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La volatilité des prix des matières premières
Lautier, Delphine; Simon, Yves - Université Paris-Dauphine (Paris IX) - 2004
This article is centred on the volatility of commodity prices. It presents the instruments offering a protection against volatility and shows how they can be employed. The first section exposes these derivative instruments. It distinguishes them in step with the need they respond and the way...
Persistent link: https://www.econbiz.de/10010905033
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Essai de construction de connaissances praticables : le cas de l’organisation du travail
Bouville, Gregor - Université Paris-Dauphine (Paris IX) - 2013
L’objet de la communication est de produire de la connaissance praticable sur l’organisation du travail, en construisant de nouveaux indicateurs de mesure de l’organisation du travail, quantitatifs et qualitatifs. Nous testons leur validité et leur fiabilité sur la base des données...
Persistent link: https://www.econbiz.de/10011073817
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Models implementation: A state of the art
David, Albert - Université Paris-Dauphine (Paris IX) - 2001
“Why are so many models designed and so few used” is a question often discussed within the Operational Research (OR) community. The formulation of the question seems simple, but the concepts and theories that must be mobilised to give it an answer are far more sophisticated. Would there be a...
Persistent link: https://www.econbiz.de/10011073997
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Understanding the Fine Structure of Electricity Prices
Geman, Hélyette; Roncoroni, Andréa - Université Paris-Dauphine (Paris IX) - 2006
This paper analyzes the special features of electricity spot prices derived from the physics of this commodity and from the economics of supply and demand in a market pool. Besides mean-reversion, a property they share with other commodities, power prices exhibit the unique feature of spikes in...
Persistent link: https://www.econbiz.de/10011166403
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Limiting greenhouse gas emissions: is the Cancun agreement enough?
Monjon, Stéphanie - Université Paris-Dauphine (Paris IX) - 2012
The objective set by the IPPC of limiting the increase in average global temperature to +2°C compared with the pre–industrial era is now accepted by all concerned. This ambitious objective was recognised at the Copenhagen Conference in 2009 and confirmed at Cancun in 2010. There are still no...
Persistent link: https://www.econbiz.de/10011144036
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Studentization and deriving accurate p-values
Rousseau, Judith; Fraser, Donald - Université Paris-Dauphine (Paris IX) - 2008
Bayesian literature, with many variations and some preference for two versions labelled pppost and pcpred. The bootstrap method … develop: an ancillary based p-value designated panc; a special version of the Bayesian pcpred; and a bootstrap based p …. For implementation the Bayesian and likelihood procedures would perhaps require the same numerical computations, while the …
Persistent link: https://www.econbiz.de/10010905315
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Asymptotic Behaviour of the Posterior Distribution in Mixture Models with too many Components
Rousseau, Judith; Mengersen, Kerrie - Université Paris-Dauphine (Paris IX) - 2010
Persistent link: https://www.econbiz.de/10010706951
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Asymptotic behaviour of the posterior distribution in overfitted mixture models
Rousseau, Judith; Mengersen, Kerrie - Université Paris-Dauphine (Paris IX) - 2011
In this paper we study the asymptotic behaviour of the posterior distribution in a mixture model when the number of components in the mixture is larger than the true number of components, a situation commonly referred to as overfitted mixture. We prove in particular that quite generally the...
Persistent link: https://www.econbiz.de/10010707906
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On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach
Le Pen, Yannick; Sévi, Benoît - Université Paris-Dauphine (Paris IX) - 2010
This paper evaluates the convergence of energy intensities for a group of 97 countries in the period 1971–2003. Convergence is tested using a recent method proposed by Pesaran (2007) [Pesaran, M.H., 2007. A pair-wise approach to testing for output and growth convergence. Journal of...
Persistent link: https://www.econbiz.de/10010708323
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International negotiations on the environment : Uniform vs. differentiated standards
Bayramoglu, Basak; Jacques, Jean-François - Université Paris-Dauphine (Paris IX) - 2012
Most of the international environmental agreements that have been signed in the past to resolve transboundary pollution problems appear constrained in the sense that either monetary transfers accompany uniform abatement standards (agreements based on a uniform standard with monetary transfers),...
Persistent link: https://www.econbiz.de/10010708533