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Does OVX affect WTI and Brent oil spot variance? : evidence from an entropy analysis

Benedetto, Francesco; Mastroeni, Loretta; Quaresima, Greta - In: Energy economics 89 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012517069

Essays on the statistics of financial markets

Bleher, Johannes - 2021

Persistent link: https://www.econbiz.de/10013264905

Testing unconditional and conditional independence via mutual information

Ai, Chunrong; Sun, Li-Hsien; Zhang, Zheng; Zhu, Liping - In: Journal of econometrics 240 (2024) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10015075099

An interview with William A. Barnett

Barnett, William A. (interviewee); … - In: Econometrics : open access journal 5 (2017) 4, pp. 1-32

Persistent link: https://www.econbiz.de/10011781848

Zahlungsbereitschaft für eine verbesserte Umweltqualität am Wohnort : Schätzungen für die Städte Zürich und Lugano für die Bereiche Luftverschmutzung, Lärmbelastung und Elektrosmog...

Banfi, Silvia; Filippini, Massimo; Horehájová, Andrea; … - 2007

Persistent link: https://www.econbiz.de/10003386323

Heterogeneity in perceptions of noise and air pollution : a spatial quantile approach on the City of Madrid

Chasco Yrigoyen, Coro; Le Gallo, Julie - In: Spatial economic analysis : the journal of the Regional … 10 (2015) 3, pp. 317-343

Persistent link: https://www.econbiz.de/10011326235

Charging the polluters : a pricing model for road and railway noise

Andersson, Henrik; Ögren, Mikael - 2012

Persistent link: https://www.econbiz.de/10009665269

Charging the polluters : a pricing model for road and railway noise

Andersson, Henrik; Ögren, Mikael - In: Journal of transport economics and policy 47 (2013) 3, pp. 313-333

Persistent link: https://www.econbiz.de/10010204648

Asymmetry in the price impact of trades in an high-frequency microstructure model with jumps

Jondeau, Eric; Lahaye, Jérôme; Rockinger, Michael - 2013

We estimate a general microstructure model of the transitory and permanent impact of order flow on stock prices. Jumps are detected in both the transaction price (observation equation) and fundamental value (state equation). The model's parameters and variances are updated in real time. Prices...

Persistent link: https://www.econbiz.de/10010256970

Ease vs. noise : on the conflicting effects of transportation infrastructure

Ahlfeldt, Gabriel M.; Nitsch, Volker; Wendland, Nicolai - 2016 - Version: August, 2016

methods to disentangle the offsetting noise and accessibility effects of one technology of mass transit, metro rail, analyzing … land prices (house prices) by 21% (5%), while a 10 db increase in noise depreciates land prices (house prices) by 5% (1 …%). We show that these effects are underestimated by 40% (access) to 80% (noise) if they are not estimated conditional on …

Persistent link: https://www.econbiz.de/10011523729