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What Makes Markets Efficient? A Statistical Approach.

Gode, D.K.; Sunder, S. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10004968787

Scanning Procedures for Tabu Search and Beam Search in Large-Scale Dynamic One-Machine Scheduling Problems.

Tran, T.; Morton, T.E.; Ramnath, P. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10005073564

Acceptable Likelihood and Bayesian Inference with Retrospection.

Faynzilberg, P.S. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10005102250

Biased Heuristic Traders and Attainment of Bayesian Equilibria in Double Auctions.

Jamal, K.; Sunder, S. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10005027551

On Cone-LP's and Semi-Definite Programs: Facial Structure, Basic Solutions and the Simplex Method.

Pataki, G. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10005027579

A Capacited Production-Inventory Model with Periodic Demand.

Kapuscinski, R.; Tayur, S. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10005027593

A Strongly Polynomial Out-of-Kilter Algorithm.

Serafini, P. - Carnegie Mellon University, Tepper School of Business - 1995

Persistent link: https://www.econbiz.de/10005027601

Jump Processes in Natural Gas Markets

Mason, Charles F.; Wilmot, Neil - CESifo - 2014

Natural gas is likely to become increasingly important in the future. Understanding the stochastic underpinnings of natural gas prices will be critical, both to policy analysts and to market participants. To this end, we investigate the potential presence of jumps in natural gas spot prices in...

Persistent link: https://www.econbiz.de/10010877967

What Moves the European Carbon Market? - Insights from Conditional Jump Models

Gronwald, Marc; Ketterer, Janina - CESifo - 2012

emissions trading market. Based on the application of a combined jump-GARCH model the behavior of EUA prices is characterized …. The jump-GARCH model explains the unsteady carbon price movement well and, moreover, shows that between 40 and 60 percent …

Persistent link: https://www.econbiz.de/10010948892

"Interest Rate Trap", or: Why Does the Central Bank Keep the Policy Rate too Low for too Long Time?

Cao, Jin; Illing, Gerhard - CESifo - 2012

Persistent link: https://www.econbiz.de/10010544182