Belief-free Price Formation ∗
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DOI: 10.1016/j.jfineco.2017.11.004
Abstract: We analyze security price formation in a dynamic setting in which long-lived dealers repeatedly compete for trading with potentially informed retail traders. For a class of market microstructure models, we characterize equilibria in which dealers’… read more here.
Keywords: price; price formation; free price; belief free ... See more keywords
Price formation model with zero-Neumann boundary condition
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DOI: 10.1080/00036811.2018.1514114
Abstract: ABSTRACT This paper concerns the mathematical analysis of a mathematical model for price formation. We take a large number of rational buyers and vendors in the market who are trading the same good into consideration.… read more here.
Keywords: model zero; price formation; price; model ... See more keywords
Contracted Gas Volume as Factor of Price Formation on Natural Gas Markets
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DOI: 10.20542/0131-2227-2020-64-5-84-92
Abstract: Long-term contracts (LTCs) are the hallmarks of the European and Asian gas markets. The dominance of LTCs in international trade leads to their “gravity-center” function in relation to spot prices. When regional gas market is… read more here.
Keywords: market; spot; price formation; gas ... See more keywords
ENERGY PRICE FORMATION AND ENERGY CONSUMPTION BY HOUSEHOLDS AS A FACTOR OF ENSURING ENERGY SAFETY
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DOI: 10.32479/ijeep.9666
Abstract: The objective of the article was to analyze the issue of developing energy price formation by various countries in the context of component structure of the cost per energy unit for households. For conducting the… read more here.
Keywords: energy price; energy; price formation; gas ... See more keywords