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collective action and an increasing awareness about health and sustainability. This study concludes by highlighting the main …
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This study firstly analyzes the impact of energy intensities and income on CO2 emissions in Russia, applying different estimation methods to the data period from 1990 to 2020. In addition, the study forecasts CO2 emissions considering 2030 targets under different assumptions and assesses the...
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A classic approach to financial risk management is the use of scenario analysis to stress test portfolios. In the case of an S&P 500 options portfolio, for example, a scenario analysis might report a P&L of −$1m in the event the S&P 500 falls 5% and its implied volatility surface increases by...
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This paper describes an algorithm to compute the distribution of conditional forecasts, i.e. projections of a set of variables of interest on future paths of some other variables, in dynamic systems. The algorithm is based on Kalman filtering methods and is computationally viable for large...
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management. Our scenario generation method is able to produce more representative scenarios by utilising the data driven … model "overfitting" by utilising a multiple of linear regression functions, hence our scenarios are more reliable. Finally …, our scenario generation method enables parsimonious incorporation of decision analysis, such as worst case scenarios …
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