Narrow search
Showing 1 - 10 of 59
Cover Image
LIMITS TO GROWTH AND STOCHASTICS
Bouleau, Nicolas - HAL - 2012
The aim of this article is to use probabilistic ideas to study predictive reasoning based on hypotheses and models, but without using Ito calculus, without writing any stochastic differential equations, in fact without writing any formulas at all. The aim is to extract from the study of...
Persistent link: https://www.econbiz.de/10010899270
Cover Image
A multi-horizon scale for volatility
Subbotin, Alexander - HAL - 2008
We decompose volatility of a stock market index both in time and scale using wavelet filters and design a probabilistic …
Persistent link: https://www.econbiz.de/10010750636
Cover Image
El cooperativismo como nueva forma de integración: ALBA-Energía
Soto, Dani José Villalobos; Oliveira, María Fátima … - HAL - 2013
Desestabilización y la dificultad para cumplir con la cuota de suministro de petróleo en los países de América latina y del Caribe han generado en estas economías evidentes y consuetudinarias crisis económicas que difícilmente enfrentan. Sin embargo, estos países están en la búsqueda...
Persistent link: https://www.econbiz.de/10010820568
Cover Image
Buoyant Capital Spending and Worries over Real Appreciation: Cold Facts from Algeria
Kpodar, Kangni; Loko, Boileau; Diallo, Oumar - HAL - 2011
The Government of Algeria has pursed a relatively expansionary fiscal policy in recent years, thanks to rising oil …
Persistent link: https://www.econbiz.de/10008805952
Cover Image
La industrialización de los recursos naturales en el marco de las nuevas estrategias económicas en América Latina
Antolín, María José Paz; Gutiérrez, David Silva - HAL - 2013
La implementación de "nuevas" estrategias económicas en América Latina se ve fuertemente condicionada por la herencia neoliberal generando una dialéctica caracterizada por elementos de cambio y de continuidad. Partiendo de este supuesto, nuestro trabajo se centra en analizar el impacto de...
Persistent link: https://www.econbiz.de/10010700533
Cover Image
Energy and Capital in a New-Keynesian Framework
Vasconez, Verónica Acurio; Giraud, Gaël; Isaac, Florent Mc - HAL - 2012
The economic implications of oil price shocks have been extensively studied since the oil price shocks of the 1970s …-known stylized facts: 1) the stagflationary impact of an oil price shock, together with 2) two possible reactions of real wages … of an oil-importing economy where oil cannot be stored and where fossil fuels are used in two different ways: One part of …
Persistent link: https://www.econbiz.de/10011025540
Cover Image
Viewing Risk Measures as information
Guegan, Dominique; Tarrant, Wayne - HAL - 2012
Regulation and Risk management in banks depend on underlying risk measures. In general this is the only purpose that is seen for risk measures. In this paper, we suggest that the reporting of risk measures can be used to determine the loss distribution function for a financial entity. We...
Persistent link: https://www.econbiz.de/10010930200
Cover Image
Loss-Based Risk Measures
Cont, Rama; Deguest, Romain; He, Xuedong - HAL - 2011
Starting from the requirement that risk measures of financial portfolios should be based on their losses, not their gains, we define the notion of loss-based risk measure and study the properties of this class of risk measures. We characterize loss-based risk measures by a representation theorem...
Persistent link: https://www.econbiz.de/10009328156
Cover Image
On the necessity of five risk measures
Guegan, Dominique; Tarrant, Wayne - HAL - 2010
The banking systems that deal with risk management depend on underlying risk measures. Following the recommendation of the Basel II accord, most banks have developed internal models to determine their capital requirement. The Value at Risk measure plays an important role in computing this...
Persistent link: https://www.econbiz.de/10010549093
Cover Image
On the Necessity of Five Risk Measures
Guegan, Dominique; Tarrant, Wayne - HAL - 2012
The banking systems that deal with risk management depend on underlying risk measures. Following the recommendation of the Basel II accord, most banks have developed internal models to determine their capital requirement. The Value at Risk measure plays an important role in computing this...
Persistent link: https://www.econbiz.de/10010610166