Search Results

The Arithmetics of Par, Spot and Forward Curves,
Vahagn Melik-Parsadanyan, in International Journal of Economics and Finance (2016)
Keywords: yield curve, spot curve, forward curve, par curve, implied spot curve

A k- factor GIGARCH process: estimation and application to electricity market spot prices,
Dominique Guegan, Abdou Ka Diongue and Bertrand Vignal, from HAL (2004)
Keywords: GIGARCH process,estimation theory,Electricity spot prices.,Electricity spot prices

Did the COVID-19 Outbreak Asymmetrically Affect the Spot Electricity Price in India?,
Muhammed Ashiq Villanthenkodath and Mantu Kumar Mahalik, in Energy RESEARCH LETTERS (2022)
Keywords: COVID-19,Spot Electricity Price, NARDL

Can spot market power translate into market power in the hedge market?,
Gabriel Fiuza de Braganca, from Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation (2010)
Keywords: electricity, spot market power, pricing,

Comment: Investor demand and spot commodity prices,
Olle Östensson, in Resources Policy (2011)
Keywords: Commodities; Speculation; Spot prices; Commodity stocks;

The Impact of Index Futures on Spot Market Volatility in China,
Shiqing Xie and Jiajun Huang, in Emerging Markets Finance and Trade (2014)
Keywords: CSI 300, index futures, spot market, volatility

Neural Network Exploration for Keyword Spotting on Edge Devices,
Jacob Bushur and Chao Chen, in Future Internet (2023)
Keywords: keyword spotting; neural networks; edge intelligence

Forecasting Natural Gas Spot Prices with Machine Learning,
Dimitrios Mouchtaris, Emmanouil Sofianos, Periklis Gogas and Theophilos Papadimitriou, in Energies (2021)
Keywords: natural gas; spot price; machine learning; forecasting

Potato bruise spot sensitivity dependence on regimes of cultivation,
J. Blahovec and J. Židová, in Research in Agricultural Engineering (2004)
Keywords: potato, bruising, black spot, impact, cultivation regime

Performance study of spot cooling of tractor cabinet,
A.E. Kabeel, G.I. Sultan, Z.A. Zyada and M.I. El-Hadary, in Energy (2010)
Keywords: Spot cooling; Vortex tube; Ventilation systems;

Cojumps in China's spot and stock index futures markets,
Hao Wang, Mengqi Yue and Hua Zhao, in Pacific-Basin Finance Journal (2015)
Keywords: Cojump; Macroeconomic announcement; Jump covariation; Spot; Futures;

Strategic trading and manipulation with spot market power,
Alexander Muermann and Stephen H. Shore, from Center for Financial Studies (CFS) (2006)
Keywords: Strategic Trading, Manipulation, Spot Market Power

Horses for Courses: Setting Tasks for Spotting Talent,
Saptarshi P. Ghosh, in Review of Market Integration (2018)
Keywords: Task difficulty; private signal; talent spotting

Towards an Integrated Spot LNG Market: An Interim Assessment,
Xiaoyi Mu and Haichun Ye, in The Energy Journal (2018)
Keywords: LNG; Spot market; Market integration; Convergence

Spot price dynamics in deregulated power markets,
Marina Resta and Davide Sciutti, from University Library of Munich, Germany (2003)
Keywords: spot prices, self–affinity, Hurst exponent.

Strategic use of available capacity in the electricity spot market,
Chloe Le Coq, from Stockholm School of Economics (2002)
Keywords: spot market; capacity game; auction mechanism; electricity.

Do Commodity Futures Help Forecast Spot Prices?,
David Reichsfeld and Shaun Roache, from International Monetary Fund (2011)
Keywords: WP;spot market;risk premium;random walk

A NEW EMPIRICAL INVESTIGATION OF THE PLATINUM SPOT RETURNS,
Simone Kruse, Thomas Tischer and Timo Wittig, in Journal of Smart Economic Growth (2017)
Keywords: GARCH model; fat tails; platinum spot returns

Characterization of Tan Spot Races in Kazakhstan,
Akerke Maulenbay, Kunsulu Zakarya, Raushan Moldazhanova and Aralbek Rsaliyev, in Agriculture (2022)
Keywords: tan spot; Pyrenophora tritici-repentis ; wheat; races; necrotrophic effectors

Spot wages, job changes, and the cycle,
Robert Hart and J Roberts, from University of Stirling, Division of Economics (2011)
Keywords: Real wage cyclicality; spot wages; job moves; job re‐assignments

