is then presented for inter-year variations in implied skewness based on the theory of storage. After controlling for … skewness, as predicted by the theory of storage. Furthermore, intra-year dynamics of implied skewness reflect the fact that … hedging performance. In this paper we propose a novel arbitrage pricing model motivated from the economic theory of optimal …

corresponding Lagrange Multiplier-type tests into skewness and kurtosis components, from which we obtain more powerful one …

’s. Without the AWE, married women’s employment would be as volatile as men and display negative skewness (declining quickly in …

structural shocks (SVAR) that are identified using sign restrictions and whose distribution is subject to time-varying skewness … the changes over time in those risks. Using euro area data, our estimation suggests that there has been a significant … variation in the skewness of demand, supply and monetary policy shocks between 1999 and 2019. This variation lies behind a …

coefficients of a mathematical farm supplymodel. This includes the estimation of parameters of the non linear cost function, used … estimation of all parameters improves the goodness of fit of the estimatedparameters and that such an approach is technically …

GMM provides a computationally convenient estimation method and the resulting estimator can be shown to be consistent … estimation and inference on all the possible candidates. …