This article proposes a functional dynamic factor model for the evaluation of the impact of scalar� and curve�valued factors on the shapes of intraday price curves. The asymptotic theory leads to practically useful confidence intervals for the factor coefficients. The main findings pertain to the impact of the shapes of intraday oil futures on the shapes of intraday prices of blu…

Advances in the Economics of Information Systems provides a wide perspective on the issues related to applications of economics to information systems area. From grid computing to online auctions, the reader can find novel uses of economics tools in understanding concepts related to the use of technology at the firm level. IT professionals will also find rich analysis of problems at their agend…