Search results for "participants"
showing 10 items of 23 documents
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…
Trend Switching Processes in Financial Markets
2010
For an intriguing variety of switching processes in nature, the underlying complex system abruptly changes at a specific point from one state to another in a highly discontinuous fashion. Financial market fluctuations are characterized by many abrupt switchings creating increasing trends (“bubble formation”) and decreasing trends (“bubble collapse”), on time scales ranging from macroscopic bubbles persisting for hundreds of days to microscopic bubbles persisting only for very short time scales. Our analysis is based on a German DAX Future data base containing 13,991,275 transactions recorded with a time resolution of 10− 2 s. For a parallel analysis, we use a data base of all S&P500 stocks …
Entrepreneurship Training and Self-Employment among University Graduates
2012
In economies characterized by low labor demand and high rates of youth unemployment, entrepreneurship training has the potential to enable youth to gain skills and create their own jobs. This paper presents experimental evidence on a new entrepreneurship track that provides business training and personalized coaching to university students in Tunisia. Undergraduates in the final year of licence appliquee were given the opportunity to graduate with a business plan instead of following the standard curriculum. This paper relies on randomized assignment of the entrepreneurship track to identify impacts on labor market outcomes one year after graduation. The analysis finds that the entrepreneur…
The signaling effects of central bank tone
2021
Abstract Does policymakers’ choice of words matter? We assess empirically whether the tone of FOMC statements contains useful information for financial market participants and explore the nature of the information conveyed. We quantify central bank tone using computational linguistics. We find that the tone of FOMC statements explains monetary surprises beyond FOMC information released on policy announcement days such as policymakers’ forecasts and votes. We also find that the FOMC tone matters more around monetary cycle turning points. We show that the tone of policy statements also helps predict future policy decisions. Our findings suggest that the central bank tone may be one of the veh…
Clusters of Traders in Financial Markets
2020
In this chapter we discuss Aoki’s work on the description of clusters of economic agents acting in a market. Specifically, we briefly discuss his work on the Ewens distribution and its application in a model of stock market with heterogeneous agents. We then review recent empirical analyses on the heterogeneity of financial market participants and make a working hypothesis for an empirical study on the distribution of the number of clusters of market participants in a real stock market monitored with a resolution down to the shadowed identity of market participants.
Lessons from the 2018-2019 European droughts : a collective need for unifying drought risk management
2022
Funding Information: This open-access publication was funded by the University of Freiburg. Funding Information: Financial support. The project is supported by the Wassernetzwerk Baden-Württemberg (Water Research Network of the State Baden-Württemberg), which is funded by the Ministerium für Wissenschaft, Forschung und Kunst Baden-Württemberg (Ministry of Science, Research and the Arts of the State Baden-Württemberg) (grant no. AZ. 7532.21/2.1.6) and Maa-ja vesitekniikan tuki ry foundation. Doris E. Wendt acknowledges her support as part of the NERC-funded Groundwater Drought Initiative (NE/R004994/1). Lucy J. Barker was supported by the Natural Environment Research Council (NE/R016429/1) a…
Worldwide trends in hypertension prevalence and progress in treatment and control from 1990 to 2019: a pooled analysis of 1201 population-representat…
2021
Background: hypertension can be detected at the primary health-care level and low-cost treatments can effectively control hypertension. We aimed to measure the prevalence of hypertension and progress in its detection, treatment, and control from 1990 to 2019 for 200 countries and territories. Methods: we used data from 1990 to 2019 on people aged 30-79 years from population-representative studies with measurement of blood pressure and data on blood pressure treatment. We defined hypertension as having systolic blood pressure 140 mm Hg or greater, diastolic blood pressure 90 mm Hg or greater, or taking medication for hypertension. We applied a Bayesian hierarchical model to estimate the prev…
Comparing Long-Acting Antipsychotic Discontinuation Rates Under Ordinary Clinical Circumstances: A Survival Analysis from an Observational, Pragmatic…
2021
Background Recent guidelines suggested a wider use of long-acting injectable antipsychotics (LAI) than previously, but naturalistic data on the consequences of LAI use in terms of discontinuation rates and associated factors are still sparse, making it hard for clinicians to be informed on plausible treatment courses. Objective Our objective was to assess, under real-world clinical circumstances, LAI discontinuation rates over a period of 12 months after a first prescription, reasons for discontinuation, and associated factors. Methods The STAR Network ‘Depot Study’ was a naturalistic, multicentre, observational prospective study that enrolled subjects initiating a LAI without restrictions …
Turbulence and financial markets
1996
Cultural institutions as agents of urban and community regeneration in the (post-)pandemic city. The case of the «Laboratorio Zen Insieme» in Palermo
2022
Although all cities in the world have been affected by the COVID-19 pandemic, its impacts on the territories, yet to be understood, are unevenly distributed, revealing extremely varied imbalances depending on the places. However, it is clear that the virus and its variants have aggravated pre-existing socio-spatial inequalities, creating new ones and bringing attention back to those implications between space, planning, public health and citizenship that are at the origins of contemporary urbanism. In a reference framework in which the crisis is globalized but unequal and in the absence of a welfare system capable of responding to the urgencies of the most marginalized social contexts and g…