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Multi-fractal processes have recently been proposed as a new formalism for modelling the time series of returns in …-switching multi-fractal model in Calvet and Fisher (2001) which allows for estimation of its parameters via maximum likelihood and …
Persistent link: https://www.econbiz.de/10010295106
Multifractal processes have recently been proposed as a new formalism for modelling the time series of returns in …-switching multifractal model in Calvet and Fisher (2001) which allows for estimation of its parameters via maximum likelihood and Bayesian …
Persistent link: https://www.econbiz.de/10010295151
-stable framework, which is able to mimic multifractal behavior in asset returns, provides tail events which never occurred in the …
Persistent link: https://www.econbiz.de/10012433217
This paper uses unique administrative data to expand the understanding of the role women's intermittency decisions play … in the determination of their wages. We demonstrate that treating intermittency as exogenous significantly overstates its … impact. The intermittency penalty also increases in the education level of the woman. The penalty for a woman with a high …
Persistent link: https://www.econbiz.de/10011310191
It is expected that the renewable share of energy generation will rise considerably in the near future. The intermittent and uncertain nature of renewable energy (RE) calls for storage and grid management technologies that can allow for increased power system flexibility. To assist policy makers...
Persistent link: https://www.econbiz.de/10011662434
Mitigating climate change will require integrating large amounts of highly intermittent renewable energy (RE) sources in future electricity markets. Considerable uncertainties exist about the cost and availability of future large-scale storage to alleviate the potential mismatch between demand...
Persistent link: https://www.econbiz.de/10011985392
intermittency phenomena, i.e., relatively long periods of small and persistent movements punctuated intermittently by seemingly …
Persistent link: https://www.econbiz.de/10010266314
The cost and revenue earnings potential of alternative power generation sources has shifted considerably in recent years. Here we introduce the concept of Levelized Profit Margins (LPM) to capture the changing unit economics of both intermittent and dispatchable generation technologies. We apply...
Persistent link: https://www.econbiz.de/10012625062
grid planning. In the following study, wind resource is characterized using metrics that highlight these intermittency … wind turbine hub. Furthermore, since the interconnection of wind farms can aid in reducing the overall intermittency, the …
Persistent link: https://www.econbiz.de/10010319831
grid planning. In the following study, wind resource is characterized using metrics that highlight these intermittency … wind turbine hub. Furthermore, since the interconnection of wind farms can aid in reducing the overall intermittency, the …
Persistent link: https://www.econbiz.de/10009762418