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Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue
Truchis, Gilles De - HAL - 2012
I consider a bivariate stationary fractional cointegration system and I propose a quasi-maximum likelihood estimator based on the Whittle analysis of the joint spectral density of the regressor and errors to estimate jointly all parameters of interest of the model: the long run coefficient and...
Persistent link: https://www.econbiz.de/10010933851
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Correction du biais d'estimation sur les mesures de risque en finance
Héam, Jean-Cyprien - HAL - 2009
correction de l'effet d'estimation du test de Kupiec (Journal of Derivatives, 1995) fondée sur les travaux de Escansiano et Olmo … (2008). Cette étude conduit à apporter une correction de l'effet d'estimation de la VaR elle-même dans le cadre d'un modèle … corrections de l'effet de l'estimation tant au niveau de la VaR qu'au niveau de la variance asymptotique du test de Kupiec sont …
Persistent link: https://www.econbiz.de/10008791173
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Strategic Interactions in Environmental Regulation Enforcement: Evidence from Chinese Provinces
Renard, Mary-Françoise; Xiong, Hang - HAL - 2012
towards China's decentralization of environment policy implementation as well as its fiscal arrangements. …
Persistent link: https://www.econbiz.de/10009651572
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What is the Role of Openness for China's Environment? An Analysis Based on Divisia Decomposition Method From the Regional Angle
He, Jie - HAL - 2011
into the detailed data of production and SO2 emission intensity of China's 29 industrial sectors (occupying over 98% of the …
Persistent link: https://www.econbiz.de/10008855844
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Optimal structure of air transport services when environnemental costs are taken into account
Villemeur, Etienne Billette De; Guittet, Kevin - HAL - 2004
The consequences of environmental taxation on the supply of air transportation services by a profit-maximizing monopolist are examined. We consider both a passenger related tax and an aircraft related tax, highlight their respective impact on prices and frequency and derive their optimal...
Persistent link: https://www.econbiz.de/10010820796
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Paris: a Desire Named Streetcar
Koning, Martin; Prud'Homme, Rémy; Kopp, Pierre - HAL - 2010
less important than the increased pollution induced by the lengthening of the automobile trips and the increased congestion …
Persistent link: https://www.econbiz.de/10010751021
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Toward low carbon mobility : Tackling road transport emissions
Russo, Rémi; Boutueil, Virginie - HAL - 2011
The ever-increasing trend to greater mobility has brought about a situation in which considerations of sustainable development might call for restrictions on the continued growth of the global mobility of people and goods. The transport sector is not the biggest contributor to greenhouse gas...
Persistent link: https://www.econbiz.de/10010821032
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The potential for CO2 emissions trading in transport: the case of personal vehicles and freight
Raux, Charles - HAL - 2010
Transport currently accounts for around 25-30% of global CO2 emissions and this contribution is growing rapidly. Moreover, road transport holds by far the major part in these emissions. Because of the social and political reluctance to increase fuel taxation, it is of some interest to explore...
Persistent link: https://www.econbiz.de/10008876912
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Mitigation of CO2 emissions in 2020 : impacts of the " 20/20/20 " European policy
Stankeviciute, Loreta - HAL - 2007
The study aims to quantify the interactions between the three European objectives in the horizon of 2020: (1) the reduction of 20% of greenhouse gas emissions (GHG) (2) the saving of 20% of the energy consumption and (3) the share of 20% of renewables energies in the overall energy consumption....
Persistent link: https://www.econbiz.de/10008792390
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Modelling long-run scenarios
Hourcade, Jean-Charles - HAL - 1993
This paper intends to draw overall lessons from a long-term study on CO2 emission in France, a country with a rather low energy/GDP ration and in which transition to non-fossil based production of electricity has been achieved. More generally, it points out the importance of possible bifurcation...
Persistent link: https://www.econbiz.de/10008792780