Results 131 to 140 of about 553,591 (343)
Can Markov-regime switching models improve power price forecasts? Evidence for German daily power prices [PDF]
Nonlinear autoregressive Markov regime-switching models are intuitive and frequently proposed time series approaches for the modelling of electricity spot prices.
Kosater, Peter, Mosler, Karl
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Energy Conversion and Economics, EarlyView.Abstract With the deepening of research on smart grids, the distribution system has gradually evolved into a cyber‐physical distribution system (CPDS). The refined reliability modelling and assessment methods for CPDS are of great significance. This paper proposes an integrated reliability assessment framework combining distribution information system (
Wei Wu +9 more
wiley +1 more source
Modelling human control behaviour with a Markov-chain switched bank of control laws [PDF]
, 1998 A probabilistic model of human control behaviour is described. It assumes that human behaviour can be represented by switching among a number of relatively simple behaviours.
Murray-Smith, R.
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The Time‐Varying Anchoring of Inflation Expectations in Australia
Australian Economic Review, EarlyView.ABSTRACT This paper examines the anchoring of inflation expectations in Australia, an important indicator of the Reserve Bank of Australia's (RBA) credibility in the public's eyes regarding its inflation mandate. Rather than treating anchoring as a binary state, the study examines its evolution over time.
Thuy Hang Duong
wiley +1 more source
Averaging in Markov Models with Fast Markov Switches and Applications to Queueing Models
Annals of Operations Research, 2002 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Common wave behavior for mergers and acquisitions in OECD countries? a unique analysis using new Markov switching panel model approach [PDF]
This paper investigates whether or not there is co-waved merger and acquisition (M&A) activity in 26 OECD countries. We apply the Markov Switching model to panel data (MSP hereafter), an approach which has not previously been attempted.
Chung-Hua Shen +2 more
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Integrative Zoology, EarlyView.Assessing drivers of population dynamics helps to mitigate human–wildlife conflicts. In Mediterranean areas, summer aridity reduces resources, potentially affecting ungulates' body condition and reproduction. In a mixed forested‐rural area, wild boar female body mass increased throughout summer in rainy‐mild years and decreased in hot‐dry years.
Martina Calosi +4 more
wiley +1 more source
Modeling the volatility of Mediterranean stock markets: a regime-switching approach [PDF]
In this paper we use the Markov regime-switching model to investigate the volatility behavior of six Mediterranean stock markets (France, Spain, Greece, Egypt, Tunisia, and Turkey) over the turbulent period 1995-2010.
Duc Khuong Nguyen, Walid Chkili
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Integrative Zoology, EarlyView.In this study, we tested whether white and yellow morphs of the common wall lizard (Podarcis muralis) adopt alternative strategies shaped by the immuno‐competence handicap hypotheses (ICHH). We found that testosterone‐induced immune suppression was stronger in white males, while aggression decreased in both morphs.
Roberto Sacchi +5 more
wiley +1 more source
The RAND Journal of Economics, EarlyView.ABSTRACT We study a long‐horizon, oligopolistic market with random shocks to demand that can be arbitraged by two storage operators with finite capacity. This problem applies to any storable commodity—that is, most commodities. Because the arbitrage spread is so sensitive to market power, storage operators face strong incentives to restrain quantities ...
Sergei Balakin, Guillaume Roger
wiley +1 more source