Search Results

Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market,
Apostolos Serletis and Asghar Shahmoradi, from World Scientific Publishing Co. Pte. Ltd. (2007)
Keywords: Electricity Markets, Natural Gas Markets, Crude Oil Markets, Forecasting Energy Prices, Energy Markets Volatility, Business Cycles and Energy Prices, Common Features in Energy Markets, Codependent Cycles in Energy Markets, Volatility Modeling in Energy Markets, Chaos, Fractals, and Random Modulations in Energy Markets,

Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets,
Apostolos Serletis and Akbar Shahmoradi, from World Scientific Publishing Co. Pte. Ltd. (2007)
Keywords: Electricity Markets, Natural Gas Markets, Crude Oil Markets, Forecasting Energy Prices, Energy Markets Volatility, Business Cycles and Energy Prices, Common Features in Energy Markets, Codependent Cycles in Energy Markets, Volatility Modeling in Energy Markets, Chaos, Fractals, and Random Modulations in Energy Markets,

The North American Natural Gas Liquids Markets are Chaotic,
Apostolos Serletis and Periklis Gogas, from World Scientific Publishing Co. Pte. Ltd. (2007)
Keywords: Electricity Markets, Natural Gas Markets, Crude Oil Markets, Forecasting Energy Prices, Energy Markets Volatility, Business Cycles and Energy Prices, Common Features in Energy Markets, Codependent Cycles in Energy Markets, Volatility Modeling in Energy Markets, Chaos, Fractals, and Random Modulations in Energy Markets,

Strategic uncertainty and the ex-post Nash property in large games,
Haomiao Yu, M. Khan, Kali P. Rath and Yeneng Sun, in Theoretical Economics (2015)
Keywords: Large game, pure strategy, mixed strategy, randomized strategy in distributional form, Nash equilibrium, ex-post Nash property, saturated probability space, rich Fubini extension, exact law of large numbers (ELLN), asymptotic implementation

The Relationship between Educational Expenditures and Outcomes,
François Leclercq, from DIAL (Développement, Institutions et Mondialisation) (2005)
Keywords: Economics of education, education production function, randomized experiments, natural experiments, school resources, school incentives, teachers, Économie de l’éducation, fonction de production éducative, expériences aléatoires, expériences naturelles, ressources des écoles, incitations, professeurs.

The dynamics of land-cover change in western Honduras: exploring spatial and temporal complexity,
Darla K. Munroe, Jane Southworth and Catherine M. Tucker, in Agricultural Economics of Agricultural Economists (2002)
Keywords: Forest regrowth, Geographic information systems (GIS), Remote sensing, Random-effects probit, Land-use/land-cover change, Honduras, Land Economics/Use, Research and Development/Tech Change/Emerging Technologies, C23, 013, Q15, R220,

Measuring network effects in mobile telecommunications markets with stated-preference valuation methods,
Mikolaj Czajkowski and Maciej Sobolewski, in International Journal of Management and Network Economics (2011)
Keywords: network effects; mobile telecommunications; brand valuation; stated preference methods; non-market valuation methods; choice experiment; multinomial conditional logit model; preference heterogeneity; random parameter models; Poland; mobile communications; consumer preferences.

Introduction,
Joshua Angrist and Jorn-Steffen Pischke, from Princeton University Press (2014)
Keywords: economics, metrics, econometrics, statistics, research, econometric, Furious Five, random assignment, regression, instrumental, variables, discontinuity, differences, kung fu, insurance, college, bankss, money, banking, crisis, Depression, Simpson, law, tools, cause, effect, empirical

Introduction,
Joshua Angrist and Jorn-Steffen Pischke, from Princeton University Press (2014)
Keywords: economics, econometric, applied, metrics, data, science, statistics, statistical, economist, cause, effect, tools, research, method, random, assignment, instrumental, variables, regression, discontinuity, design, differences, banks, difference, analysis, crisis, method, empirical, examples

Mastering ’Metrics: The Path from Cause to Effect,
Joshua Angrist and Jorn-Steffen Pischke, from Princeton University Press (2014)
Keywords: economics, econometric, applied, metrics, data, science, statistics, statistical, economist, cause, effect, tools, research, method, random, assignment, instrumental, variables, regression, discontinuity, design, differences, banks, difference, analysis, crisis, method, empirical, examples

