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Should Faustmann forecast climate change?
Gars, Johan; Spiro, Daniel - 2019
Climate change is predicted to substantially alter forest growth. Optimally, forest owners should take these future changes into account when making rotation decisions today. However, the fundamental uncertainty surrounding climate change makes predicting these shifts hard. Hence, this paper...
Persistent link: https://www.econbiz.de/10012015877
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Should Faustmann Forecast Climate Change?
Gars, Johan - 2019
Climate change is predicted to substantially alter forest growth. Optimally, forest owners should take these future changes into account when making rotation decisions today. However, the fundamental uncertainty surrounding climate change makes predicting these shifts hard. Hence, this paper...
Persistent link: https://www.econbiz.de/10012866409
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False and missed alarms in seasonal forecasts affect individual adaptation choices
Hembach-Stunden, Katharina; Vorlaufer, Tobias; Engel, … - In: Q open : a journal of agricultural, climate, … 4 (2024) 1, pp. 1-22
risk of extreme climate conditions. However, being confronted with inaccurate forecast systems may undermine individuals …
Persistent link: https://www.econbiz.de/10015053857
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Robust estimation and forecasting of climate change using score-driven ice-age models
Blazsek, Szabolcs; Escribano, Álvaro - 2021
Persistent link: https://www.econbiz.de/10013259967
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Dynamic asset allocation with ambiguous return predictability
Chen, Hui; Ju, Nengjiu; Miao, Jianjun - In: Review of economic dynamics 17 (2014) 4, pp. 799-823
Persistent link: https://www.econbiz.de/10011281431
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Model uncertainty and scenario aggregation
Cambou, Mathieu; Filipović, Damir - 2014
the definition of five fundamental criteria that serve as a basis for our method. Standard risk measures, such as value-at-risk …
Persistent link: https://www.econbiz.de/10010412678
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Model Uncertainty and VaR Aggregation
Embrechts, Paul - 2014
Despite well-known shortcomings as a risk measure, Value-at-Risk (VaR) is still the industry and regulatory standard … for the calculation of risk capital in banking and insurance. This paper is concerned with the numerical estimation of the …
Persistent link: https://www.econbiz.de/10013045618
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Expert judgement for dependence in probabilistic modelling : a systematic literature review and future research directions
Werner, Christoph; Bedford, Tim; Cooke, Roger M.; … - In: European journal of operational research : EJOR 258 (2017) 3, pp. 801-819
Persistent link: https://www.econbiz.de/10011644481
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Reading the tea leaves : model uncertainty, robust forecasts, and the autocorrelation of analysts' forecast errors
Linnainmaa, Juhani; Torous, Walter N.; Yae, James - In: Journal of financial economics 122 (2016) 1, pp. 42-64
Persistent link: https://www.econbiz.de/10011590878
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Forecasting with model uncertainty : representations and risk reduction
Hirano, Keisuke; Wright, Jonathan H. - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 2, pp. 617-643
Persistent link: https://www.econbiz.de/10011778680