Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …

There are two explanations for agricultural price dynamics. One follows cobweb logic and
models fluctuations driven by expectation errors but emphasises that these expectations …

This study examines the conditional volatility and correlation dependency and
interdependency for the four major precious metals (ie, gold, silver, platinum and palladium) …

We develop a model in which boundedly rational agents apply technical and fundamental
analysis to identify trading signals in two different speculative markets. Whether an agent …

In this paper, we develop and test a heterogeneous agent model for the oil market. The
demand for oil is divided in a speculative component and a real component. Speculators are …

This paper proposes a general computational framework for empirical estimation of financial
agent-based models, for which criterion functions have unknown analytical form. For this …

Carbon emission allowance price forecasting is a significant issue for policy makers and
investors with the world transitioning to green energy and devoting enormous efforts to be …

With a psychological and behavioral perspective, this paper examines whether religious
practice, through its influence on investors' moods and emotions, affect the behavior of the …

Financial markets are typically characterized by high (low) price level and low (high)
volatility during boom (bust) periods, suggesting that price and volatility tend to move …

This paper develops and tests a heterogeneous agents model for the option market. Our
agents have different beliefs about the future level of volatility of the underlying stock index …