The Role of Financial Variables in Predicting Economic Activity in the Euro Area,
Marco Lombardi, Raphael Espinoza and Fabio Fornari, from International Monetary Fund (2009)
Keywords: Cross country analysis;Economic forecasting;Economic growth;Business cycles;Asset prices;Financial sector;Financial crisis;Euro Area;Economic models;Global Financial Crisis 2008-2009;Stock markets;VAR, Financial Variables, International Linkages, Conditional Forecast, stock market, forecasting, cointegration, stock market volatility, random walk,

Sign Tests for Dependent Observations and Bounds for Path-Dependent Options,
Donald Brown and Rustam Ibragimov, from Cowles Foundation for Research in Economics, Yale University (2005)
Keywords: Sign tests, dependence, martingale-difference, Bernoulli random variables, conservative tests, exact tests, option bounds, trinomial model, binomial model, semiparametric estimates, fair prices, expected payoffs, path-dependent contingent claims, efficient market hypothesis

Lorenz comparisons of nine rules for the adjudication of conflicting claims,
Kristof Bosmans and Luc Lauwers, from KU Leuven, Faculty of Economics and Business, Department of Economics (2007)
Keywords: Claims problem, Bankruptcy, Taxation, Lorenz dominance, Progressivity, Proportional rule, Constrained equal awards rule, Constrained equal losses rule, Talmud rule, Piniles’ rule, Constrained egalitarian rule, Adjusted proportional rule, Random arrival rule, Minimal overlap rule

Measuring the Economic Value of Sustainable River Basin Management: The Full-Preference Rank Method,
Phoebe Koundouri, Osiel González Dávila and Theologos Pantelidis, from Athens University of Economics and Business (2015)
Keywords: Choice experiment, Full-preference ranking, Logistic regression, Asopos River Basin, Environmental degradation, Water quality and quantity; Random utility maximization; Logit probabilities; Water Framework Directive; Residency-specific use and non-use val

The Impact of Business Support Services for Small and Medium Enterprises on Firm Performance in Low -and Middle- Income Countries: A Meta-Analysis,
Túlio Cravo and Caio Piza, from Inter-American Development Bank (2016)
Keywords: Firm performance, Technical assistance, Value chains, Export Promotion, Randomized Controlled Trial, Productivity Growth, SME Finance, Innovation Policy, Propensity-score matching, Labor markets, Business Support Services, Small and Medium-Sized Enterprises

Seeing in the Dark; A Machine-Learning Approach to Nowcasting in Lebanon,
Andrew J Tiffin, from International Monetary Fund (2016)
Keywords: Lebanon;Middle East;Macroeconomic Forecasts, Nowcasting, Random Forests, Elastic Net, LASSO, Statistical Learning, Cross Validation, Ensemble, Variable Selection, gdp, data, variables, prediction, value, General, Model Evaluation and Testing, Forecasting and Other Model Applications, Computational Techniques, General,

Análisis econométrico de la heterogeneidad de las preferencias de los individuos: aplicación a la valoración económica de la conservación del paisaje agrícola de montaña,
Sergio Colombo and Nick Hanley, in Economia Agraria y Recursos Naturales (2008)
Keywords: Heterogeneity, Heterogeneidad, modelos de clases latentes, modelos de heterogeneidad de la varianza, modelos de parámetros aleatorios, paisaje de montaña, latent class models, covariance heterogeneity models, random parameter models, uphill landscape, Environmental Economics and Policy, Research Methods/ Statistical Methods, C52, Q24,

DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS,
Mitya Boyarchenko and Svetlana Boyarchenko, in International Journal of Theoretical and Applied Finance (IJTAF) (2011)
Keywords: Option pricing, double barrier options, double-no-touch options, foreign exchange, double-exponential jump-diffusion, Kou's model, hyper-exponential jump-diffusion, Lévy process, regime switching, stochastic volatility, stochastic interest rate, Carr's randomization, Canadization, analytic method of lines, Wiener-Hopf factorization

Does taste trump health? Effects of nutritional characteristics on brand-level demand for chips in the U.S,
Matthias Staudigel and Sven Anders, from Agricultural and Applied Economics Association (2016)
Keywords: Brand-level demand, differentiated products, health-taste trade-off, retail scanner data, product formulation, random-coefficients logit., Agribusiness, Agricultural and Food Policy, Consumer/Household Economics, Demand and Price Analysis, Food Consumption/Nutrition/Food Safety, Health Economics and Policy, Industrial Organization, Marketing,

