Results 121 to 130 of about 28,836 (304)

Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models

Journal of Forecasting, EarlyView.
ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly, Pooja Sengupta, Divya Aggarwal   +2 more
wiley   +1 more source

Continual systems of relays

Современная математика: Фундаментальные направления
The converter of continual systems of relays (also known as the Preisach converter) is a wellknown model applicable to describe the hysteresis relationships of a wide range.
M. E. Semenov, S. V. Borzunov, O. I. Kanischeva, A. I. Proshunin, P. A. Meleshenko   +4 more
doaj   +1 more source

Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model

Journal of Forecasting, EarlyView.
ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
wiley   +1 more source

Production Technologies in Stochastic Continuous Time Models [PDF]

Properties of dynamic stochastic general equilibrium models can be revealed by either using numerical solutions or qualitative analysis. Very precise and intuition-building results are obtained by working with models which provide closed-form solutions ...
Klaus Wälde
core  

The Energy Dilemma: Does Energy Security Risk and Renewable Energy Affect Fossil Material Footprint? Policy Framework for Securing SDGs

Geological Journal, EarlyView.
Energy security risk has a positive impact on material footprint. Renewable energy consumption reduces material footprint. ABSTRACT Following a high economic growth path, the group of G7 economies is found to be utilising more and more material, causing a material footprint (MF), which in turn contributes to pollution.
Serhat Çamkaya, Faiza Saleem, Afshan Hamid, Magdalena Radulescu, Ahsan Anwar   +4 more
wiley   +1 more source

Identification and Estimation of Stochastic Bargaining Models, Third Version [PDF]

Stochastic sequential bargaining models (Merlo and Wilson (1995, 1998)) have found wide applications in different fields including political economy and macroeconomics due to their flexibility in explaining delays in reaching an agreement.
Xun Tang, Antonio Merlo
core  

Should multinationals care about development? Rethinking global strategy in an unequal world

Global Strategy Journal, EarlyView.
Abstract Research Summary While multinational corporations (MNCs) can profoundly shape global development trajectories, global strategy research has largely treated development as peripheral to core strategic concerns. This Perspective paper examines the contested relationship between global strategy and development, arguing that MNCs are neither ...
Marcus M. Larsen, Rajneesh Narula, Thomas DeBerge   +2 more
wiley   +1 more source

Cost Efficiency in Regional Bus Companies: An Application of Alternative Stochastic Frontier Models [PDF]

This paper evaluates cost and scale efficiencies of Switzerland’s regulated bus companies operating in regional networks. The adopted methodology can be used in benchmarking analyses applied to incentive regulation systems.
Mehdi Farsi, Michael Kuenzle, Massimo Filippini   +2 more
core  

Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models [PDF]

Most multivariate variance or volatility models suffer from a common problem, the “curse of dimensionality”. For this reason, most are fitted under strong parametric restrictions that reduce the interpretation and flexibility of the models. Recently, the
Michael McAleer, Manabu Asai, Massimiliano Caporin   +2 more
core   +2 more sources

Alternative Price Dynamics and Valuation of Flexible Strategies

International Journal of Finance &Economics, EarlyView.
ABSTRACT In this article, we study the optimal operational strategy of production projects. We investigate different underlying price models and determine the optimal barriers of transition to suspension, recovery, or irreversible abandonment of productive activity.
Cristina Bertolosi, Gianluca Fusai, Ioannis Kyriakou   +2 more
wiley   +1 more source