Forecasting extreme electricity spot prices,
Volodymyr Korniichuk, from Cologne Graduate School in Management, Economics and Social Sciences (2012)
Keywords: electricity spot prices, copula, GPD, negative binomial distribution

Spot Rates of Exchange,
A. D. P. Edwards, from Palgrave Macmillan (1990)
Keywords: Exchange Rate, Foreign Currency, Spot Rate, Fixed Exchange Rate, Fixed Price

Statistical Inference of Spot Correlation and Spot Market Beta under Infinite Variation Jumps*,
Qiang Liu and Zhi Liu, in Journal of Financial Econometrics (2022)
Keywords: semimartingale, high-frequency data, infinite variation jump, spot covariance, spot correlation, spot market beta, central limit theorem

From implied to spot volatilities,
Valdo Durrleman, in Finance and Stochastics (2010)
Keywords: Option price, Implied volatility, Spot volatility, Martingale representation, Asymptotic analysis, Itô–Wentzell formula, 60H10, 91B28, C60, G13,

Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany,
Fotis G. Kalantzis and Nikolaos Milonas, in Energy Economics (2013)
Keywords: Electricity futures market; Volatility clustering; Electricity spot markets; Spot market volatility; VECM-GARCH;

Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies?,
Vassilios Babalos, Elie Bouri and Rangan Gupta, from University of Pretoria, Department of Economics (2024)
Keywords: US spot Bitcoin ETFs introduction, SEC approval, Cryptocurrency spot returns and volatility, GARCH-X models

Determinantes del Precio Spot Eléctrico en el Sistema Interconectado Central de Chile*,
Iryna Sikora, Juan Antonio Campos Abad and Javier Bustos Salvagno, in Revista de Analisis Economico – Economic Analysis Review (2017)
Keywords: VAR, spot price, electricity, Chile

Coaching Based on Signature Strengths or Lesser Strengths? The Effects of Two Strengths Spotting Interventions on Managerial Coaching Behavior,
Valesca Y. Tobias, Marianne Woerkom, Maria Christina Meyers and Robin Bauwens, in Journal of Happiness Studies (2024)
Keywords: Strengths spotting, Managers, Coaching, Intervention

Cointegration between oil spot and future prices of the same and different grades in the presence of structural change,
Svetlana Maslyuk and Russell Smyth, in Energy Policy (2009)
Keywords: Spot prices Futures price Cointegration

EXPLORING TOURIST SPOTS FOR PROMOTING INVESTMENTS IN TOURISM INDUSTRY OF BANGLADESH,
Mohammad Shamsuddoha and Alexandru Nedelea, in Revista de turism - studii si cercetari in turism / Journal of tourism - studies and research in tourism (2008)
Keywords: tourist spot, investment, tourism industry, Bangladesh.

Time or spot ? A revaluation of Amsterdam market data prior to 1747,
Brian Beach, Stephen Norman and Douglas Wills, in Cliometrica, Journal of Historical Economics and Econometric History (2013)
Keywords: Early financial markets, Spot and forward markets

Forecasting Electricity Prices in Deregulated Wholesale Spot Electricity Market: A Review,
Girish Godekere Panchakshara Murthy and Vijayalakshmi Sedidi, in International Journal of Energy Economics and Policy (2014)
Keywords: spot price; electricity; forecasting; power market

Spot cryptocurrency ETFs: Crypto investment products or stepping stones toward tokenization,
Shiang Liu and Changyu Yang, in Finance Research Letters (2024)
Keywords: Spot cryptocurrency ETF; Legitimacy; Liquidity; Tokenization;

Is Futurization the Culprit for the Violent Fluctuation in China’s Apple Spot Price?,
Lin Xie, Jiahua Liao, Haiting Chen, Xuefei Yan and Xinyan Hu, in Agriculture (2021)
Keywords: apple; futures; spot price volatility; agricultural products

Deep Learning-Based Black Spot Identification on Greek Road Networks,
Ioannis Karamanlis, Alexandros Kokkalis, Vassilios Profillidis, George Botzoris, Chairi Kiourt, Vasileios Sevetlidis and George Pavlidis, in Data (2023)
Keywords: AI; black spot; road safety; dataset

An Analysis of Public Service Satisfaction of Tourists at Scenic Spots: The Case of Xiamen City,
Ting Shao, Peiting Yang, Hongbo Jiang and Qigan Shao, in Sustainability (2023)
Keywords: tourism; scenic spots; public service; satisfaction

The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis,
Julien Chevallier, in Energy Policy (2010)
Keywords: CPRS Australian ETS Electricity spot prices