India in the Global and Regional Trade: Determinants of Aggregate and Bilateral Trade Flows and Firms' Decision to Export,
T.N. Srinivasan and Vani Archana, from Indian Council for Research on International Economic Relations, New Delhi, India
Keywords: PTAs/RTAs, Non-discriminatory trade liberalisation, Gravity model,Intrabloc trade effect, Trade diversion, Trade creation, Firm heterogeneity,Probability of exporting, Export performance, Logit, Probit, Fixed effect, Random effect, Tobit model, firm-specific effect, sunk cocost, Hazard model

Characterizing Exchange Rate Regimes in Post-Crisis East Asia,
Taimur Baig, from International Monetary Fund (2001)
Keywords: Financial crisis;Malaysia;Korea, Republic of;Foreign exchange;Indonesia;Philippines;Thailand;exchange rate regime, volatility, Asian crisis, exchange rate, exchange rates, random walk, exchange rate volatility, standard deviation, International Monetary Arrangements and Institutions,

Producer preferences for contracts on a risky bioenergy crop,
Kwabena Krah, Daniel Petrolia, Angelica Williams, Keith Coble, Ardian Harri and Roderick Rejesus, from Mississippi State University, Department of Agricultural Economics (2015)
Keywords: choice experiment, contract, mean-variance utility, preference heterogeneity, random parameters logit, risk perceptions, risk preferences, willingness to accept compensation, Crop Production/Industries, Environmental Economics and Policy, Resource /Energy Economics and Policy, Risk and Uncertainty, Q42, Q51,

Quantitative and Empirical Analysis of Energy Markets,
Apostolos Serletis, from World Scientific Publishing Co. Pte. Ltd. (2012)
Keywords: Electricity Markets, Natural Gas Markets, Crude Oil Markets, Forecasting Energy Prices, Energy Markets Volatility, Business Cycles and Energy Prices, Common Features in Energy Markets, Codependent Cycles in Energy Markets, Volatility Modeling in Energy Markets, Chaos, Fractals, and Random Modulations in Energy Markets

Double machine learning for treatment and causal parameters,
Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen and Whitney K. Newey, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
Keywords: Neyman, orthogonalization, cross-fi t, double machine learning, debiased machine learning, orthogonal score, efficient score, post-machine-learning and post-regularization inference, random forest, lasso, deep learning, neural nets, boosted trees, efficiency, optimality.

Program evaluation with high-dimensional data,
Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val and Christian Hansen, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
Keywords: Machine learning; endogeneity; local average and quantile treatment eff ects; instruments; local eff ects of treatment on the treated; propensity score; Lasso; inference after model selection; moment condition models; moment condition models with a continuum of target parameters; Lasso and Post-Lasso with functional response data; randomized control trials

MONITORING CHOICE TASK ATTRIBUTE ATTENDANCE IN NON-MARKET VALUATION OF MULTIPLE PARK MANAGEMENT SERVICES: DOES IT MATTER?,
Riccardo Scarpa, Mara Thiene and David Hensher, from International Association of Agricultural Economists (2009)
Keywords: multifunctional land management, nonmarket valuation, choice experiments, preference heterogeneity, random utility model, attribute processing rules., Environmental Economics and Policy, Land Economics/Use, Resource /Energy Economics and Policy, C25, H41, Q26, Q51,

Sign Tests for Dependent Observations and Bounds for Path-Dependent Options,
Donald Brown and Rustam Ibragimov, from Yale School of Management (2005)
Keywords: Sign tests, dependence, martingale-difference, Bernoulli random variables, conservative tests, exact tests, option bounds, trinomial model, binomial model, semiparametric estimates, fair prices, expected payoffs, path-dependent contingent claims, effcient market hypothesis

The Corporate Spread Curve and Industrial Production in the United States,
Jorge Chan-Lau and Iryna V. Ivaschenko, from International Monetary Fund (2002)
Keywords: Forecasting;United States;Investment grade bonds, corporate spreads, term structure, real activity, GMM estimation, bonds, bond, random walk, corporate bond, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation, Financial Markets and the Macroeconomy,

Quantitative and Empirical Analysis of Energy Markets,
Apostolos Serletis, from World Scientific Publishing Co. Pte. Ltd. (2007)
Keywords: Electricity Markets, Natural Gas Markets, Crude Oil Markets, Forecasting Energy Prices, Energy Markets Volatility, Business Cycles and Energy Prices, Common Features in Energy Markets, Codependent Cycles in Energy Markets, Volatility Modeling in Energy Markets, Chaos, Fractals, and Random Modulations in Energy Markets

Investing in Water Quality: Measuring Benefits, Costs and Risks,
Clifford S. Russell, William J. Vaughan, Christopher Clark, Diego J. Rodríguez and Arthur H. Darling, from Inter-American Development Bank (2001)
Keywords: Water Supply and Sanitation, Water management, Cost-benefit analysis; ambient water quality; economic analysis models; urban water pollution; water quality models; benefit estimation; project risk analysis; random utility model; value added

Institutional Determinants of Student Achievement - Microeconometric Evidence,
Susanne Link, from ifo Institute - Leibniz Institute for Economic Research at the University of Munich (2013)
Keywords: Student achievement, school autonomy, decentralization, developing countries, educational production, international student achievement tests, panel estimation, single-sex schooling, random assignment, peer effects, incentives, higher education, difference-in-differences approach, forced migration, integration policy.

