina Mihaela;
KRALIK, Lorand

Publication type:

Article

LEVERAGE EFFECT AND STOCHASTIC VOLATILITY IN THE AGRICULTURAL COMMODITY MARKET UNDER THE CEV MODEL.

Published in:

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2017, v. 65, n. 5, p. 1671, doi. 10.11118/actaun201765051671

By:

Čermák, Michal

Publication type:

Article

Modeling price transmission between farm and retail prices: a soft switches approach.

Published in:

Agricultural Economics, 2016, v. 47, n. 2, p. 193, doi. 10.1111/agec.12222

By:

Hahn, William;
Stewart, Hayden;
Blayney, Donald P.;
Davis, Christopher G.

Publication type:

Article

CÁLCULO DEL PRECIO TOTAL MÁXIMO DE LOS SERVICIOS DE CONSTRUCCIÓN EN CUBA.

Published in:

Arquitectura y Urbanismo, 2010, v. 31, n. 2, p. 63

By:

Domínguez, Jacqueline

Publication type:

Article

Amenity-Based Housing Affordability Indexes.

Published in:

Real Estate Economics, 2009, v. 37, n. 4, p. 705, doi. 10.1111/j.1540-6229.2009.00261.x

By:

Fisher, Lynn M.;
Pollakowski, Henry O.;
Zabel, Jeffrey

Publication type:

Article

A Spatiotemporal Autoregressive Price Index for the Paris Office Property Market.

Published in:

Real Estate Economics, 2009, v. 37, n. 2, p. 305, doi. 10.1111/j.1540-6229.2009.00244.x

By:

Nappi-Choulet Pr., Ingrid;
Maury, Tristan-Pierre

Publication type:

Article

Evolution of multifractal cross-correlations between the Argentina MERVAL Index and international commodities prices.

Published in:

Journal of Applied Statistics, 2016, v. 43, n. 13, p. 2452, doi. 10.1080/02664763.2016.1181725

By:

Figliola, Alejandra;
Catalano, Lucas

Publication type:

Article

Dynamic copula models for the spark spread.

Published in:

Quantitative Finance, 2011, v. 11, n. 3, p. 407, doi. 10.1080/14697688.2010.481629

By:

Benth, Fred Espen;
Kettler, Paul C.

Publication type:

Article

Electricity spot price modelling with a view towards extreme spike risk.

Published in:

Quantitative Finance, 2010, v. 10, n. 9, p. 963, doi. 10.1080/14697680903150496

By:

Klüppelberg, Claudia;
Meyer-Brandis, Thilo;
Schmidt, Andrea

Publication type:

Article

How to speed up the quantization tree algorithm with an application to swing options.

Published in:

Quantitative Finance, 2010, v. 10, n. 9, p. 995, doi. 10.1080/14697680903508487

By:

Bronstein, Anne Laure;
Pagès, Gilles;
Wilbertz, Benedikt

Publication type:

Article

Inside the Black Box: the Price Linkage and Transmission between Energy and Agricultural Markets.

Published in:

Energy Journal, 2012, v. 33, n. 2, p. 171, doi. 10.5547/01956574.33.2.8

By:

Xiaodong Du;
McPhail, Lihong Lu

Publication type:

Article

The Weak Tie Between Natural Gas and Oil Prices.

Published in:

Energy Journal, 2012, v. 33, n. 2, p. 13, doi. 10.5547/01956574.33.2.2

By:

Ramberg, David J.;
Parsons, John E.

Publication type:

Article

Nonparametric Welfare Analysis for Discrete Choice.

Published in:

Econometrica, 2015, v. 83, n. 2, p. 617, doi. 10.3982/ECTA12574

By:

Bhattacharya, Debopam

Publication type:

Article

SEARCH, OBFUSCATION, AND PRICE ELASTICITIES ON THE INTERNET.

Published in:

Econometrica, 2009, v. 77, n. 2, p. 427, doi. 10.3982/ECTA5708

By:

ELLISON, GLENN;
ELLISON, SARA FISHER

Publication type:

Article

DESIGNING REALIZED KERNELS TO MEASURE THE EX POST VARIATION OF EQUITY PRICES IN THE PRESENCE OF NOISE.

Published in:

Econometrica, 2008, v. 76, n. 6, p. 1481, doi. 10.3982/ECTA6495

By:

BARNDORFF-NIELSEN, OLE E.;
HANSEN, PETER REINHARD;
LUNDE, ASGER;
SHEPHARD, NEIL

Publication type:

Article

BEST NONPARAMETRIC BOUNDS ON DEMAND RESPONSES.

Published in:

Econometrica, 2008, v. 76, n. 6, p. 1227, doi. 10.3982/ECTA6069

By:

BLUNDELL, RICHARD;
BROWNING, MARTIN;
CRAWFORD, IAN

Publication type:

Article

Optimal output for the regret-averse competitive firm under price uncertainty.

Published in:

Eurasian Economic Review, 2015, v. 5, n. 2, p. 279, doi. 10.1007/s40822-015-0030-9

By:

Egozcue, Martín;
Guo, Xu;
Wong, Wing-Keung

Publication type:

Article

ESTIMAÇÃO DO PRÊMIO DE OPÇÕES ASIÁTICAS POR MONTE CARLO E QUASI-MONTE CARLO.

Published in:

Revista de Administração FACES Journal, 2012, v. 11, n. 4, p. 52

By:

Igrejas da Silva, Rafael;
Almeida de Assis, Marcio;
Figueiredo Pinto, Antonio Carlos;
Cabus Klotzle, Marcelo;
Lima Gomes, Leonardo

Publication type:

Article