Showing 1 - 10 of 49
Persistent link: https://www.econbiz.de/10005119466
The Dynamic Conditional Correlation model of Engle has made the estimation of multivariate GARCH models feasible for reasonably big vectors of securities’ returns. In the present paper we show how Engle’s twosteps estimate of the model can be easily extended to elliptical conditional...
Persistent link: https://www.econbiz.de/10005119196
markets, two emerging markets and World market. We find that this asymmetric process provides a significantly better fit of …
Persistent link: https://www.econbiz.de/10005119439
Convention on Climate Change (FCCC) will have on energy management strategies of European firms. Based on this analysis, the … of their energy management strategies. The paper closes with general remarks on international climate policy co …
Persistent link: https://www.econbiz.de/10005118919
The 2003 Energy review,contains information about the 2003 energy situation of each of our member countries, regional … innovative structure for analysis that allows the reader to easily find general information on the energy sectors of the 26th … Organization: Energy Policy, Hydrocarbons, Electricity, Statistical Information, Renewable Energy and Environment. It is likely to …
Persistent link: https://www.econbiz.de/10005118923
renewed academic interest in energy demand. In this paper we estimate, for the first time in Spain, an energy demand system … in different sub-samples to capture varying responses to energy price changes by households living in rural, intermediate …
Persistent link: https://www.econbiz.de/10005119094
. World energy prices are used to bypass issues of endogeneity regarding primary exports. A one percent increase in world … and exogenous test. I will use the World Trade Database to systematically test this hypothesis in a gravity model of trade … energy price is estimated to decrease a net energy exporter’s real manufacturing exports by almost half a percent. Similarly …
Persistent link: https://www.econbiz.de/10005062648
Spanish energy domain. The model rests on our prior estimation of a demand system which is especially designed for … simultaneous analysis of different energy goods and uses household data from 1973 to 1995. Our objective is to obtain in … effects of energy taxes that resemble a 50 Euro tax on CO2 (carbon dioxide) emissions. The results show a significant response …
Persistent link: https://www.econbiz.de/10005560966
década del nuevo milenio. This paper discusses the experiences, needs, ideas and actions taken in developing the energy …
Persistent link: https://www.econbiz.de/10005561469
energy supply and the affect that they have had on prices, on the economy and on society. For each commodity we have analysed …
Persistent link: https://www.econbiz.de/10005407790