Using results from Learning to Forecast laboratory experiments to predict the effect of futures markets on spot market stability
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| Publication date | 2022 |
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| Book title | Handbook of Experimental Finance |
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| Series | Research Handbooks in Money and Finance |
| Pages (from-to) | 250-266 |
| Publisher | Cheltenham: Edward Elgar Publishing |
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| Abstract | In this chapter we first give a short overview of Learning to Forecast (LtF) experiments, thereby focusing on the differences between markets with positive and negative expectations feedback. Subsequently, we discuss how the results of these experiments can be used to predict behavior for more complicated market environments that exhibit both types of feedback. In particular, we will consider the case where a futures market is connected with a spot market. |
| Document type | Chapter |
| Language | English |
| Published at | https://doi.org/10.4337/9781800372337.00027 |
| Downloads |
ChapterDeJongSonnemansTuinstraHEF2022
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