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

In: Handbook of Experimental Finance

Author

Listed:
  • Johan de Jong
  • Joep Sonnemans
  • Jan Tuinstra

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.

Suggested Citation

  • Johan de Jong & Joep Sonnemans & Jan Tuinstra, 2022. "Using results from learning to forecast laboratory experiments to predict the effect of futures markets on spot market stability," Chapters, in: Sascha Füllbrunn & Ernan Haruvy (ed.), Handbook of Experimental Finance, chapter 20, pages 250-266, Edward Elgar Publishing.
    • Handle: RePEc:elg:eechap:20035_20
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    Keywords

    Economics and Finance;

    Statistics

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