Data Analytics for Non-Life Insurance Pricing,
Mario V. Wuthrich and Christoph Buser, from Swiss Finance Institute (2016)
Keywords: non-life insurance pricing, car insurance pricing, generalized linear models, generalized additive models, credibility theory, neural networks, regression trees, CART, bootstrap, bagging, random forest, boosting, support vector machines, telematic data, data science, machine learning, data analytics

Domenico Marinucci and Giovanni Peccati, Random Fields on the Sphere: Representation, Limit Theorems and Cosmological Applications London Mathematical Society Lecture Notes Series 389. Published by the Cambridge University Press, Cambridge, 2011. Number of pages: 341. Price £40.00, ISBN 978-0-521-17561-6,
Nikolai Leonenko, in Journal of Time Series Analysis (2013)

Ron Chernow, The Warburgs (New York: Random House, 1993. xvii + 820 pp.) [German translation: Die Warburgs. Odyssee einer Familie (Berlin: Siedler, 1994. 995 pp. DM68)]--- Either ISSN or Journal title must be supplied,
Gabriele Teichmann, in Financial History Review (1997)

Patient-Reported Symptoms over 48 Weeks in a Randomized, Open-Label, Phase 3b Non-inferiority Trial of Adults with HIV Switching to Coformulated Elvitegravir, Cobicistat, Emtricitabine, and Tenofovir DF Versus Continuation of Ritonavir-Boosted Protease Inhibitor with Emtricitabine and Tenofovir DF,
Joseph Gathe, Jose Arribas, Jan Lunzen, Will Garner, Rebecca Speck, Randall Bender, Sanatan Shreay and Thai Nguyen, in The Patient: Patient-Centered Outcomes Research (2015)

Patient-Reported Symptoms Over 48 Weeks in a Randomized, Open-Label, Phase IIIb Non-Inferiority Trial of Adults with HIV Switching to Co-Formulated Elvitegravir, Cobicistat, Emtricitabine, and Tenofovir DF versus Continuation of Non-Nucleoside Reverse Transcriptase Inhibitor with Emtricitabine and Tenofovir DF,
Anthony Mills, Will Garner, Anton Pozniak, Juan Berenguer, Rebecca Speck, Randall Bender and Thai Nguyen, in The Patient: Patient-Centered Outcomes Research (2015)

Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts [Modelando la volatilidad de los precios de los commodities utilizando un modelo de volatilidad estocástica con cambios de nivel aleatorios],
Gabriel Rodríguez, Dennis Alvaro and Ángel Guillén, from Departamento de Economía - Pontificia Universidad Católica del Perú (2016)
Keywords: Bayesian Inference , Commodity Prices , State-Space Models , Stochastic Volatility , Structural change

American Options: Symmetry Properties,
Jérôme B. Detemple, from CIRANO (1999)
Keywords: Option pricing, American options, early exercise policy, symmetry properties, change of measure, random maturity, barrier options, capped options, multiasset options, occupation time derivatives, homogeneity, changes of numeraire, replicating portfolio, reprensentation of prices, Évaluation, options américaines, politique optimale d'exercice, propriété de symétrie, changement de mesure, échéance aléatoire, options plafonnées, options à barrières, titres supports multiples, temps d'occupation, homogénéité, changement de numéraire, formules de représentation des prix

Multivariate hazard rate orders,
Taizhong Hu, Baha-Eldin Khaledi and Moshe Shaked, in Journal of Multivariate Analysis (2003)
Keywords: Likelihood ratio order Stochastic order Upper orthant order Total positivity Hazard gradient Preservation properties Mixtures Multivariate Pareto distribution Multivariate Marshall-Olkin distribution Farlie-Gumbel-Morgenstern distribution Multivariate mean residual life functions Accelerated life testing Random environments k-out-of-n systems Shock models Claim models Scaled lifetimes

The traditional entrepreneurship of home brewing and illicit distillation in Zimbabwe,
P.S. Kupakuwana, in International Journal of Entrepreneurship and Small Business (2010)
Keywords: alcohol; home brewing; beer; distillation; illegal distilleries; traditional entrepreneurship; alcoholic beverages; illicit distillates; distilling; raw materials; water quality; brewing equipment; leaching; toxic properties; toxicity; elemental content analysis; alcohol content analysis; trace elements; random sampling; public health; consumer safety; human consumption; medical risks; legislation; containment facilitation; alcoholic potency; Zimbabwe; breweries; small and medium-sized enterprises; SMEs; entrepreneurs; indigenous entrepreneurship.

