Showing 1 - 10 of 3,046
In this paper we assess the predictive abilities of a Bayesian threshold vector autoregression (B-TVAR) to forecast the … TVAR, it is possible to improve upon the random walk forecast. Surprisingly, we even managed to outperform the naive …
Persistent link: https://www.econbiz.de/10010884990
The paper investigates the effects of the entry price scheme for fresh fruit and vegetables. The analysis is conducted on the European prices of tomatoes, lemons and apples for some of the main competing countries on the European domestic markets: Morocco, Argentina, Turkey and China. The...
Persistent link: https://www.econbiz.de/10009647460
Risk aggregation with dependence uncertainty refers to the sum of individual risks with known marginal distributions and unspecified dependence structure. We introduce the admissible risk class to study risk aggregation with dependence uncertainty. The admissible risk class has some nice...
Persistent link: https://www.econbiz.de/10010729665
The paper assesses the stabilization effects of the EU import regime for fresh fruit and vegetables based on the entry price system. The analysis is carried out on the EU prices of tomatoes and lemons and those of imports from some of the main competing countries on the EU domestic markets:...
Persistent link: https://www.econbiz.de/10008534206
principles are obtained by expansion of TVar measures, consequently they look like very interesting in insurance pricing where … TVar measures is frequently used to value tail risks. …
Persistent link: https://www.econbiz.de/10005076146
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle has been an interesting topic. This paper discusses the optimal reinsurance problem with the insurer’s risk measured by distortion risk measure and the reinsurance premium...
Persistent link: https://www.econbiz.de/10010681893
The paper investigates the effects of the entry price scheme (EPS) for a specific sector of agriculture: fresh fruit and vegetables. The analysis is conducted on the EU prices of tomatoes, lemons and apples for some of the main competing countries on the EU domestic markets: Morocco, Argentina,...
Persistent link: https://www.econbiz.de/10010594855
This paper examines empirically whether nonlinearities play a significant role in the modeling of the carbon price. We highlight the limits of previous carbon markets analyses based essentially on a linear econometric framework. Instead, we propose to revisit the main results on carbon pricing...
Persistent link: https://www.econbiz.de/10010602629
This paper examines empirically whether nonlinearities play a significant role in the modeling of the carbon price. We highlight the limits of previous carbon markets analyses based essentially on a linear econometric framework. Instead, we propose to revisit the main results on carbon pricing...
Persistent link: https://www.econbiz.de/10010707535
The paper investigates the effects of the entry price scheme for fresh fruit and vegetables. The analysis is conducted on the EU prices of tomatoes, lemons and apples for some of the main competing countries on the EU domestic markets: Morocco, Argentina, Turkey and China. The econometric...
Persistent link: https://www.econbiz.de/10008853718