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Kahl, Christian - 2015

This document offers an overview of analytical properties of volatility control indices,including the statistical bias, comparing various volatility estimators and the impact of stochastic interest rates on long-dated volatility target indices

Persistent link: https://www.econbiz.de/10013010458

Energy Poverty Indicators : Conceptual Issues - Part I: The Ten-Percent-Rule and Double Median/Mean Indicators

Schuessler, Rudolf - 2014

Energy poverty, long considered a problem limited to developing countries only, is now widely acknowledged as a challenge for advanced OECD countries as well. How energy poverty is perceived depends on the conceptualization and assessment of the underlying phenomena: inappropriately high costs...

Persistent link: https://www.econbiz.de/10013051904

Modifying the Hoede-Bakker Index to the Shapley-Shubik and Holler-Packel Indices

Rusinowska, Agnieszka - 2011

In the paper, we present some modifications of the Hoede-Bakker index defined in a social network in which players may … probability distributions over all inclination vectors, we construct modifications of the Hoede-Bakker index that coincide with … the Shapley-Shubik index and with the Holler-Packel index, respectively …

Persistent link: https://www.econbiz.de/10012714291

[J - Z, Index]

Penuel, K. Bradley (contributor); … - 2013

Persistent link: https://www.econbiz.de/10010187710

On the use of spectral value decomposition for the construction of composite indices

Farnia, Luca - 2019

High dimensional composite index makes experts' preferences in setting weights a hard task. In the literature, one of … motivates theoretical reasons to derive the weights of the elementary indicators in a composite index when multiple components …

Persistent link: https://www.econbiz.de/10011999119