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Market price dynamics refer to the processes through which market prices evolve, adjust, and fluctuate over time in response to changes in economic conditions, information flows, market interactions, and external shocks. These dynamics capture the temporal behavior of prices, including patterns of price adjustment, persistence, volatility, and the incorporation of new information into market prices ^[1]. Market price dynamics are determined by the interaction between supply and demand conditions, expectations of market participants, trading activities, institutional arrangements, and adjustment costs that influence the speed and magnitude of price responses ^[2]. Unlike a static analysis of price levels, market price dynamics focus on the mechanisms and trajectories underlying price movements and the factors generating short-term fluctuations or long-term trends ^[3]. In economics and econometrics, the concept provides a framework for analyzing price formation, market efficiency, volatility patterns, and the adjustment process through which markets incorporate changing information and economic shocks ^[4].