Narrow search
Showing 1 - 10 of 558
Cover Image
Recent Dynamics of Crude Oil Prices
Krichene, Noureddine - International Monetary Fund (IMF) - 2006
Crude oil prices have been on a run-up spree in recent years. Their dynamics were characterized by high volatility, high intensity jumps, and strong upward drift, indicating that oil markets were constantly out-of-equilibrium. An explanation of the oil price process in terms of the underlying...
Persistent link: https://www.econbiz.de/10005826574
Cover Image
Sims, Christopher Albert (born 1942)
Boumans, Marcel - Palgrave Macmillan
Christopher Sims is one of the leaders in time-series econometrics and empirical macroeconomics and is well known for introducing the VAR approach to econometrics and macroeconomic modelling. Sims' main contribution to empirical macroeconomics was to show how macro-econometric modeling should be...
Persistent link: https://www.econbiz.de/10011141077
Cover Image
Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
The M&A transactions represent a wide range of unique business optimization opportunities in the corporate transformation deals, which are usually characterized by the high level of total risk. The M&A transactions can be successfully implemented by taking to an account the size of investments,...
Persistent link: https://www.econbiz.de/10011259891
Cover Image
Explaining the (non-) causality betweenenergy and economic growth in the U.S.A multivariate sectoral analysis
Groß, Christian - Max-Planck-Institut für Ökonomik <Jena> / Abteilung …
The rapidly growing literature on the relationship between energy consumption and economicgrowth has not univocally … activity. After discussingappropriate pairs of variables, we investigate Granger causality between energy consumption andGDP in … Pesaran et al.(2001), we …nd evidence for long-run Granger causality for the commercial sector, in case energy isthe dependent …
Persistent link: https://www.econbiz.de/10009138588
Cover Image
Estimating the impact of wind generation and wind forecast errors on energy prices and costs in Ireland
Swinand, Gregory P; O'Mahoney, Amy - Volkswirtschaftliche Fakultät, … - 2014
change, achieve renewables energy targets, and use renewable sources of energy means that many countries are considering …
Persistent link: https://www.econbiz.de/10011108732
Cover Image
What drives drilling up and prices down? A structural vector autoregressive model of the U.S. natural gas market
Winkler, Valentin - 2023
policy makers seeking to rapidly expand shale gas production in order to obtain similar cheap energy as the U.S. after 2008. …
Persistent link: https://www.econbiz.de/10014331144
Cover Image
What drives drilling up and prices down? : a structural vector autoregressive model of the U.S. natural gas market
Winkler, Valentin - 2023
policy makers seeking to rapidly expand shale gas production in order to obtain similar cheap energy as the U.S. after 2008. …
Persistent link: https://www.econbiz.de/10014233265
Cover Image
Modeling and Valuation of Energy Structures : Analytics, Econometrics, and Numerics
Mahoney, Daniel - 2016
fail in practice. Modeling and Valuation of Energy Structures is a comprehensive guide to quantitative and statistical …
Persistent link: https://www.econbiz.de/10014306581
Cover Image
Efficient Self-Rationing of Electricity: Comment and Extension.
Doucet, J.A.; Roland, M. - Groupe de recherche en économie de l'énergie, de … - 1991
Persistent link: https://www.econbiz.de/10005781107
Cover Image
Um modelo integrado econométrico+insumo-produto para previsão de longo prazo da demanda de combustíveis no Brasil [An integrated econometric+input-output model for long term foreca...
Santiago, Flaviane Souza; Mattos, Rogério Silva de; … - In: Nova Economia 21 (2011) 3, pp. 423-455
The article presents an integrated econometric + input - output model for generating long-run forecasts of fuel demand in Brazil. The model is based on the integration, by means of a linking strategy, of a vector error correction model with a hybrid input-output model for the Brazilian economy...
Persistent link: https://www.econbiz.de/10010655918