Showing 1 - 10 of 54
Strategic partnerships are theoretically now considered as real levers of value creation. This value creation takes different forms . The objective of our research, after analyzing the results of empirical works focused on the acquisitions announcements impact on the stock market performance and...
Persistent link: https://www.econbiz.de/10010930057
Scholars dedicated increasing attention towards appreciating how design has changed individuals' perception of new products, firms' understanding and formulation of strategy, or other relevant actors' approach to innovation and technology management. By emphasising the importance of design for...
Persistent link: https://www.econbiz.de/10010738948
Major theoretical contributions have recently advocated a paradigm shift to a "new dominant logic for marketing", integrating customer-to-customer interactions and balancing "high tech and high touch" services. In this paper we attempt to illustrate the relevance of such a framework to...
Persistent link: https://www.econbiz.de/10008791701
In this paper we deal with the problem of non-stationarity encountered in a lot of data sets, mainly in financial and economics domains, coming from the presence of multiple seasonnalities, jumps, volatility, distorsion, aggregation, etc. Existence of non-stationarity involves spurious behaviors...
Persistent link: https://www.econbiz.de/10010750362
This article questions the empirical usefulness of leverage effects to describe the dynamics of equity returns. Using a recursive estimation scheme that accurately disentangles the asymmetry coming from the conditional distribution of returns and the asymmetry that is related to the past return...
Persistent link: https://www.econbiz.de/10011025593
method to electricity prices and test spot prices forecasts until one month ahead forecast. We conclude that the k …-factor GIGARCH process is a suitable tool to forecast spot prices, using the classical RMSE criteria. …
Persistent link: https://www.econbiz.de/10010738481
method to electricity prices and test spot prices forecasts until one month ahead forecast. We conclude that the k …-factor GIGARCH process is a suitable tool to forecast spot prices, using the classical RMSE criteria. …
Persistent link: https://www.econbiz.de/10010738662
This paper focuses on the identification and short term forecast of the correlation between the Labor Productivity …
Persistent link: https://www.econbiz.de/10010601713
The aim of this paper is to identify the fundamental factors that drive the allowances market and to built an APT-like model in order to provide accurate forecasts for CO2. We show that historic dependency patterns emphasis energy, natural gas, oil, coal and equity indexes as major factors...
Persistent link: https://www.econbiz.de/10010603635
An empirical forecast accuracy comparison of the non-parametric method, known as multivariate Nearest Neighbor method … for dependent time series, providing confidence intervals for point forecast in time series. …
Persistent link: https://www.econbiz.de/10010603668