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Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models
Chevallier, Julien - Université Paris-Dauphine (Paris IX) - 2011
This paper studies the nonlinear adjustment between industrial production and carbon prices – coined as ‘the carbon-macroeconomy relationship’ – in the EU 27. We model carbon price returns and industrial production as nonlinear and state-dependent, with dynamics depending on the sign and...
Persistent link: https://www.econbiz.de/10010706442
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A Fear Index to Predict Oil Futures Returns
Sévi, Benoît; Chevallier, Julien - Université Paris-Dauphine (Paris IX) - 2013
This paper evaluates the predictability of WTI light sweet crude oil futures by using the variance risk premium, i.e. the difference between model-free measures of implied and realized volatilities. Additional regressors known for their ability to explain crude oil futures prices are also...
Persistent link: https://www.econbiz.de/10010708762
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Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)?
Chèze, Benoit; Chevallier, Julien; Gastineau, Pascal - Université Paris-Dauphine (Paris IX) - 2013
The aim of this article is to investigate whether anticipated technological progress can be expected to be strong enough to offset carbon dioxide (CO2)emissions resulting from the rapid growth of air transport. Aviation CO2 emissions projections are provided at the worldwide level and for eight...
Persistent link: https://www.econbiz.de/10011072424
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Market behavior when preferences are generated by second-order stochastic dominance
Dana, Rose-Anne - Université Paris-Dauphine (Paris IX) - 2004
We develop a theory of decision making and General Equilibrium for contingent markets when incomplete preferences are generated by second-order stochastic dominance (SSD). Demand, Pareto-optima and equilibria dominance are fully characterized. Demands and equilibrium allocations are...
Persistent link: https://www.econbiz.de/10010707968
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Ask and Ye Shall Receive: The Effect of the Appeals Scale on Consumers' Donation Behavior
Desmet, Pierre; Feinberg, Fred M. - Université Paris-Dauphine (Paris IX) - 2003
’-based model of donation behavior. A large-scale field trial, coupled with a unique donation database from a French charity, allows … measurement of several distinct appeals scale effects while accounting for underlying heterogeneity in donation behavior. A … segment-level Bayesian model for the distribution of donations clarifies the influence of the appeals scale on donor behavior …
Persistent link: https://www.econbiz.de/10010905374
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Asking for Less to Obtain More
Desmet, Pierre - Université Paris-Dauphine (Paris IX) - 1999
behavior. Results show that only certain parts of the scale of donations can influence the amount collected or the number of …
Persistent link: https://www.econbiz.de/10010706410
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Intergenerational financial transfers and health in a national sample from France
Jusot, Florence; Khlat, Myriam; Scodellaro, Claire - Université Paris-Dauphine (Paris IX) - 2012
Financial transfers from parents to their adult children are a growing trend in contemporary societies, and this study investigates the relation of those transfers to their beneficiaries' health in France. In the 2005 nationally representative Gender and Generation Survey, nearly 6% of the...
Persistent link: https://www.econbiz.de/10010706412
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Life cycle options and preferences
Legros, Florence - Université Paris-Dauphine (Paris IX) - 2006
Persistent link: https://www.econbiz.de/10010706738
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Assessing the Interaction between Real Estate and Equity in Households Portfolio Choice
Beaubrun-Diant, Kevin; Maury, Tristan-Pierre - Université Paris-Dauphine (Paris IX) - 2011
In this paper, we provide a new empirical analysis of the dynamic portfolio decisions of households by simultaneously considering their stock market participation and home tenure choices. There is already a huge body of literature on housing status (own/rent) decisions and many contributions...
Persistent link: https://www.econbiz.de/10010706895
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Parental Income and School Attendance in a Low-Income Country: a semi-parametric analysis
Cogneau, Denis; Maurin, Eric - Université Paris-Dauphine (Paris IX) - 2001
Using data covering three successive generations of Malagasy people, we construct a new semi- parametric estimator of the effect of parental income on the decision to send children to school. We propose new tests of simultaneity and hereditary biases affecting the usual estimates of this effect....
Persistent link: https://www.econbiz.de/10010707167