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

Johan de Jong, Joep Sonnemans, Jan Tuinstra

Research output: Chapter/Conference proceedingChapterAcademic

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.
Original languageEnglish
Title of host publicationHandbook of Experimental Finance
EditorsSascha Füllbrunn, Ernan Haruvy
Place of PublicationCheltenham
PublisherEdward Elgar Publishing
Pages250-266
Number of pages17
ISBN (Electronic)9781800372337
ISBN (Print)9781800372320
DOIs
Publication statusPublished - 18 Oct 2022

Publication series

SeriesResearch Handbooks in Money and Finance

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