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Pollution haven hypothesis and Environmental impacts of foreign direct investment: The Case of Industrial Emission of Sulfur Dioxide (SO2) in Chinese provinces

He, Jie - HAL - 2011

Recognizing the complex inter-correlation between FDI, emission and the three economic determinants of emission, we constructed a simultaneous model to study the FDI-emission nexus in China by exploring both the dynamic recursive FDI entry decision and the linkage from FDI entry to final...

Persistent link: https://www.econbiz.de/10008836513

Wishart Stochastic Volatility: Asymptotic Smile and Numerical Framework

Benabid, Anas; Bensusan, Harry; Karoui, Nicole El - HAL - 2008

In this paper, a study of a stochastic volatility model for asset pricing is described. Originally presented by J. Da Fonseca, M. Grasselli and C. Tebaldi, the Wishart volatility model identifies the volatility of the asset as the trace of a Wishart process. Contrary to a classic multifactor...

Persistent link: https://www.econbiz.de/10008793719

A range based Multi-Actor Multicriteria Analysis to incorporate uncertainty in stakeholder based evaluation processes

Baudry, Gino; Macharis, Cathy; Vallée, Thomas - HAL - 2014

Increasing concerns about environmental and social impacts have made multicriteria analysis (MCA) increasingly popular in decision making processes. The present paper proposes a new methodology which allows taking into account multicriteria aspects, stakeholder's preferences and long time...

Persistent link: https://www.econbiz.de/10010821438

Pilotage d'une chaîne logistique par une approche de type MRP dans un environnement partiellement aléatoire

Giard, Vincent; Sali, Mustapha - HAL - 2012

This article focuses on the monitoring of a supply chain dedicated to the mass production of strongly diversified products. In particular we are interested in the part of this chain that contributes to the production of a set of alternative modules assembled on a work station of one or several...

Persistent link: https://www.econbiz.de/10010899826

Double Kernel estimation of sensitivities

Elie, Romuald - HAL - 2009

This paper adresses the general issue of estimating the sensitivity of the expectation of a random variable with respect to a parameter characterizing its evolution. In finance for example, the sensitivities of the price of a contingent claim are called the Greeks. A new way of estimating the...

Persistent link: https://www.econbiz.de/10008790983

Stochastic Risk vs. Policy Oriented Uncertainties: The Case of the Alpine Crossings

Brunel, Julien - HAL - 2004

This paper focuses on uncertainties in traffic forecasting. Three major sources of uncertainties are observed for freight demand models. The first one is the model specification itself. We are not interested by it. The second one concerns uncertainties over forecasting hypotheses. A mean to...

Persistent link: https://www.econbiz.de/10008792030

Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems

Aloy, Marcel; Truchis, Gilles De - HAL - 2013

Estimation methods of bivariate fractional cointegration models are numerous. In most cases they have non-equivalent asymptotic and finite sample properties, implying diffculties in determining an optimal estimation strategy. In this paper, we address this issue by means of simulations and...

Persistent link: https://www.econbiz.de/10010933833

Active Labour Market Policies in Denmark : A Comparative Analysis of Post-Program Effects

Blache, Guillaume - HAL - 2011

The scope of the paper is to estimate post-program effects in fostering good transitions from unemployment to work …

Persistent link: https://www.econbiz.de/10010635018

Neighborhood effects, public housing and unemployment in France

Dujardin, Claire; Goffette-Nagot, Florence - HAL - 2005

This paper is aimed to examine how individual unemployment is influenced both by location in a deprived neighborhood … public housing accommodation, type of neighborhood, and unemployment, the formal identification of the model relies on non … effect on unemployment. However, living within the 35% more deprived neighborhoods does increase the unemployment probability …

Persistent link: https://www.econbiz.de/10008793163

Is the New Economy a Useful Concept ?

Paulré, Bernard - HAL - 2000

The present paper examines the meaning and usefulness of the concept of a New Economy. This construct, which first began to appear in the media in the mid-1990s, is utilised today with a variety of definitions and intentions. Having identified three possible denotations or orientations relating...

Persistent link: https://www.econbiz.de/10008793473