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Record W4312140037 · doi:10.5430/rwe.v13n2p14

The Law of One Price and Its Violation: An Update on Empirical Advances

2022· article· en· W4312140037 on OpenAlexvenueno aff
Khnd Md Mostafa Kamal, Mohammad Shihab Khan

Bibliographic record

VenueResearch in World Economy · 2022
Typearticle
Languageen
FieldEnergy
TopicEnergy, Environment, and Transportation Policies
Canadian institutionsnot available
Fundersnot available
KeywordsEconomicsConvergence (economics)CommodityLaw of one priceUnit rootEmpirical researchEconometricsIdentification (biology)Price levelMacroeconomicsMid priceMathematicsMarket economy

Abstract

fetched live from OpenAlex

A monetary policy aiming to achieve some desirable macroeconomic objectives may be ineffective to some degree when the highly warranted Law of One Price (LOP) operation is violated. This essentialises identification of the potential barriers to price convergence in different contexts to maximize effectiveness of the monetary policies. With this end in view this study carries out a comprehensive review of the existing literature regarding the LOP and the half-life of the price convergence. The existing empirical evidences find that the prices tend to converge in most cases, and the barriers to and the speed of the price convergence depend on the specific contexts. Moreover, by using major Australian city-level daily petrol prices (an essential commodity) over a long period (2004-2020) and by employing unit root tests, this study estimates the half-life of the petrol prices across those cities. The findings are consistent with those of some existing studies.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.943
Threshold uncertainty score0.458

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.078
GPT teacher head0.364
Teacher spread0.286 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2022
Admission routes1
Has abstractyes

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