Heterogeneous beliefs, regret, and uncertainty: the role of speculation in energy price dynamics
DOI10.1016/J.EJOR.2015.05.061zbMATH Open1346.91087OpenAlexW3021569723MaRDI QIDQ319957FDOQ319957
Authors: Marc Joëts 
Publication date: 6 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://ageconsearch.umn.edu/record/148918/files/NDL2013-032.pdf
Recommendations
Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Microeconomic theory (price theory and economic markets) (91B24) Heterogeneous agent models (91B69)
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Cited In (8)
- Attention matters: an exploration of relationship between Google search behaviors and crude oil prices
- Regret-aversion over different maturities: application to energy futures markets
- Empirical study on influencing factors and fluctuations law of energy prices based on factor and partial least-square regression analysis
- Estimating the term structure of commodity market preferences
- It takes all sorts: a heterogeneous agent explanation for prediction market mispricing
- Enter the MATRIX model:a multi-agent model for transition risks with application to energy shocks
- Local Gaussian correlations in financial and commodity markets
- Analysis of mathematical model about the influence of investors' overconfidence on carbon futures price in international carbon market
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