Similar Search Results

The role of model uncertainty and learning in the US postwar policy response to oil prices

Rondina, Francesca - In: Journal of economic dynamics & control 36 (2012) 7, pp. 1009-1041

Persistent link: https://www.econbiz.de/10009573398

Global minimum variance portfolio optimisation under some model risk : a robust regression-based approach

Maillet, Bertrand; Tokpavi, Sessi; Vaucher, Benoit - In: European journal of operational research : EJOR 244 (2015) 1, pp. 289-299

Persistent link: https://www.econbiz.de/10010531938

Model uncertainty and intertemporal tax smoothing

Luo, Yulei; Nie, Jun; Young, Eric R. - In: Journal of economic dynamics & control 45 (2014), pp. 289-314

Persistent link: https://www.econbiz.de/10010474424

Assessing financial model risk

Barrieu, Pauline; Scandolo, Giacomo - In: European journal of operational research : EJOR 242 (2015) 2, pp. 546-556

Persistent link: https://www.econbiz.de/10010491649

An investigation of model risk in a market with jumps and stochastic volatility

Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658

Persistent link: https://www.econbiz.de/10011493990

Robust monetary policy with misspecified models : does model uncertainty always call for attenuated policy?

Tetlow, Robert; Von zur Mühlen, Peter - In: Journal of economic dynamics & control 25 (2001) 6/7, pp. 911-949

Persistent link: https://www.econbiz.de/10001571999

Modeling Uncertainty in Climate Change : A Multi-Model Comparison

Gillingham, Kenneth - 2015

The economics of climate change involves a vast array of uncertainties, complicating both the analysis and development of climate policy. This study presents the results of the first comprehensive study of uncertainty in climate change using multiple integrated assessment models. The study looks...

Persistent link: https://www.econbiz.de/10013013082

Model risk in the over-the-counter market

Lazar, Emese; Qi, Shuyuan - In: European journal of operational research : EJOR 298 (2022) 2, pp. 769-784

Persistent link: https://www.econbiz.de/10013206897

Decision-based model selection

Boer, Arnoud V. den; Sierag, Dirk D. - In: European journal of operational research : EJOR 290 (2021) 2, pp. 671-686

Persistent link: https://www.econbiz.de/10012495212

Probabilistic bisection with spatial metamodels

Rodriguez, Sergio; Ludkovski, Michael - In: European journal of operational research : EJOR 286 (2020) 2, pp. 588-603

Persistent link: https://www.econbiz.de/10012291550