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Global credit risk : world, country and industry factors
Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2015
area sovereign debt crises. We find that macro and default-specific world factors are a primary source of default …
Persistent link: https://www.econbiz.de/10010484886
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans; Dijk, Dick van; Lucas, André - 1998
Persistent link: https://www.econbiz.de/10000986130
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The benefits of being economics professor A (and not Z)
Praag, Mirjam van; Praag, Bernard M. S. van - 2007
Persistent link: https://www.econbiz.de/10003644002
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Global loss diversification in the insurance sector
Sheremet, Oleg; Lucas, André - 2008
Persistent link: https://www.econbiz.de/10003762628
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Does the shadow economy raise observed aggregate efficiency? : a cross-country comparison
Dreher, Axel; Méon, Pierre-Guillaume; Schneider, Friedrich - 2006
Persistent link: https://www.econbiz.de/10003784321
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Analysis of the world market for steam coal using a complementarity model
Haftendorn, Clemens (contributor);  … - 2008
With its resource availability and the prospect of climate friendly technology, coal continues to play an important role in the global energy sector. We develop a complementarity model of the international market for steam coal. We want to analyze the level of competition in this market which is...
Persistent link: https://www.econbiz.de/10003779155
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Representing GASPEC with the World Gas Model
Egging, Ruud; Holz, Franziska; Hirschhausen, Christian … - 2008
countries, sometimes called GASPEC. We use the World Gas Model, a dynamic, strategic representation of world gas production … North America would be affected more than other parts of the world. Lastly, the vulnerability of gas importers worldwide on … ; trade ; cartel ; collusion ; World Gas Model …
Persistent link: https://www.econbiz.de/10003793058
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A model for the global crude oil market using a multi-pool MCP approach
Huppmann, Daniel; Holz, Franziska - 2009
This paper proposes a partial equilibrium model to describe the global crude oil market. Pricing on the global crude oil market is strongly influenced by price indices such as WTI (USA) and Brent (Northwest Europe). Adapting an approach for pool-based electricity markets, the model captures the...
Persistent link: https://www.econbiz.de/10003821875
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The world gas market in 2030 : development scenarios using the world gas model
Huppmann, Daniel; Egging, Ruud; Holz, Franziska; … - 2009
In this paper, we discuss potential developments of the world natural gas industry at the horizon of 2030. We use the … World Gas Model (WGM), a dynamic, strategic representation of world natural gas production, trade, and consumption between … 2005 and 2030. We specify a "base case" which defines the business-as-usual assumptions based on forecasts of the world …
Persistent link: https://www.econbiz.de/10003889146