Search results for "Price"
showing 10 items of 428 documents
The Interactions between COVID-19 Cases in the USA, the VIX Index and Major Stock Markets
2021
With this study, we aimed to determine (1) the effect of the daily new cases and deaths due to the COVID-19 pandemic in the United States on the CBOE volatility index (VIX index) and (2) the effect of the VIX index on the major stock markets during the early stage of the pandemic period. To do this, we collected and analysed the daily new cases and death numbers during the COVID-19 pandemic period in the United States and the country indexes of the USA (DJI), Germany (DAX), France (CAC40), England (FTSE100), Italy (MIB), China (SSEC) and Japan (Nikkei225) to determine the impact of the VIX index on the major stock markets. We then subjected this data to the Johansen co-integration test and …
Le prix des paysages périurbains
2007
L'évaluation économique du prix des paysages périurbains utilise des analyses géographiques (occupation des sols, composition paysagère, distance à des biens paysagers, paysages vus : champ de vision, objets, formes). L'article fait le point sur la littérature en matière de méthode et de résultats et présente l'estimation du prix d'attributs paysagers dans la ceinture périurbaine de Dijon.
OPTION VALUE CALCULATION AFFECTED COMPONENTS
2021
As the subprime credit crisis has attracted attention to financial derivative instruments, more frequently arises questions about fairvalue calculations. Over the time, different models had been introduced. All of those models take into account factors affectingprices. Mostly, factors used in calculations on the same type of financial instruments are approximately the same. Therefore questionarises, which factor affects price more and which less, with no matter which model would be used for fair value calculations. One offinancial derivative instrument types is options. Options are agreements, which give to option buyer rights to buy or sell underlyingasset. While the seller or writer of op…
Assessment of Anthropogenic Ecological Systems in the Apold Depression to a Sustainable Management
2015
The vast majority of households in Ethiopia live in rural areas and agriculture is still the main economic activity. They rarely produce for the market and are highly dependent on climate for their subsistence. In this paper, the market options available to these farmers, as well as market related factors that are problematic were investigated. Multi-stage sampling procedure was employed to draw sample of 150 teff producers. Double hurdle model was used to identify factors affecting market participation and intensity of marketed surplus of teff. Market participation of smallholder farmers was significantly affected by access to credit, perception of farmers on lagged market price of teff, f…
Consumers of flowers and ornamental plants: an eploratory survey in the Italian «Mezzogiorno» regions
2010
This paper aims to provide further knowledge of purchase and consumption behaviours with regard to flowers and ornamental plants in the regions of Italian «Mezzogiorno», as an acknowledgement of the centrality of final demand in the chain process. The knowledge of consumption process is fundamental either to the firm – in order to improve commercial strategies – or to competition authorities – with the purpose of implementing more effective policies. From the analysis carried out it emerges that flowers and ornamental plants consumption in the «Mezzogiorno» regions is characterised by a high penetration index and – just with regard to some commodities – by a low purchase frequency. Purchase…
Pricing of electricity futures based on locational price differences : The case of Finland
2018
We find that the pricing of Finnish electricity market futures has been inefficient during the latest 10 years, when the trading volumes of Electricity Price Area Differentials (EPADs) have more than doubled. Even though the calculated futures premium on EPADs is related to some risk measures and the variables capturing the demand and supply conditions in the spot electricity markets, there has been a significant positive excess futures premium in the Finnish market, and financial market participants should have been able to utilize this also in economic terms. This finding is new and relevant for the participants of the Nordic electricity markets also in the future, because both the specul…
Branch-Price-and-Cut for the Soft-Clustered Capacitated Arc-Routing Problem
2021
The soft-clustered capacitated arc-routing problem (SoftCluCARP) is a variant of the classical capacitated arc-routing problem. The only additional constraint is that the set of required edges, that is, the streets to be serviced, is partitioned into clusters, and feasible routes must respect the soft-cluster constraint, that is, all required edges of the same cluster must be served by the same vehicle. In this article, we design an effective branch-price-and-cut algorithm for the exact solution of the SoftCluCARP. Its new components are a metaheuristic and branch-and-cut-based solvers for the solution of the column-generation subproblem, which is a profitable rural clustered postman tour …
The shaping of public economic discourse in postwar America: the 1947 meat shortage and Franco Modigliani's meat plan
2015
This paper discusses the American debate over price controls and economic stabilization after World War II, when the transition from a war economy to a peace economy was characterized by bottlenecks in the productive system and shortages of food and other basic consumer goods, directly affecting the living standard of the population, the public opinion, and political discourse. Specifically, we will focus on the economist Franco Modigliani and his proposal for a "Plan to meet the problem of rising meat and other food prices without bureaucratic controls." The plan prepared by Modigliani in October 1947 was based on a system of taxes and subsidies to foster a proper distribution of disposabl…
Panel Discussion on Trends in Optical and Radio Data Analysis
1985
Albrecht: What I want to do is to give a brief five-minute introduction to the subject, justifying the title which puts optical and radio astronomy in one and the same category, which I believe it is, as far as data analysis is concerned, and then I will ask the panel members to give us two-minute statements of their opinions on the subject and then I would like to ask the audience to fire questions at us.
Major International Information Flows Across the Safex Wheat Market
2016
We study information flows across four wheat futures markets on four continents: Zhengzhou Commodity Exchange (ZCE), South African Futures Exchange (SAFEX), Euronext/Liffe and Kansas City Board of Trade (KCBT). Three approaches for studying information flows among non-synchronous markets are applied: cointegration techniques, vector autoregressive analysis and multiple regression proposed. Although comparable underlying assets are traded in the four markets, our results indicate that no long-run links exist among them. ZCE is by far the most endogenous market, and Euronext/Liffe is the most exogenous one. Finally, the model points to KCBT as the most influential and sensitive wheat market. …