Mean-Reverting Price - Articles - Scientific Research Publishing

Approximation for Convenience Yield with Mean-Reverting Commodity Price (Articles)

Qiang Zhao, Guiding Gu

Journal of Mathematical Finance Vol.5 No.3，June 27, 2015

DOI: 10.4236/jmf.2015.53021 4,152 Downloads 5,294 Views Citations
Statistical Arbitrage in S&P500 (Articles)

Stefanos Drakos

Journal of Mathematical Finance Vol.6 No.1，February 29, 2016

DOI: 10.4236/jmf.2016.61016 4,232 Downloads 8,471 Views Citations
The Existence and Uniqueness of Solutions for Mean-Reverting γ-Process (Articles)

Jiyuan Liao

Open Journal of Statistics Vol.8 No.2，April 24, 2018

DOI: 10.4236/ojs.2018.82021 765 Downloads 1,760 Views Citations
Statistical Arbitrage Strategy in Multi-Asset Market Using Time Series Analysis (Articles)

Takahiro Imai, Kei Nakagawa

Journal of Mathematical Finance Vol.10 No.2，May 21, 2020

DOI: 10.4236/jmf.2020.102020 1,519 Downloads 5,431 Views Citations
This article belongs to the Special Issue on Finance and Portfolio Management
Weather Derivatives with Applications to Canadian Data (Articles)

Anatoliy Swishchuk, Kaijie Cui

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31007 5,494 Downloads 10,825 Views Citations
A Contingent Claim Approach to Bank Valuation (Articles)

Enahoro Alfred Owoloko, Nicholas Amienwan Omoregbe, Michael Akindele Okedoye

Journal of Mathematical Finance Vol.4 No.4，August 18, 2014

DOI: 10.4236/jmf.2014.44020 3,132 Downloads 4,616 Views Citations
Defining Single Asset Price Momentum in terms of a Stochastic Process (Articles)

KiHoon Jimmy Hong, Stephen Satchell

Theoretical Economics Letters Vol.2 No.3，August 3, 2012

DOI: 10.4236/tel.2012.23050 5,628 Downloads 9,306 Views Citations
Production Decoupling under US Farm Programs (Articles)

Charles B. Moss, Andrew Schmitz, Troy G. Schmitz

Natural Resources Vol.5 No.1，January 26, 2014

DOI: 10.4236/nr.2014.51003 3,340 Downloads 4,765 Views Citations
A Study on the Interactive Relationship between Housing Price and Land Price in Beijing
—From the Perspective of Co-Integration Analysis and Granger Causality Test (Articles)

Qimin Lin, Wenjie Liu, Yang Li, Mingze Zhou

Open Journal of Social Sciences Vol.4 No.4，April 21, 2016

DOI: 10.4236/jss.2016.44011 2,124 Downloads 3,140 Views Citations
Commodity Price Stabilization under Unattainable Stocks (Articles)

Andrew Schmitz

Theoretical Economics Letters Vol.8 No.5，April 8, 2018

DOI: 10.4236/tel.2018.85061 845 Downloads 1,771 Views Citations
The Influences of Energy Price Variation on the Prices of Other Industries: A Study Based on Input-Output Price Model (Articles)

Aiwen Zhao, Ruilin Li

Open Journal of Energy Efficiency Vol.8 No.2，June 4, 2019

DOI: 10.4236/ojee.2019.82003 777 Downloads 2,316 Views Citations
The Effect of Housing Price on Industrial Agglomeration in China (Articles)

Zhaohui Li, Xuemei Chen

Modern Economy Vol.7 No.12，November 18, 2016

DOI: 10.4236/me.2016.712136 1,735 Downloads 3,301 Views Citations
Information Processing and Financial Market Price Adjustments (Articles)

Edwin H. Neave, William R. Scott

Theoretical Economics Letters Vol.9 No.7，September 26, 2019

DOI: 10.4236/tel.2019.97148 498 Downloads 1,316 Views Citations
This article belongs to the Special Issue on Stock Market and Finance
Societal Gains from Price Stability: Does Risk Matter? (Articles)

Andrew Schmitz, Claudine Chegini

Theoretical Economics Letters Vol.13 No.2，March 10, 2023

DOI: 10.4236/tel.2023.132013 138 Downloads 624 Views Citations
Price Instability, Risk, and Storage: Revisited (Articles)

Andrew Schmitz, Sheikh Jafar Emran

Theoretical Economics Letters Vol.14 No.1，February 29, 2024

DOI: 10.4236/tel.2024.141011 125 Downloads 603 Views Citations
Effects of Quality and Price Appeals on Consumers’ Internal Reference Prices and Quality Perceptions (Articles)

Miyuri Shirai

Modern Economy Vol.5 No.8，July 7, 2014

DOI: 10.4236/me.2014.58076 3,801 Downloads 6,384 Views Citations
India’s Tea Price Analysis Based on ARMA Model (Articles)

Hong Liu, Shuang Shao

Modern Economy Vol.7 No.2，February 16, 2016

DOI: 10.4236/me.2016.72014 5,481 Downloads 7,405 Views Citations
Improving the Forecast Accuracy of Oil-Stock Nexus in GCC Countries (Articles)

Onuoha Ikwor Nnachi

Theoretical Economics Letters Vol.8 No.14，October 25, 2018

DOI: 10.4236/tel.2018.814191 625 Downloads 1,135 Views Citations
The Effect of Conformity in Luxury: How Does Price Conformity or Nonconformity Affect Desirability in Luxury Clothing? (Articles)

Mital Evelyn

Open Journal of Business and Management Vol.12 No.1，January 24, 2024

DOI: 10.4236/ojbm.2024.121018 154 Downloads 1,218 Views Citations
Investment Incentives under Price-Cap Regulation (Articles)

David Bartolini

Theoretical Economics Letters Vol.2 No.5，December 28, 2012

DOI: 10.4236/tel.2012.25105 6,744 Downloads 8,985 Views Citations

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