Using results from learning to forecast laboratory experiments to predict the effect of futures markets on spot market stability
Johan de Jong,
Joep Sonnemans and
Jan Tuinstra
Chapter 20 in Handbook of Experimental Finance, 2022, pp 250-266 from Edward Elgar Publishing
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.
Keywords: Economics and Finance (search for similar items in EconPapers)
Date: 2022
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