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Are they worth it? – An evaluation of predictions for NBA ‘Fantasy Sports’ 它们值得吗?-对NBA“梦幻体育”预测的评估
Journal of Economics and Finance Pub Date : 2023-10-23 DOI: 10.1007/s12197-023-09646-7
Jörg Döpke, Tim Köhler, Lars Tegtmeier
{"title":"Are they worth it? – An evaluation of predictions for NBA ‘Fantasy Sports’","authors":"Jörg Döpke, Tim Köhler, Lars Tegtmeier","doi":"10.1007/s12197-023-09646-7","DOIUrl":"https://doi.org/10.1007/s12197-023-09646-7","url":null,"abstract":"Abstract ‘Fantasy Sports’ - an internet-based game in which participants chose virtual teams of real professional athletes - has recently gained in popularity. Various firms provide projections regarding athletes’ future performance to help participants choose their virtual teams. We evaluate such forecasts based on 1658 projections regarding NBA basketball of four selected projection providers that were collected in February 2022. We calculate standard measures of forecast quality and find that the use of professional forecasts reduces the errors made in naïve forecasts, but only to a moderate extent. Applying regression-based tests of forecast efficiency, we find that the predictions are inefficient and, in some cases, even biased. Third, pairwise comparisons of the accuracy of the providers suggest notable differences among such providers in the short run. We use a simple optimization algorithm to choose a virtual team for each match day and feed it with the forecasts of the providers. Subsequently, we rank the providers according to the score obtained by these teams. We find small, although in one case significant, long-run differences between the providers, among whom each provides better accuracy than that of a naïve projection based on these athletes’ past performances. Finally, we simulate one-on-one competition among various forecast providers to ascertain the long-term profitability of their services. Given the small magnitude of the detected differences, our results, in brief, raise doubts as to whether the forecasts provided are worth the money.","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135412790","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Quantile coherency of futures prices in palm and soybean oil markets 棕榈油和豆油期货价格的分位数一致性
Journal of Economics and Finance Pub Date : 2023-10-17 DOI: 10.1007/s12197-023-09647-6
Panos Fousekis
{"title":"Quantile coherency of futures prices in palm and soybean oil markets","authors":"Panos Fousekis","doi":"10.1007/s12197-023-09647-6","DOIUrl":"https://doi.org/10.1007/s12197-023-09647-6","url":null,"abstract":"Abstract The objective of the present work is to investigate the contemporaneous price co-movement in the futures markets of soybean and palm oil. This is pursued using quantile coherency (a statistical tool that allows for both frequency- and quantile-dependent linkages between stochastic processes) and daily futures prices from 2015 to 2023. The empirical findings suggest: (a) The co-movement between palm and soybean oil prices is not very high and, at the same time, it is asymmetric; prices in the two markets are more likely to crash than to boom together. (b) The intensity of co-movement tends to increase monotonically with the time-scale considered. However, the bulk of the adjustments to shocks tend to be completed within 1 month; the differences between coherency estimates in the medium- and in the long-run are rather small. (c) Price co-movement appears to be driven by both pure (short-run) contagion as well as by fundamental-based (long-run) contagion.","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135993211","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Pay it forward (digitally): sizing up the global impact of electronic wages on digital payment usage 把它传递出去(数字):评估电子工资对数字支付使用的全球影响
Journal of Economics and Finance Pub Date : 2023-09-26 DOI: 10.1007/s12197-023-09645-8
Jeffrey S. Allen
{"title":"Pay it forward (digitally): sizing up the global impact of electronic wages on digital payment usage","authors":"Jeffrey S. Allen","doi":"10.1007/s12197-023-09645-8","DOIUrl":"https://doi.org/10.1007/s12197-023-09645-8","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134960955","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Innovation and governance 创新与治理
