Showing 1 - 10 of 14
This paper deals with carbon price variations using a multi time scale decomposition based on the theory of wavelets. Our approach is based on wavelet packet transforms. This original approach enables us to identify that the periods which contribute the most to EUA spot, EUA futures, and CER...
Persistent link: https://www.econbiz.de/10010707370
The disclosure of information to workers can take several forms (company journal, meeting with shop stewards, etc). This paper is about a form rarely studied: the boss's speech at the work medal ceremony. These medals were created by the ministry of commerce in France in 1886. The success of...
Persistent link: https://www.econbiz.de/10011166318
With the increased availability of high-frequency financial market data in recent years, the extraction of “realized” volatility (from intraday squared returns) has led to numerous theoretical developments and empirical applications for a wide range of equity and commodity markets. This...
Persistent link: https://www.econbiz.de/10011166543
Persistent link: https://www.econbiz.de/10010861541
Motivated by policy events experienced during the last two decades by the European natural gas industry, this paper develops a simple model for analyzing the interaction between gas release and capacity investment programs as tools to improve the performance of imperfectly competitive markets....
Persistent link: https://www.econbiz.de/10010706828
The procedures used for the presentation and review of industrial investment projects constitute hthe management control of investments. They provide a framework for decision and thus aim to avoid errors with regard to the profit and cost aspects of the proposed investment. A longitudinal study...
Persistent link: https://www.econbiz.de/10010708056
Persistent link: https://www.econbiz.de/10010708228
Persistent link: https://www.econbiz.de/10010708700
An analysis focusing on the financial aspects is proposed for the strategy initiated by Metallgesellschaft (MG) in 1993-94 on American petroleum markets. According to a specific definition of hedging, and on the basis of a detailed survey of the facts, this strategy is described as speculative....
Persistent link: https://www.econbiz.de/10011072448
Cet article propose un nouveau modèle de structure par terme des prix des matières premières, dans lequel le rendement d’opportunité présente un comportement asymétrique. Un tel modèle permet de valoriser des transactions avec livraison différée sur le marché physique et de couvrir...
Persistent link: https://www.econbiz.de/10011072703