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Ghodoosi, Farshad - 2021

Contracts serve an important function: allocation of risks. In achieving this function, contractual parties routinely include a force majeure clause in their contracts to be excused from performance in the face of a supervening event. But what events qualify to excuse performance and how have...

Persistent link: https://www.econbiz.de/10013240680

Initializing the Kalman filter with incompletely specified initial conditions

Gómez, Víctor; Maravall Herrero, Agustín - 1993

Persistent link: https://www.econbiz.de/10000865466

Competitive Risk Sharing Contracts with One-Sided Commitment

Krueger, Dirk - 2003

given period, after having observed her income, the agent can walk away from the contract, while the intermediary cannot, i … intermediaries. Insurance can be provided because in an equilibrium contract an up-front payment effectively locks in the agent with … an intermediary. We then show that our contract economy is equivalent to a consumption-savings economy with one …

Persistent link: https://www.econbiz.de/10012468559

Contract durations in the electricity market : causal impact of 15 min trading on the EPEX SPOT market

Märkle-Huß, Joscha; Feuerriegel, Stefan; Neumann, Dirk - In: Energy economics 69 (2018), pp. 367-378

Persistent link: https://www.econbiz.de/10011941350

Frequency domain principal components estimation of fractionally cointegrated processes

Morana, Claudio - 2004

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...

Persistent link: https://www.econbiz.de/10009636544