Using results from Learning to Forecast laboratory experiments to predict the effect of futures markets on spot market stability

Open Access
Authors
Publication date 2022
Host editors
  • S. Füllbrunn
  • E. Haruvy
Book title Handbook of Experimental Finance
ISBN
  • 9781800372320
ISBN (electronic)
  • 9781800372337
Series Research Handbooks in Money and Finance
Pages (from-to) 250-266
Publisher Cheltenham: Edward Elgar Publishing
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
  • Faculty of Economics and Business (FEB)
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 (Submitted manuscript)
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