Cooperation and teamwork in technology start-ups: reflected in some Italian, British, Dutch and German findings,
Jan Ulijn, Iiris Aaltio, Gianni Guerra and Lorraine Uhlaner, in International Journal of Entrepreneurship and Small Business (2011)
Keywords: local cooperation; family values; high-tech start-ups; teamwork; high technology companies; Italy; United Kingdom; UK; Holland; Netherlands; Germany; expertise; trust; partners; national localities; new markets; shared markets; Turin; Milan; communitarian values; communitarians; local communities; national cultures; EU; European Union; team building; informal cooperation; random cooperation; Geert Hofstede; cultural dimensions; social capital; human capital; cultural capital; Europe; small and medium-sized enterprises; SMEs; entrepreneurs; entrepreneurship.

Марковские модели экономических систем,
Шмидт Андрей Владимирович and Чурюкин Валерий Алексеевич, in Bulletin of the South Ural State University. Series: Economics and management Вестник Южно-Уральского государственного университета. Серия: Экономика и менеджмент (2015)
Keywords: ЭКОНОМИЧЕСКАЯ СИСТЕМА,ECONOMIC SYSTEM,СОСТОЯНИЕ СИСТЕМЫ,SYSTEM CONDITION,ФАЗОВОЕ ПРОСТРАНСТВО СОСТОЯНИЙ СИСТЕМЫ,PHASE SPACE OF SYSTEM CONDITION,ОБЪЕМ ПРОДАЖ,SALES VOLUME,ЭВОЛЮЦИЯ ЭКОНОМИЧЕСКОЙ СИСТЕМЫ,ECONOMIC SYSTEM EVOLUTION,МОДЕЛИРОВАНИЕ,MODELING,СТОХАСТИЧЕСКАЯ МОДЕЛЬ,STOCHASTIC MODEL,СЛУЧАЙНЫЙ ПРОЦЕСС,RANDOM PROCESS,ЦЕПЬ МАРКОВА,MARKOV CHAIN,ЭКОНОМИЧЕСКАЯ УСТОЙЧИВОСТЬ,ECONOMIC STABILITY

Inventory model under permissible delay in payments and inflation with generalised Pareto lifetime,
K. Srinivas Rao and S. Eswara Rao, in International Journal of Procurement Management (2015)
Keywords: generalised Pareto lifetime; permissible delays; purchasing power; time; optimal selling price; payments; inflation; EOQ; inventory modelling; economic order quantity; deteriorating items; perishable goods; random commodity lifetime; differential equations; instantaneous states; costs; cost function; net profit rate function; optimal ordering quantity; model sensitivity; payment delay.

Corporate social responsibility: are firms in Nigeria actually giving back or giving away?,
Olaolu J. Oluwafemi and Emmanuel Olateju Oyatoye, in International Journal of Business Excellence (2012)
Keywords: corporate social responsibility; CSR; stakeholder salience; analytical hierarchy process; AHP; Lagos; Nigeria; socially responsible actions; prioritisation; rational decision techniques; primary stakeholders; stakeholder groups; cross-sectional design; quota sampling techniques; simple random sampling techniques; convenient sampling techniques; corporate affairs officers; quoted companies; socio-cultural stakeholders; economic stakeholders; political constituents; legitimacy; power; urgency; sustained competitive advantage; global markets; business excellence.

Microeconometric Evidence of Financing Frictions and Innovative Activity,
Amaresh K. Tiwari, Pierre Mohnen, Franz Palm and Sybrand Schim van der Loeff, from CIRANO (2012)
Keywords: Financial Constraints, Capital Structure, R&D, Innovation, Firm Dynamics, Market Failure, Panel Data, Correlated Random Effects, Control Function, Expected ´a Posteriori, financières, structure de capital, R-D, innovation, dynamique de firmes, failles de marché, données panel, effets aléatoires corrélés, fonctions de contrôle, attentes a posteriori.