Crude oil: Does the futures price predict the spot price?,
Pyung Kun Chu, Kristian Hoff, Peter Molnár and Magnus Olsvik, in Research in International Business and Finance (2022)
Keywords: Crude oil; Spot price; Futures price; Forecasting;

The lead-lag relationships between spot and futures prices of natural gas,
Yahui Zhang and Li Liu, in Physica A: Statistical Mechanics and its Applications (2018)
Keywords: Natural gas; Spot and futures; Causality analysis; Nonlinearity;

SPOT VE VADELİ İŞLEM FİYATLARININ VARYANSLARI ARASINDAKİ NEDENSELLİK TESTİ,
Emrah Çevik and Mehmet Pekkaya, from University Library of Munich, Germany (2007)
Keywords: Dynamic causality, ARMA-GARCH, Correlation of spot-futures.

Selling Goods of Unknown Quality: Forward versus Spot Auctions,
Isa Hafalir and Hadi Yektas, from University Library of Munich, Germany (2010)
Keywords: Forward Trading, Forward Auctions, Spot Auctions

Stochastic scheduled service network design in the presence of a spot market for excess capacity,
Xin Wang and Stein Wallace, in EURO Journal on Transportation and Logistics (2016)
Keywords: Service network design, Stochastics, Spot market

A Variance Ratio Test of Random Walk in Energy Spot Markets,
Cheong Chin, in Journal of Quantitative Economics (2010)
Keywords: spot markets, martingale process, variance ratio test

The Uses and Impacts of Mobile Computing Technology in Hot Spots Policing,
Christopher S. Koper, Cynthia Lum and Julie Hibdon, in Evaluation Review (2015)
Keywords: policing; mobile computing; hot spots; technology; experiment

Lenders’ blind trust and borrowers’ blind spots: A descriptive investigation of personal loans,
Linda Dezső and George Loewenstein, in Journal of Economic Psychology (2012)
Keywords: Personal loans; Self-serving bias; Blind spot;

Underdeveloped spot markets and futures trading: The Soya Oil exchange in India,
Bharat Ramaswami and Jatinder Bir Singh, from Indian Statistical Institute, Delhi (2006)
Keywords: hedging, futures markets, spot markets, soya oil

Crowdsourcing photograph locations for debris flow hot spot mapping,
Hone-Jay Chu and Yi-Chin Chen, in Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards (2018)
Keywords: Hot spot analysis, Hazard, Crowdsourced data

The component procurement problem for the loss-averse manufacturer with spot purchase,
Houcai Shen, Zhan Pang and T.C.E. Cheng, in International Journal of Production Economics (2011)
Keywords: Newsvendor Spot purchase Loss aversion Prospect theory

Selling Goods of Unknown Quality: Forward versus Spot Auctions,
Isa Hafalir and Hadi Yektas, from The University of Melbourne (2010)
Keywords: Forward Trading, Forward Auctions, Spot Auctions

Semiotic Analysis of the Greek Tourism Organization’s Spot “Greece: A 365-Day Destination”,
Sofia Tsiftelidou and Anastasia-Charikleia Christodoulou, from Springer (2020)
Keywords: Semiotic analysis, Greek tourism organisation, Spot

Demand information and spot price information: Supply chains trading in spot markets,
Xuan Zhao, Wei Xing, Liming Liu and Shouyang Wang, in European Journal of Operational Research (2015)
Keywords: Supply chain management; Information updating; Spot market; Forward contract; Dual sourcing;

Investigating the price linkage between the Asian LNG spot and East Asian LNG prices and its implications,
Jeremia Dwi Martono and Kentaka Aruga, in International Journal of Global Energy Issues (2018)
Keywords: price linkage; Asian LNG spot prices; LNG spot and short-term cargoes; long-term contracts; spot prices.

