Showing 1 - 10 of 19
Persistent link: https://www.econbiz.de/10001496246
This paper analyses the long-memory properties of high frequency financial time series. It focuses on temporal aggregation and the influence that this might have on the degree of dependence of the series. Fractional integration or I(d) models are estimated with a variety of specifications for...
Persistent link: https://www.econbiz.de/10003974563
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
; ii) a moderate increase of natural gas consumption, along the lines of the IEA (2012) World Energy Outlook's New Policy …
Persistent link: https://www.econbiz.de/10009722293
We provide the description and illustrative results of the World Gas Model, a multi-period complementarity model for … world wide natural gas production and consumption. We also include a detailed representation of cross-border natural gas …
Persistent link: https://www.econbiz.de/10003910652
This paper analyses the long-memory properties of a high-frequency financial time series dataset. It focuses on temporal aggregation and other features of the data, and how they might affect the degree of dependence of the series. Fractional integration or I(d) models are estimated with a...
Persistent link: https://www.econbiz.de/10009735715
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
This paper employs a price-based measure of integration, namely stock return differentials between ten emerging Asian economies and the US (as an indicator of global integration), as well as Japan and the Asian region (as two alternative indicators of regional integration), to test for mean...
Persistent link: https://www.econbiz.de/10011654607
rights institutions. Indeed, we document world-wide improvements in the quality of institutions facilitating property …
Persistent link: https://www.econbiz.de/10012533342
In the World Bank Enterprise Survey, the share of entrepreneurs who are women first rises and then falls with national …
Persistent link: https://www.econbiz.de/10015361484