Results 151 to 160 of about 74,950 (301)

Solid Biofuel Usage and Households' Behavior Toward Energy Choice in Northwest Ethiopia

Energy Science &Engineering, EarlyView.
This study analyzed household energy choice behavior in northwest Ethiopia using an integrated energy stacking and decision‐making framework. Evidence shows dominant reliance on solid biomass and a fuel‐stacking pattern, while urban residences, higher income, and education increase clean energy adoption, highlighting the need for pro‐poor, context ...
Habtamu Setargachew Molla, Zemen Ayalew Ayele, Essa Chanie Mussa, Marelign Adugna Mesele   +3 more
wiley   +1 more source

Spatial Fixed Effects and Spatial Dependence [PDF]

We investigate the common conjecture in applied econometric work that the inclusion of spatial fixed effects in a regression specification re- moves spatial dependence.
Daniel Arribas-Bel, Luc Anselin
core  

Direct and Spatial Effects of Carbon Emission Trading System on Carbon Emissions in the Logistics Sector—Evidence From the Yangtze River Economic Belt in China

Energy Science &Engineering, EarlyView.
(1) A theoretical framework for examining the impact of the CETS on carbon emissions in the LS of the YREB is developed based on Porter's hypothesis and synergy theory. (2) Assessing the Effects of a CETS through DID Modeling. (3) The spatial correlation of carbon emissions within the LS is examined through the development of a SDM.
Zhaoyang Zhao, Chong Ye, Jing Huang
wiley   +1 more source

Characterizing Land Use Change in Multidisciplinary Landscape-Level Analyses [PDF]

Economists increasingly face opportunities to collaborate with ecologists on landscape-level analyses of socioeconomic and ecological processes. This often calls for developing empirical models to project land use change as input into ecological models ...
Kline, Jeffrey D.
core   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer, Kristofer Månsson, Pär Sjölander, Gazi Salah Uddin   +3 more
wiley   +1 more source

GMM estimation of spatial panels [PDF]

We consider Generalized Method of Moments (GMM) estimation of a regression model with spatially correlated errors. We propose some new moment conditions, and derive the asymptotic distribution of the GMM based on them.
Moscone, Francesco, Tosetti, Elisa
core   +1 more source

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

On Diffusion of Ideas in the Academic World: the Case of Spatial Econometrics [PDF]

Spatial econometrics is a fast-growing field in the series of quantitative disciplines, auxiliaries of economics and related social sciences. Space, friction, interdependence, spatiotemporal components, externalities and many other aspects interact and ...
Jean H.P. Paelinck, Nikias Sarafoglou
core  

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source