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Die vorliegende Dissertation befasst sich mit probabilistischen Prognosen, die seit einigen Jahren ein aktives ökonometrisches Forschungsgebiet darstellen. Da solche Prognosen eine vollständige Verteilung für die interessierende Zufallsvariable angeben, beinhalten sie Information über...
Persistent link: https://www.econbiz.de/10010243223
This dissertation comprises of three stand-alone research papers, all considering the use of high frequency financial data for financial market risk measurement. The first chapter considers the extraction of liquidity information from the intraday limit order book to enhance the daily market...
Persistent link: https://www.econbiz.de/10010200953
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The polytopic model (PM) structure is often used in the areas of automatic control and fault detectionand isolation (FDI). It is an alternative to the multiple model approach which explicitly allowsfor interpolation among local models.This thesis proposes a novel approach to PM estimation by...
Persistent link: https://www.econbiz.de/10009468576
Public debate about energy relations between the EU and Russia is distorted. These distortions present considerable obstacles to the development of true partnership. At the core of the conflict is a struggle for resource rents between energy producing, energy consuming and transit...
Persistent link: https://www.econbiz.de/10009449079
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This study was prepared by Beate Schirwitz while she was working at the Ifo Institute’s Dresden Branch. It was completed in February 2012 and accepted as a doctoral thesis by the Faculty of Law, Management, and Economics at the Johannes Gutenberg University Mainz in July 2012. It focuses on a...
Persistent link: https://www.econbiz.de/10011697527
This volume includes five self-contained chapters in the fields of public debt and fiscal transfer schemes. After an introduction to the topic, chapter 2 shows that the institutional setting of fiscal policy making needs to be considered when assessing the sustainability of fiscal policy. Using...
Persistent link: https://www.econbiz.de/10011742833
High natural gas prices and domestic energy security concerns have led to a resurgent interest in substitute natural … gas (SNG). This technology, which dates back several decades, is currently only utilized in one location in the U … factors of SNG viability such as coal prices, gas prices, and construction costs, are examined to set the stage for the …
Persistent link: https://www.econbiz.de/10009475434
against ownership and control of oil and gas and the distribution of its benefits, but also challenging policies and practices … an overview of the issue of ownership of oil and gas in Nigeria and to examine the principle of sustainable development …
Persistent link: https://www.econbiz.de/10009449719