Showing 1 - 10 of 108
’inférence, et de niveau de stimulation des consommateurs. Nous faisons l’hypothèse que le consommateur doit être suffisamment … musique, d’odeur et d’éclairage diffusés, et en mesurant le niveau de stimulation des clients, nous observons un effet combiné … de la nature des associations symboliques et du niveau de stimulation des consommateurs. Lorsque l’ambiance évoque …
Persistent link: https://www.econbiz.de/10011072452
. Numerous regulations have sought to reinforce it by modifying some of the components (factors) of independence. Based on … empirical research works, our research aims at the identification of independence factors and their impact of the actual and … perceived independence respectively. This first step enables us to suggest a framework of the independence factors, taking into …
Persistent link: https://www.econbiz.de/10011072107
this paper, we assess the forecasting ability of several classes of time series models for electricity wholesale spot … fundamentals: linear regressions, markov-switching models, threshold models with a smooth transition. Non-linear models designed to … independently also leads to better results. Finally, pooling forecasts gives more reliable results. Individual models are generally …
Persistent link: https://www.econbiz.de/10010795027
Persistent link: https://www.econbiz.de/10010706857
Persistent link: https://www.econbiz.de/10010707135
. This article presents the different econometric methods (time series econometrics, information panels, models of duration …,...) and their applications for the enterprise: demand analysis and forecasting of sales, financial econometrics, marketing and …
Persistent link: https://www.econbiz.de/10010707618
This article documents the conditional and unconditional distributions of the realized volatility for the 2008 futures contract in the European climate exchange (ECX), which is valid under the EU emissions trading scheme (EU ETS). Realized volatility measures from naive, kernel-based and...
Persistent link: https://www.econbiz.de/10010708614
spread) and oil-specific (e.g. US oil stocks) factors highlighted in previous literature. …
Persistent link: https://www.econbiz.de/10010708762
This paper explores the forecasting abilities of Markov-Switching models. Although MS models generally display a … superior in-sample fit relative to linear models, the gain in prediction remains small. We confirm this result using simulated … data for a wide range of specifications. In order to explain this poor performance, we use a forecasting error decomposition …
Persistent link: https://www.econbiz.de/10011072104
This article analyzes the modelling of risk premia in CO2 allowances spot and futures prices, valid for compliance under the EU Emissions Trading Scheme (EU ETS). Similarly to electricity markets, a salient characteristic of CO2 allowances is that the theory of storage does not hold, as CO2...
Persistent link: https://www.econbiz.de/10011072123