Showing 1 - 10 of 396
$. The variable of interest is the daily number of such durations, which is a measure of intradaily volatility, since the … of this measure of volatility. …
Persistent link: https://www.econbiz.de/10005260271
The concept of unforeseen events is considered as a part of a hypothesis of uncertain future. The applications of the consequences of the hypothesis in utility and prospect theories are reviewed. Partially unforeseen events and their role in forecasting are analyzed. Preliminary preparations are...
Persistent link: https://www.econbiz.de/10011110243
proponents, and their neglect of dynamic aspects. Especially, because risk is necessarily tied with unfulfilled expectations, it …
Persistent link: https://www.econbiz.de/10005619297
A contribution to the study of volatility and country risk is made in order to achieve a successful crosscountry … the series persistence and volatility. Comparing a traditional risk indicator to our suggested one we find that the … probabilistic distribution different from intrinsic GDP volatility. Clusters arrangement is different with some risk country …
Persistent link: https://www.econbiz.de/10005621868
philosophy of risk sharing and strict rules governing its activities to be in line with Islamic Law (the Shariah), the industry … Malaysian IFSIs are investigated to gain insights into their performance in terms of volatility and correlations with the market … this volatility into their contributions from the point of view of different time scales. The findings are that IFSIs are …
Persistent link: https://www.econbiz.de/10011113217
This report provides an overview of the modified version of the renewable portfolio standard (RPS) Calculator model. In this report, we describe the inputs and outputs of the modified model, show the method used for updating demand and the resulting effects on the outputs, explain the procedures...
Persistent link: https://www.econbiz.de/10011259033
In 1863, a one-term senator introduced a trademark bill to the California legislature that the Daily Alta California at … and business usually credit manufacturing interests and states for pioneering trademark law, and in 1863 California was … questions why California and why then? …
Persistent link: https://www.econbiz.de/10011109805
cycle has also been assessed in the timing of major earthquakes in California - Nevada - Baja California. These important …
Persistent link: https://www.econbiz.de/10011110738
The forecast plays an important role in the planning, the decision-making and control in any domain of activity … (univariate models), that use only the information of its past values to forecast the future, can often predict future with more … accuracy than causal or multivariate models. In this paper, we model and forecast the offensive effectiveness of the soccer …
Persistent link: https://www.econbiz.de/10005789648
This paper analyzes the impact of electricity storage on the production cost of a power system and the marginal cost of electricity (electricity price) using a unit commitment model. Also real world data has been analyzed to verify the e®ect of storage operation on the electricity price using...
Persistent link: https://www.econbiz.de/10009372490