Does Spot Nifty Fluctuate with Macroeconomic Indicators?,
Shweta Ahalawat and Archana Patro, in Asian Journal of Empirical Research (2019)
Keywords: Spot Nifty, Macroeconomic variable, Financial market, Interest rate, India

Using SPOT-7 for Nitrogen Fertilizer Management in Oil Palm,
Mohammad Yadegari, Redmond R. Shamshiri, Abdul Rashid Mohamed Shariff, Siva K. Balasundram and Benjamin Mahns, in Agriculture (2020)
Keywords: multispectral remote sensing; nitrogen; SPOT-7; vegetation indices; MSAVI

The relationship between spot and contract gas prices in Europe,
Frank Asche, Bård Misund and Marius Sikveland, in Energy Economics (2013)
Keywords: Gas spot market; Long term gas supply contracts;

Joint Modelling of Gas and Electricity spot prices,
Noufel Frikha and Vincent Lemaire, from HAL (2012)
Keywords: Electricity markets,spot price modelling,ergodic diffusion,saddlepoint

Estimating spot volatility with high-frequency financial data,
Yang Zu and H. Peter Boswijk, in Journal of Econometrics (2014)
Keywords: Spot volatility; Market microstructure noise; Subsampling; Scale selection; Bandwidth selection;

Investment Incentives and Electricity Spot Market Design,
Veronika Grimm and Gregor Zöttl, from University of Munich, Department of Economics (2010)
Keywords: Investment; demand fluctuation; cost fluctuation; spot market design

Extension of Spot Recovery Model for Gaussian Copula,
Hui Li, from University Library of Munich, Germany (2009)
Keywords: CDO, Gaussian Copula, Stochastic Recovery, Spot Recovery Model

A central limit theorem for the functional estimation of the spot volatility,
Ngo Hoang-Long and Ogawa Shigeyoshi, in Monte Carlo Methods and Applications (2009)
Keywords: Spot volatility, central limit theorem, robustness, jump process, microstructure noise

Estimating the Volatility of Wholesale Electricity Spot Prices in the US,
Lester Hadsell, Achla Marathe and Hany A. Shawky, in The Energy Journal (2004)
Keywords: Electric utilities; deregulation; US; wholesale electricity spot prices; Volatility

Information Flows Between Eurodollar Spot and Futures Markets,
Yin-Wong Cheung and Hung-Gay Fung, in Multinational Finance Journal (1997)
Keywords: Granger causality; cointegration; Eurodollar spot and futures interest rates; information flow

Index Future Trading, Spot Volatility And Market Efficiency,
Zonghao Chen, in Journal of Management Sciences (2014)
Keywords: trading, Spot volatility, GARCH, international portfolio and stock market

Informational role of futures volume for spot volatility,
Shailesh Rastogi, Vikas Tripathi and Sunaina Kuknor, in Pacific Accounting Review (2021)
Keywords: GMM, Simultaneity, Moneyness, Futures volume, Option volume, Spot volatility

Regime-dependent adjustment in energy spot and futures markets,
Joscha Beckmann, Ansgar Belke and Robert Czudaj, in Economic Modelling (2014)
Keywords: Energy; Cointegration; Commodities; Spot and futures markets; Smooth transition regression;

Can Spot and Contract Markets Co-Exist in Agriculture?,
Miguel Carriquiry and Bruce Babcock, from Center for Agricultural and Rural Development (CARD) at Iowa State University (2002)
Keywords: contract markets, contracting in agriculture, specialty grains, spot markets, yield risk.

Robust trading in spot and forward oligopolistic markets,
N. Gülpınar and Fernando Oliveira, in International Journal of Production Economics (2012)
Keywords: Forward contracts; Oligopoly; Procurement; Robustness; Spot markets; Uncertainty;

Are natural gas spot and futures prices predictable?,
Vinod Mishra and Russell Smyth, in Economic Modelling (2016)
Keywords: Natural gas; Spot and futures prices; Predictability; Unit root;

Transnational Terrorism Hot Spots: Identification and Impact Evaluation,
Alex Braithwaite and Quan Li, in Conflict Management and Peace Science (2007)
Keywords: geography of terrorism; hot spot; spatial statistics; transnational terrorism

The Application of Kernel Estimation in Analysis of Crime Hot Spots,
Yan-yan Wang, Zhi-hong Sun, Lu Pan, Ting Wang and Da-hu Zhang, from Springer (2013)
Keywords: Band-width, Crime hot spots, Kernel estimation, Kernel function, MISE

Estimation of the Hurst Parameter in Spot Volatility,
Yicun Li and Yuanyang Teng, in Mathematics (2022)
Keywords: spot volatility; change of frequency; roughness of volatility; hurst exponent; Chinese A-share market

Edgeworth corrections for spot volatility estimator,
Lidan He, Qiang Liu and Zhi Liu, in Statistics & Probability Letters (2020)
Keywords: High frequency data; Spot volatility; Central limit theorem; Edgeworth expansion; Confidence interval;

Investor demand and spot commodity prices,
John Tilton, David Humphreys and Marian Radetzki, in Resources Policy (2011)
Keywords: Commodity prices Investor demand and stocks Speculation Strong and weak contango Spot and futures markets Copper