Journal of Economics and Finance Pub Date : 2023-09-19 DOI: 10.1007/s12197-023-09632-z
Saurav Roychoudhury, Anuj Bhowmik, Srobonti Chattopadhyay
{"title":"Innovation and governance","authors":"Saurav Roychoudhury, Anuj Bhowmik, Srobonti Chattopadhyay","doi":"10.1007/s12197-023-09632-z","DOIUrl":"https://doi.org/10.1007/s12197-023-09632-z","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135014294","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis 金属和能源商品之间的波动传输和连通性:网络计量经济学分析
Journal of Economics and Finance Pub Date : 2023-08-21 DOI: 10.1007/s12197-023-09644-9
M. Tessmann, C. Carrasco-Gutierrez, Marcelo de Oliveira Passos, Luiz Augusto Magalhães, Regis A. Ely
{"title":"Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis","authors":"M. Tessmann, C. Carrasco-Gutierrez, Marcelo de Oliveira Passos, Luiz Augusto Magalhães, Regis A. Ely","doi":"10.1007/s12197-023-09644-9","DOIUrl":"https://doi.org/10.1007/s12197-023-09644-9","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87208433","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Effects of a CEO’s overconfidence and his/her power on the performance of Chinese firms CEO过度自信及其权力对中国企业绩效的影响
Journal of Economics and Finance Pub Date : 2023-08-10 DOI: 10.1007/s12197-023-09642-x
Hao Fang, Chien‐Ping Chung, Yang-Cheng Lu, Yen‐Hsien Lee
{"title":"Effects of a CEO’s overconfidence and his/her power on the performance of Chinese firms","authors":"Hao Fang, Chien‐Ping Chung, Yang-Cheng Lu, Yen‐Hsien Lee","doi":"10.1007/s12197-023-09642-x","DOIUrl":"https://doi.org/10.1007/s12197-023-09642-x","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77534543","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Whose trade flows are affected by Global Policy Uncertainty? asymmetric evidence from G7 谁的贸易流动受到全球政策不确定性的影响?来自G7的不对称证据
Journal of Economics and Finance Pub Date : 2023-08-07 DOI: 10.1007/s12197-023-09635-w
Mohsen Bahmani‐Oskooee, A. Mohammadian
{"title":"Whose trade flows are affected by Global Policy Uncertainty? asymmetric evidence from G7","authors":"Mohsen Bahmani‐Oskooee, A. Mohammadian","doi":"10.1007/s12197-023-09635-w","DOIUrl":"https://doi.org/10.1007/s12197-023-09635-w","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90511539","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Volatility spillovers between oil and financial markets during economic and financial crises: A dynamic approach 经济和金融危机期间石油和金融市场之间的波动溢出效应:一种动态方法
Journal of Economics and Finance Pub Date : 2023-08-02 DOI: 10.1007/s12197-023-09634-x
J. Sánchez García, Salvador Cruz Rambaud
{"title":"Volatility spillovers between oil and financial markets during economic and financial crises: A dynamic approach","authors":"J. Sánchez García, Salvador Cruz Rambaud","doi":"10.1007/s12197-023-09634-x","DOIUrl":"https://doi.org/10.1007/s12197-023-09634-x","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82024213","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Re-examining the impact of oil prices on stock returns in the presence of time-varying volatility 在时变波动的情况下，重新审视油价对股票回报的影响
Journal of Economics and Finance Pub Date : 2023-07-23 DOI: 10.1007/s12197-023-09638-7
Patrick Herb, Farooq Malik
{"title":"Re-examining the impact of oil prices on stock returns in the presence of time-varying volatility","authors":"Patrick Herb, Farooq Malik","doi":"10.1007/s12197-023-09638-7","DOIUrl":"https://doi.org/10.1007/s12197-023-09638-7","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76046900","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Granular banks and corporate investment 颗粒银行和企业投资
Journal of Economics and Finance Pub Date : 2023-07-22 DOI: 10.1007/s12197-023-09641-y
Adriano Maia, Guilherme de Oliveira, Raul Matsushita, S. Da Silva
{"title":"Granular banks and corporate investment","authors":"Adriano Maia, Guilherme de Oliveira, Raul Matsushita, S. Da Silva","doi":"10.1007/s12197-023-09641-y","DOIUrl":"https://doi.org/10.1007/s12197-023-09641-y","url":null,"abstract":"","PeriodicalId":39959,"journal":{"name":"Journal of Economics and Finance","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81516554","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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