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ESTIMATING THE EFFECTS OF FACTORS INFLUENCING GRID PRICING REVENUE

Schroeder, Ted C.; Coffey, Brian K.; Brester, Gary W. - Western Agricultural Economics Association - WAEA - 2002

: grid pricing, risk, simulation …

Persistent link: https://www.econbiz.de/10005477304

Exchange Rate and Foreign Inflation Risk Premiums in Global Equity Returns.

Vassalou, M. - Graduate School of Business, Columbia University - 1999

We test for the pricing of exchange rate and foreign inflation risk in equities. Our tests are motivated by the … Adler and Dumas (1983). Both exchange rate and foreign inflation risk factors can explain part of the within-country cross …-sectional variation in returns. Our results have important implications for hedging exchange rate risk. They also demonstrate that home …

Persistent link: https://www.econbiz.de/10005478440

Existence and Optimality of a General Equilibrium with Endogenous Uncertainty.

Chichilnisky, G. - Graduate School of Business, Columbia University - 1992

Persistent link: https://www.econbiz.de/10005478443

The Value of Avoiding Climate Change

Heal, G.; Lin, Y. - Graduate School of Business, Columbia University - 1997

What costs is it worth incurring to avoid the risk of climate change? People rarely think of this as a question … are (1) the probability distribution of the effects of climate change, (2) the degree to which we are risk averse, (3) the …

Persistent link: https://www.econbiz.de/10005478458

On the Incentives for Money Nanagers: A Signalling Approach.

Huberman, G.; Kandel, S. - Graduate School of Business, Columbia University - 1991

Persistent link: https://www.econbiz.de/10005478467

Economic Determinants of the Relation Between Earnings Changes and Stock Returns.

Ball, R.; Kothari, S.P.; Watts, R.l. - William E. Simon Graduate School of Business … - 1990

Persistent link: https://www.econbiz.de/10005478500

Debt-Equity Swaps: Investment Incentive Effects and Secondary Market Prices.

Bowe, M.; Dean, J.W. - 1991

Persistent link: https://www.econbiz.de/10005478523

A Semi-Markov Approach to Modeling Volatility Dynamics.

Maheu, J.M.; McCurdy, T.H. - Rotman School of Management, University of Toronto - 1999

This paper proposes a new approach to modeling volatility changes and clustering, we use a parsimonious high-order markov chain which allows for duration dependence.

Persistent link: https://www.econbiz.de/10005478561

Triage, Efficacy of Medical Treatment, and Optimum Health Insurance.

Garratt, R.; Marshall, J.M. - 1994

Persistent link: https://www.econbiz.de/10005478581

RAPID GROWTH IN NICS IN ASIA: NEW GROWTH THEORY AND ITS LESSONS.

SENGUPTA, J.K. - 1990

Persistent link: https://www.econbiz.de/10005478584