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Simulating WTP values from random-coefficient models
Rischatsch, Maurus - 2009
economics. With increased computation power and advanced simulation techniques, random-coefficient models have gained an …
Persistent link: https://www.econbiz.de/10010315509
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A PDE system for modeling stochastic storage in physical and nancialsystems
Howell, Sydney; Duck, Peter W.; Pinto, Helena; Strbac, Goran - Manchester Business School - 2006
For simple problems (only) in stochastic storage, analytic solutions are available,and although simulation is available … simulation.... …
Persistent link: https://www.econbiz.de/10005870112
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Zur Reduzierung niederschlagsbedingterProduktionsrisiken mit Wetterderivaten
Mußhoff, Oliver; Odening, Martin; Xu, Wei - Universität <Berlin, Humboldt-Universität> / … - 2005
methods, among them the burn analysis, index value simulation anddaily simulation. For that purpose we develop a daily …In diesem Beitrag wird eine Niederschlagsoption unter Anwendung der Burn-Analysis, derIndex-Value-Simulation und der … Daily-Simulation bewertet. Dazu wird auf der Grundlageempirischer Wetterdaten aus Deutschland (Niederschlagsmengen aus …
Persistent link: https://www.econbiz.de/10009302563
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Risk Management for Derivatives in Illiquid Markets : A Simulation-Study
Frey, Rüdiger; Patie, Pierre - Institut für Schweizerisches Bankwesen <Zürich>; … - 2002
hedging strategies by a nonlinear version of the Black-Scholes PDE. The core of the paper consists of a simulation study. We …
Persistent link: https://www.econbiz.de/10005859384
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Specialization on a technologically atagnant aector need not be bad for growth
Felbermayr, Gabriel - 2004
This paper presents a simple North-South model of endogenous growth, based on learning by doing, which is consistent with the following empirical observations: (i) the price of investment goods relative to consumption goods has been falling for the last 40 years in most industrialized countries,...
Persistent link: https://www.econbiz.de/10010294517
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Immigration and native welfare
Felbermayr, Gabriel J.; Kohler, Wilhelm - 2004
native welfare effects of various immigration scenarios. A calibration-based simulation reveals that the size of the inflow …
Persistent link: https://www.econbiz.de/10010294552
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Eight strategies for development in comparison
Priewe, Jan - 2015
The article provides a broad-based overview on competing development strategies and the economic performance of developing countries, mainly since the year 2000. Four traditional mainstream development strategies are discussed (Washington Consensus, neo-liberalism, "good governance" and MDGs)...
Persistent link: https://www.econbiz.de/10011304515
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Trade, Earnings, and Mobility - Swedish Evidence
Edin, Per-Anders; Fredriksson, Peter; Lundborg, Per - 2000
Using a large longitudinal data set, we study the effects of increased trade on earnings and mobility in the Swedish labor market in the late 1980s and early 1990s. Earnings respond significantly to changes in industry sales, whether generated by domestic market forces or international trade:...
Persistent link: https://www.econbiz.de/10010321717
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How do firms in Argentina get financing to export?
Castagnino, Tomás; D'Amato, Laura; Sangiácomo, Máximo - 2012
This paper delves into the importance of access to .nancing for the performance of firms in export markets. Based on a unique microeconomic database that combines data on Argentine firms' characteristics and export performance with information on their domestic and external financing, we provide...
Persistent link: https://www.econbiz.de/10010325090
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Quality standards for food products: A particular burden for small producers in developing countries?
Chemnitz, Christine; Grethe, Harald; Kleinwechter, Ulrich - 2007
This paper develops an analytical framework which structures the problem of whether, how and to what extent small producers in developing countries are disadvantaged by the increasing prevalence of food quality standards. Based on a literature review, the empirical evidence is structured and...
Persistent link: https://www.econbiz.de/10010343374