, which includes secular changes in the economic structure and a substantial reduction of output volatility. We find two … robust structural breaks in volatility at the end of WWII and in the mid-eighties, showing that the GM still holds in the … longer perspective. Furthermore, we show that GM volatility reduction is only linked to expansion features. We also date the …

Despite the fact that there is a substantial literature on the analysis of volatility spillovers between stock returns … and domestic exchange rates, surprisingly, little empirical research has examined volatility spillovers between oil prices …

volatility of the hydrogenated DPB products and its effects on the hydrogen uptake kinetics were also analyzed. …

peaking is approached, liquid fuel prices and price volatility will increase dramatically, and, without timely mitigation, the … undertaken. Our aim in this study is to--• Summarize the difficulties of oil production forecasting;• Identify the fundamentals …

Alternate Models for Forecasting Hedge Fund ReturnsMichael HoldenFaculty Sponsor: Gordon Dash, Finance and Decision … SciencesInvestors have always wanted to improve the efficiency of modeling realized volatility to maximize directional trading returns … forecast methods in producing one-period ahead change-of-direction when forecasting the expected returns of various hedge fund …

depend on robustness properties of the solution concepts adopted. Chapter 1 discusses recent results in this research area … attention in the literature (namely, the distinction between knowledge and certainty), raising novel questions of robustness …

the policy that maximizes robustness to unstructured uncertainty. …

robust. But robustness, in the sense of assurance against extreme outcomes, ordinarily is not the only desideratum in … the risk of a successful attack by inspecting more vessels, we show that robustness against the failure to guarantee a … minimum level of expected utility might not be monotonic. Robustness modeling based on expected utility and incorporating …

essential. The robustness of such inferences is dependent on sample size. The purpose of this study is to examine the impact of …