Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics

European Journal of Operational Research ◽

10.1016/j.ejor.2015.05.061 ◽

2015 ◽

Vol 247 (1) ◽

pp. 204-215 ◽

Author(s):

Marc Joëts

Keyword(s):

Heterogeneous Beliefs ◽

Energy Price ◽

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Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics

SSRN Electronic Journal ◽

10.2139/ssrn.2253203 ◽

2013 ◽

Author(s):

Marc Joëts

Keyword(s):

Heterogeneous Beliefs ◽

Energy Price ◽

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Forward Guidance and the Role of Central Bank Credibility under Heterogeneous Beliefs

SSRN Electronic Journal ◽

10.2139/ssrn.3296214 ◽

2018 ◽

Author(s):

Gavin Goy ◽

Cars H. Hommes ◽

Kostas Mavromatis

Keyword(s):

Central Bank ◽

Heterogeneous Beliefs ◽

Forward Guidance ◽

Central Bank Credibility

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Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs

SSRN Electronic Journal ◽

10.2139/ssrn.1288281 ◽

2007 ◽

Author(s):

Valentyn Panchenko ◽

Sergiy Gerasymchuk ◽

Oleg V. Pavlov

Keyword(s):

Asset Price ◽

Heterogeneous Beliefs ◽

Price Dynamics ◽

Local Interactions

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Modeling Energy Price Dynamics: GARCH Versus Stochastic Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2616522 ◽

2015 ◽

Author(s):

Joshua C. C. Chan ◽

Angelia Grant

Keyword(s):

Stochastic Volatility ◽

Energy Price ◽

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Macroeconomic effects of nominal exchange rate regimes: new insights into the role of price dynamics

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2004.12.007 ◽

2005 ◽

Vol 24 (2) ◽

pp. 275-292 ◽

Author(s):

Robert Kollmann

Keyword(s):

Exchange Rate ◽

Exchange Rate Regimes ◽

Nominal Exchange Rate ◽

Price Dynamics ◽

Macroeconomic Effects

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Explaining House Price Dynamics: Isolating the Role of Nonfundamentals

Journal of money credit and banking ◽

10.1111/jmcb.12194 ◽

2015 ◽

Vol 47 (S1) ◽

pp. 87-125 ◽

Author(s):

DAVID C. LING ◽

JOSEPH T.L. OOI ◽

THAO T.T. LE

Keyword(s):

House Price ◽

Price Dynamics ◽

House Price Dynamics

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Technology Shocks and Asset Price Dynamics: The Role of Housing in General Equilibrium

SSRN Electronic Journal ◽

10.2139/ssrn.1071523 ◽

2008 ◽

Author(s):

Jiro Yoshida

Keyword(s):

General Equilibrium ◽

Asset Price ◽

Price Dynamics ◽

Technology Shocks

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Time-varying correlation between agricultural commodity and energy price dynamics with Bayesian multivariate DCC-GARCH models

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2019.04.043 ◽

2019 ◽

Vol 526 ◽

pp. 120807 ◽

Author(s):

Yegnanew A. Shiferaw

Keyword(s):

Garch Models ◽

Energy Price ◽

Price Dynamics ◽

Time Varying ◽

Agricultural Commodity

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What Drives Urban Consumption in Mainland China? The Role of Property Price Dynamics

SSRN Electronic Journal ◽

10.2139/ssrn.1868791 ◽

2011 ◽

Author(s):

Yu-Fu Chen ◽

Michael Funke ◽

Aaron N. Mehrotra

Keyword(s):

Mainland China ◽

Price Dynamics ◽

Property Price ◽

Urban Consumption

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Gold price dynamics and the role of uncertainty

Quantitative Finance ◽

10.1080/14697688.2018.1508879 ◽

2018 ◽

Vol 19 (4) ◽

pp. 663-681 ◽

Author(s):

Joscha Beckmann ◽

Theo Berger ◽

Robert Czudaj

Keyword(s):

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