With the increasing share of volatile renewable energies, weather prediction becomes more important to electricity … markets. The weather-driven uncertainty of renewable forecast errors could have price increasing impacts. This research sets … weather types and their renewable production uncertainty is proved via empirical methods. Weather types are identified in …

county-level uncertainty shock, we find that local uncertainty shocks reduce county-level durable consumption. Taken together …

policy has dampened real effects via the investment channel when firm-level TFP shock volatility is high. Our estimates for …How does the dispersion of firm-level shocks affect the investment channel of monetary policy? Using firm-level panel …-frequency identified monetary policy shocks with these measures of idiosyncratic shock volatility. We document a novel fact: monetary …

This paper derives two new improved risk metrics LAPVaR and LAPSF. Traditional VaRDeltaNormal valuation exaggerates … Shortfall – PSF – uses option theory to solve the problem that, under any circumstance, the risk amount is never greater than … the portfolio value. Risk to LIQUIDATION means every day-t, a portion of portfolio assets-i, for integer i ϵ (1, N) is …

volatility, and swings in foreign investment – play important roles in the transmission of uncertainty shocks …