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Three essays in dynamic economic analysis
Scholz, Sebastian - 2010
Persistent link: https://www.econbiz.de/10003986027
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Forward contracts, market structure, and the welfare effects of mergers
Miller, Nathan H.; Podwol, Joseph U. - 2017
Persistent link: https://www.econbiz.de/10011780805
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Macro-hedging for commodity exporters
Borensztein, Eduardo - In: Journal of development economics 101 (2013), pp. 105-116
Persistent link: https://www.econbiz.de/10009743508
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Market completeness : how options affect hedging and investments in the electricity sector
Willems, Bert; Morbee, Joris - In: Energy economics 32 (2010) 4, pp. 786-795
Persistent link: https://www.econbiz.de/10008779952
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Hedging und Reputationsaufbau auf Terminmärkten
Breuer, Wolfgang - In: Kredit und Kapital 33 (2000) 1, pp. 99-136
Persistent link: https://www.econbiz.de/10001464095
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Market Completeness : How Options Affect Hedging and Investments in the Electricity Sector
Willems, Bert - 2011
increase because additional derivatives enable better hedging of investments. However, the availability of derivatives …
Persistent link: https://www.econbiz.de/10013130197
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Regulated expansion of electricity transmission networks : the effects of fluctuating demand and wind generation
Schill, Wolf-Peter; Rosellón, Juan; Egerer, Jonas - 2011
We study the performance of different regulatory approaches for the expansion of electricity transmission networks in the light of realistic demand patterns and fluctuating wind power. In particular, we are interested in the relative performance of a combined merchant-regulatory mechanism...
Persistent link: https://www.econbiz.de/10009347966
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The impact of weather insurance on consumption, investment, and welfare
De Nicola, Francesca - In: Quantitative economics : QE ; journal of the … 6 (2015) 3, pp. 637-661
Persistent link: https://www.econbiz.de/10011440577
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Consumption smoothing and the welfare cost of uncertainty
Alem, Yonas; Colmer, Jonathan - 2015
Persistent link: https://www.econbiz.de/10011410330
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The impact of weather insurance on consumption, investment, and welfare
De Nicola, Francesca - In: Quantitative economics : QE ; journal of the … 6 (2015) 3, pp. 637-661
I develop and estimate a dynamic stochastic optimization model to assess the impact of weather insurance on the … consumption, investment, and welfare of farmers in developing countries. Weather insurance has the potential to provide large …
Persistent link: https://www.econbiz.de/10011757754