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Simulation of the electricity market participant’s behaviour is important for producers and consumers to determine their bidding strategies and for regulating the market rules. In literature, for this...
This article explores whether monetary policy can account for the asymmetric job creation and job destruction behaviour in the Taiwanese manufacturing and service sectors during the period 1987 to 200...
Abstract: In a previous paper it was shown that a Markov-functional model with log-normally distributed rates in the terminal measure displays nonanalytic behaviour as a function of the volatility, wh...
This paper empirically analyses risk in the Euro relative to other currencies. Comparisons are made between a sub period encompassing the final transitional stage to full monetary union with a sub per...
Using frequency distributions of daily closing price time series of several financial market indexes, we investigate whether the bias away from an equiprobable sequence distribution found in the data...
It has been suggested that marked point processes might be good candidates for the modelling of financial high-frequency data. A special class of point processes, Hawkes processes, has been the subje...
A base line estimate of eligibility would be useful in assesing whether economic reforms can indeed achieve higher eligibility.In this paper I estimate the technical eligibility of Bulgarian and Roman...
The main aim of the article is to understand the influence of factors biasing purchase decisions connected with measurement of consumers’ involvement. Consumption expenditures are purposefully subdivi...
The authors analyze and interpret the data of the Czech Statistical Office about the consumption of the selected foods in the form of secondary analysis. The effort was to take into account the assess...
After a brief summary of oil price behaviour from 1946 onwards, the problem of modelling daily oil prices from 1990 onwards is addressed. The arbitrage pricing continuous time models from the literatu...
The paper analyses buying behaviour of Czech consumer units on the market with food. Authors present the factors that can influence significantly this behaviour, e.g. price, brand, quality, product at...
The paper analyses results of an inquiry performed in the Czech Republic on the turn of 2005/2006. The objective was to discover how households buy foodstuffs, clothing, shoes, and home appliances and...

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