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Persistent link: https://www.econbiz.de/10009464063
This thesis consists out of three essays on systemic risk in the banking system and stock market contagion. The first essay (Trapp and Wewel, 2013, "Transatlantic systemic risk") investigates which type of systemic risk common shocks or contagion dominated in the US and European banking systems...
Persistent link: https://www.econbiz.de/10010336326
-linear pattern, the paper employs several copula functions to model the conditional bivariate time series dependence structure. The … relationship between lagged aggregate market tail risk and market returns, based on a time-series approach, which can be further … inspection of the empirical results clearly indicates the Clayton copula function to provide the best formula describing the …
Persistent link: https://www.econbiz.de/10010337273
The thesis at hand includes three distinct essays that analyze economic issues related to liberalized electricity markets. In the first essay, the effects of capacity mechanisms on the market structure in electricity markets are investigated. We consider a model with dominant firms and a...
Persistent link: https://www.econbiz.de/10010405485
Persistent link: https://www.econbiz.de/10013433016
The reliability of Critical Infrastructure is considered to be a fundamental expectation of modern societies. These … supporting infrastructure reliability under conditions of uncertainty and change has emerged as a critical capacity for systems … reliability through the lens of resilience from an organisation and system perspective using two recognised resilience …
Persistent link: https://www.econbiz.de/10009438028
conditional reliability from available condition histories instead of from reliability data. The estimated survival probability … network. The trained network is capable of estimating the future survival curve of a unit when a series of condition indices … proposed model, but neglected suspended histories; a time series prediction recurrent neural network; and a traditional Weibull …
Persistent link: https://www.econbiz.de/10009438306
grounded measure of accrual reliability, and test the measure's construct validity. The model allows accrual reliability to … vary across firms, which is particularly important because many reliability determinants vary in cross-section. Unlike … metrics that measure relative perceived reliability, ANR measures accrual reliability independent of the perceptions of …
Persistent link: https://www.econbiz.de/10009475468
ordering policies. In particular, we show that the optimal maintenance policy for our problem setting is a monotonically non …-decreasing control limit type policy. We validate our methodology using real-world data from monitoring a piece of rotating machinery …
Persistent link: https://www.econbiz.de/10009475768
processes utilized to meet this vision employ performance based trade studies to determine the lowest cost, highest reliability … allows the decision maker to evaluate the highest reliability, lowest cost lunar architectures without being distracted by … the performance details of the architecture. To achieve this methodology of bringing optimal cost and reliability …
Persistent link: https://www.econbiz.de/10009475958