Modeling and forecasting spot oil price,
Latife Ghalayini, in Eurasian Business Review (2017)
Keywords: Oil supply, Open interest, Spot oil price, Oil demand, Exchange rate, Future oil markets, Oil inventories

Strategic Spot Trading in Supply Chains,
Haim Mendelson and Tunay I. Tunca, in Management Science (2007)
Keywords: spot trading, demand and cost information, procurement and supply chain, fixed-price contracts

Bilateral Forward Contracts and Spot Prices,
Nodir Adilov, in The Energy Journal (2010)
Keywords: Bilateral forward contracts; Spot prices; Electricity markets; efficiency; market power mitigation

Forecasting volatility and spillovers in crude oil spot, forward and future markets,
Chia-Lin Chang, Michael McAleer and Roengchai Tansuchat, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
Keywords: conditional correlations, crude oil spot prices, forward returns, futures returns, multivariate GARCH, spot returns, volatility spillovers

Electricity Spot Price Modelling: Univariate Time Series Approach,
Régis Bourbonnais and Sophie Méritet, from Palgrave Macmillan (2007)
Keywords: Unit Root Test, Electricity Price, Spot Price, Spot Prex, Auto Regressive Move Average

Impacts of official high-standard scenic spots on environment and growth — Evidence from China's 5A scenic spots at the city level,
Hongqi Ma and Jingxian Zou, in Ecological Economics (2022)
Keywords: 5A Scenic Spots; Industrial Emission; Industrial Structure; Economic Growth;

Effect of futures trading on spot price volatility: evidence for NSE Nifty using GARCH,
Sathya Swaroop Debasish, in Afro-Asian Journal of Finance and Accounting (2008)
Keywords: finance; futures trading; GARCH; NSE Nifty; spot price volatility; stock index; India; Indian spot markets; spot returns.

Hot spots policing as part of a city-wide violent crime reduction strategy: Initial evidence from Dallas,
Michael R. Smith, Rob Tillyer and Brandon Tregle, in Journal of Criminal Justice (2024)
Keywords: Hot spots policing; Violent crime; Police strategy;

Current limiter circuit to avoid photovoltaic mismatch conditions including hot-spots and shading,
Mahmoud Dhimish and Ghadeer Badran, in Renewable Energy (2020)
Keywords: Hot-spots; Bypass diode; Reliability analysis; Photovoltaics;

Spatiotemporal Variation and Hot Spot Detection of Visceral Leishmaniasis Disease in Kashi Prefecture, China,
Canjun Zheng, Jingying Fu, Zeng Li, Gang Lin, Dong Jiang and Xiao-nong Zhou, in IJERPH (2018)
Keywords: GIS; hot spots; spatiotemporal clusters; Kashi Prefecture

Examination of the Spillover Effects among Natural Gas and Wholesale Electricity Markets Using Their Futures with Different Maturities and Spot Prices,
Tadahiro Nakajima and Yuki Toyoshima, in Energies (2020)
Keywords: spillover effect; natural gas; electricity; spot; futures

Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis,
Konstantinos Gkillas, Christoforos Konstantatos, Christos Floros and Athanasios Tsagkanos, in International Review of Financial Analysis (2021)
Keywords: ECB news; Spot; Futures; Volatility spillovers;

A novel dynamic segmentation model for identification and prioritization of black spots based on the pattern of potential for safety improvement,
Mohammad Reza Elyasi, Mahmoud Saffarzade and Amin Mirza Boroujerdian, in Transportation Research Part A: Policy and Practice (2016)
Keywords: Road safety; Black spots; Road segmentation; Prioritization;

Forecasting electricity spot prices using time-series models with a double temporal segmentation,
Marie Bessec, Julien Fouquau and Sophie Meritet, from HAL (2014)
Keywords: Electricity spot prices,forecasting,regime-switching

Forecasting electricity spot prices using time-series models with a double temporal segmentation,
Marie Bessec, Julien Fouquau and Sophie Meritet, from Department of Research, Ipag Business School (2014)
Keywords: Electricity spot prices, forecasting, regime-switching.

Are crude oil markets cointegrated? Testing the co-movement of weekly crude oil spot prices,
Gregory Galay, in Journal of Commodity Markets (2019)
Keywords: Cointegration; Spot prices; Structural breaks; Error-correction;

Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions,
Joanna Janczura and Rafał Weron, from University Library of Munich, Germany (2009)
Keywords: regime-switching, heteroskedasticity, electricity spot price