Similar Search Results - EconBiz

Hedging supply risks : an optimal urban water portfolio

Leroux, Anke D.; Martin, Vance - 2014

Persistent link: https://www.econbiz.de/10010246108

Modeling time varying risk of natural resource assets : implications of climate change

Leroux, Anke D.; Martin, Vance; St. John, Kathryn A. - In: Quantitative economics : QE ; journal of the … 13 (2022) 1, pp. 225-257

A multivariate GARCH model of natural resources is specified to capture the effects of time varying portfolio risk. A special feature of the model is the inclusion of realized volatility for natural resource assets that are available at multiple frequencies as well as being sensitive to sudden...

Persistent link: https://www.econbiz.de/10012807747

Hedging supply risks : an optimal water portfolio

Leroux, Anke D.; Martin, Vance - In: American journal of agricultural economics 98 (2016) 1, pp. 276-296

Persistent link: https://www.econbiz.de/10011580691

Addressing water shortages by force of habit

Leroux, Anke D.; Martin, Vance; Zheng, Hao - In: Resource and energy economics 53 (2018), pp. 42-61

Persistent link: https://www.econbiz.de/10012036799

Leads and lags in the Australian business cycle : a canonical approach in the frequency domain

Martin, Vance - In: Australian economic papers 26 (1987) 49, pp. 188-196

Persistent link: https://www.econbiz.de/10001078824

Testing the causal properties of economic theories : an application to a small Australian macroeconomic model

Martin, Vance - In: Australian economic papers 31 (1992) 58, pp. 1-19

Persistent link: https://www.econbiz.de/10001140496

Integrability and cointegrability testing of the term structure of interest rates

Lim, Guay C.; Martin, Vance - 1994

Persistent link: https://www.econbiz.de/10000884605

A labour market equilibrium model of the personal distribution of earnings

Creedy, John; Lye, Jenny N.; Martin, Vance - 1994

Persistent link: https://www.econbiz.de/10000888894

Australian money market interest rates : leads and lags in the transmission process

Lim, Guay C.; Martin, Vance - 1991

Persistent link: https://www.econbiz.de/10000829898

Multiple equilibria and the distribution of the real exchange rate : an application to the US-Australian real exchange rate

Creedy, John; Lye, Jenny N.; Martin, Vance - 1991

Persistent link: https://www.econbiz.de/10000829903

1
2
3
4
5
6
7
8
9
10
Next
Last

A service of the