Why and When Should Quantile Regression Be Used?- A Case of Study: Modelling Energy Markets by the Means of Quantile Regression -- Quantile Regression: A Methodological Overview -- Cross-Sectional Quantile Regression -- Time Series Quantile Regression -- Goodness of Fit in Quantile Regression...

We present a methodology to forecast mortality rates and estimate longevity and mortality risks. The methodology uses Generalized Dynamic Factor Models fitted over the differences of the log-mortality rates. We compare prediction performance with models previously proposed in the literature,...

Se plantea el coeficiente de dependencia asintótica, basado en cópulas, como una medida para la administración del riesgo en portafolios de acciones. Se describen algunos aspectos de las estructuras macro y microeconómicas del mercado en Colombia, motivando la introducción de medidas como...

This paper investigates how a country's economic complexity influences its sovereign yield spread with respect to the United States. Notably, a one-unit increase in the Economic Complexity Index is associated with a reduction of about 87 basis points in the 10-year yield spread. However, this...

Climate change adaptation efforts are heavily dependent on a country's fiscal capacity and the associated costs of undertaking adaptation policies. The current accumulation of high debt levels in emerging and low-income developing countries, which are disproportionately affected by climate...

The productivity of the printing industry in terms of real sales per employee hasbeen growing at an annualized rate of 1.9% for more than a decade. The NationalAssociation for Printing Leadership (NAPL) reports that the industry is lagging, whencompared to the average productivity growth of 4%...