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Does oil price uncertainty matter in stock market volatility forecasting? [PDF]
PLoS ONE, 2022 We analyze whether oil price uncertainty and U.S. stock uncertainty can simultaneously provide additional information to volatility forecast of six major stock indexes. For model settings, we find not only the uncertainty information of previous day, but
Peng Qin, Manying Bai
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Investigating the effect of oil price uncertainty on the consumer price index in Iran: a quantile regression approach based on wavelet transformation [PDF]
مدلسازی اقتصادسنجی, 2023 Investigating the effect of oil price uncertainty on the consumer price index of countries dependent on oil revenues is of great importance. Oil revenues in oil exporting countries are among the most important and influential factors in macroeconomic ...
Marzieh Esfandiari +2 more
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Stochastic Short-Term Hydro-Thermal Scheduling Based on Mixed Integer Programming with Volatile Wind Power Generation [PDF]
Journal of Operation and Automation in Power Engineering, 2020 This study addresses a stochastic structure for generation companies (GenCoʼs) that participate in hydro-thermal self-scheduling with a wind power plant on short-term scheduling for simultaneous reserve energy and energy market.
M. R. Behnamfar, H. Barati, M. Karami
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Mathematics, 2022 This paper addresses the deregulated electricity market arising in a distribution system with an electricity transaction. Under such an environment, the distribution system operator (DSO) with a distributed generator faces the challenge of electricity ...
Li-Peng Shao +3 more
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Antlion Optimization Algorithm for Optimal Self-Scheduling Unit Commitment in Power System under Uncertainties [PDF]
Journal of Operation and Automation in Power Engineering, 2021 optimal and economic operation is one of the main topics in power systems. In this paper, a stochastic single objective framework for GenCoʼs optimal self-scheduling unit commitment under the uncertain condition and in the presence of SH units is ...
M.R. Behnamfar, H. Barati, M. Karami
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Risk, uncertainty, and asset prices [PDF]
Journal of Financial Economics, 2005 We identify the relative importance of changes in the conditional variance of fundamentals (which we call 'uncertainty') and changes in risk aversion ('risk' for short) in the determination of the term structure, equity prices, and risk premiums ...
Geert Bekaert +2 more
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THE IMPACT OF OIL PRICE UNCERTAINTY ON US STOCK RETURNS
Applied Finance Letters, 2022 Oil price uncertainty has a negative and significant impact on stock returns during the period of 2003–2020 but not the earlier period of 1984–2002. The impact of stock price uncertainty on oil returns for both periods is not significant.
Yiuman Tse
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Uncertainty, Price Stabilization and Welfare [PDF]
Southern Economic Journal, 1991 This paper investigates whether a small country facing foreign price instability benefits from active stabilization of the domestic price of the importable. For example, the European Community can be treated as a small open economy facing price instability of agricultural products originating in the United States.
E. Kwan Choi, Stanley R. Johnson
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Distribution Electricity Pricing Under Uncertainty [PDF]
IEEE Transactions on Power Systems, 2020 Distribution locational marginal prices (DLMPs) facilitate the efficient operation of low-voltage electric power distribution systems. We propose an approach to internalize the stochasticity of renewable distributed energy resources (DERs) and risk tolerance of the distribution system operator in DLMP computations. This is achieved by means of applying
Robert Mieth, Yury Dvorkin
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Environmental prices, uncertainty, and learning [PDF]
Oxford Review of Economic Policy, 2009 There is an increasing demand for putting a shadow price on the environment to guide public policy and incentivize private behaviour. In practice, setting that price can be extremely difficult as uncertainties abound. There is often uncertainty not just about individual parameters but about the structure of the problem and how to model it.
Dietz, Simon, Fankhauser, Samuel
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