Showing 151 - 160 of 205
This paper has a twofold aim: the former is to focus on the concept of well-being/quality of life and its relationships with local sustainable development and the latter is to apply the capability approach at regional level. More specifically, one wants to analyse if sustainable development at a...
Persistent link: https://www.econbiz.de/10005434746
In this paper I present a time series analysis based on a metrical approach. I use a definition of distance which depends on the sample correlation coefficient among bonds. The dataset consists on daily returns of US treasury bonds. By mean of a Linkage-Algorithm bonds are classified according...
Persistent link: https://www.econbiz.de/10005434747
The purpose of this study consists in verifying if climatic differences can help to explain the different economic growths path across Italian provinces. Focusing on literature on economic convergence on one hand, and that on economics of climate on the other, the work depicts how climatic...
Persistent link: https://www.econbiz.de/10005434748
Persistent link: https://www.econbiz.de/10005434749
We present cross and time series analysis of price fluctuations in the U.S. Treasury fixed income market. By means of techniques borrowed from statistical physics we show that the correlation among bonds depends strongly on the maturity and bonds' price increments do not fulfill the random walk...
Persistent link: https://www.econbiz.de/10005434750
Cooperative investments in R&D are a significant driving force of the modern economy. As it well-known, the R&D investments are uncertain and the strategic alliances create synergies and additional information that increase the success probabilities about R&D projects. The theory of real option...
Persistent link: https://www.econbiz.de/10005434752
Persistent link: https://www.econbiz.de/10005434753
Persistent link: https://www.econbiz.de/10005434754
In this paper we discuss the modelling of electricity contracts traded in the Italian market. We directly model the forward price of the electricity. We apply the Heath Jarrow Morton model in order to simulate the forward rate dynamics and evaluate first the forward price with instantaneous...
Persistent link: https://www.econbiz.de/10005434755
The Minority Game comes from the so-called "El Farol bar" problem by W.B. Arthur. The underlying idea is competition for limited resources and it can be applied to different fields such as: stock markets, alternative roads between two locations and in general problems in which the players in the...
Persistent link: https://www.econbiz.de/10005434756