Working Papers

From Department of Economics, University of Venice "Ca' Foscari"
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2014:07: Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets

Roberto Casarin, Monica Billio and Ayokunle Osuntuyi

2014:06: Are Smarter People Better Samaritans? Effect of Cognitive Abilities on Pro-Social Behaviors

Luis Aranda and Martin Siyaranamual

2014:05: The simplicity of optimal trading in order book markets

Paolo Pellizzari and Daniel Ladley

2014:04: Introducing Melitz-Style Firm Heterogeneity in CGE Models: Technical Aspects and Implications

Roberto Roson and Kazuhiko Oyamada

2014:03: College wage premium over time: trends in Europe in the last 15 years

Elena Crivellaro

2014:02: Bargaining Power and Value Sharing in Distribution Networks: a Cooperative Game Theory Approach

Roberto Roson and Franz Hubert

2014:01: Hierarchical Graphical Models, With Application to Systemic Risk

Daniel Felix Ahelegbey and Paolo Giudici

2013:30: The causal effect of parents� schooling on children�s schooling in Europe. A new IV approach

Enkelejda Havari and Marco Savegnago

2013:29: Doubling Up: A Gift or a Shame? Multigenerational Households and Parental Depression of Older Europeans

Luis Aranda

2013:28: On the Mitra--Wan Forest Management Problem in Continuous Time

Silvia Faggian, Giorgio Fabbri and Giuseppe Freni

2013:27: China�s role on the international cotton market

Carolina Gavagnin and Maria Bruna Zolin

2013:26: Unexpected and Growing Interest in Land Investments? The Asian Case

Maria Bruna Zolin and Lucia Luzi

2013:25: Food and Energy (In)security: Evidence from Agricultural Investments in Selected Emerging Economies

Maria Bruna Zolin and Marco Braggion

2013:24: �Markov Switching Models for Volatility: Filtering, Approximation and Duality�

Monica Billio and Maddalena Cavicchioli

2013:23: Is caring for elderly parents detrimental for women�s mental health? The influence of the European North-South gradient

Cinzia Di Novi and Elenka Brenna

2013:22: Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure

Monica Billio, Gregory Jannin, Bertrand Maillet and Loriana Pelizzon

2013:21: Trade-offs in water policy: System-wide implications of changing water availability and agricultural productivity in the Mediterranean economies by 2050

Roberto Roson and Martina Sartori

2013:20: Economic Analysis, Sustainability and Environmental Commons

Ignazio Musu

2013:19: Adaptive Sticky Generalized Metropolis

Fabrizio Leisen, Roberto Casarin, David Luengo and Luca Martino

2013:18: Economic challenges in the Anthropocene

Ignazio Musu

2013:17: Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model

Monica Billio, Roberto Casarin, Francesco Ravazzolo and Herman van Dijk

2013:16: The Market for Paintings in the Netherlands during the Seventeenth Century

Federico Etro and Elena Stepanova

2013:15: The Opportunities of Made in Italy Food in Chinese Market

Antonio De Pin

2013:14: Deciphering the Libor and Euribor Spreads during the subprime crisis

Loriana Pelizzon and Domenico Sartore

2013:13: Beta-Product Dependent Pitman-Yor Processes for Bayesian Inference

Federico Bassetti, Roberto Casarin and Fabrizio Leisen

2013:12: The use of Stated Preferences to forecast alternative fuel vehicles market diffusion: Comparisons with other methods and proposal for a Synthetic Utility Function

Jérôme Massiani

2013:11: Bayesian Markov Switching Stochastic Correlation Models

Roberto Casarin, Marco Tronzano and Domenico Sartore

2013:10: Empirical properties of group preference aggregation methods employed in AHP. Theory and evidence

Michele Bernasconi, Christine Choirat and Raffaello Seri

2013:09: Monopolistic Competition: A Dual Approach with an Application to Trade

Paolo Bertoletti and Federico Etro

2013:08: Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox

Roberto Casarin, Stefano Grassi, Francesco Ravazzolo and Herman van Dijk

2013:07: Integrated Assessment of Natural Hazards and Climate-Change Adaptation: II. The SERRA Methodology

Vahid Mojtahed, Carlo Giupponi, Claudio Biscaro, Animesh Gain and Stefano Balbi

2013:06: Integrated Assessment of Natural Hazards and Climate Change Adaptation: I. The KULTURisk Methodological Framework

Carlo Giupponi, Vahid Mojtahed, Animesh Kumar Gain and Stefano Balbi

2013:05: On the comparison of model-based clustering solutions

Stefano Tonellato and Andrea Pastore

2013:04: A merging algorithm for Gaussian mixture components

Andrea Pastore and Stefano Tonellato

2013:03: �Determining the Number of Regimes in Markov-Switching VAR and VMA Models�

Maddalena Cavicchioli

2013_02: Cost-Benefit Analysis of policies for the development of electric vehicles in Germany: methods and results

Jérôme Massiani and J�rg Radeke

2013_01: SP surveys for electric and alternative fuel vehicles: are we doing the right thing?

Jérôme Massiani

2012:37: Tax Evasion Indices and Profiles

Dino Rizzi

2012:36: Bayesian Graphical Models for Structural Vector Autoregressive Processes

Daniel Felix Ahelegbey, Monica Billio and Roberto Casarin

2012:35: Efficient Gibbs Sampling for Markov Switching GARCH Models

Monica Billio, Roberto Casarin and Ayokunle Osuntuyi

2012:34: Prospect theory: An application to European option pricing

Martina Nardon and Paolo Pianca

2012:33: Reinforcement Learning for automatic financial trading: Introduction and some applications

Francesco Bertoluzzo and Marco Corazza

2012:32: Endogenous Market Structures and International Trade. II: Optimal Trade Policy

Federico Etro

2012:31: Endogenous Market Structures and International Trade. I: Theory

Federico Etro

2012:30: Technology Adoption, Job Matching Frictions and Business Creation

Andrea Colciago and Federico Etro

2012:29: Lifetime income and old age mortality risk in Italy over two decades

Michele Belloni, Rob Alessie, Adriaan Kalwij and Chiara Marinacci

2012:28: A unified frame work for performance and risk attribution

Marco Corazza and Andrea Menegazzo

2012_27: Education vs TFP: Empirical Evidence from The Sub-Saharan Countries

Guido Cazzavillan and Michael Donadelli

2012_26: Fitting and Forecasting Sovereign Defaults Using Multiple Risk Signals

Roberto Savona and Marika Vezzoli

2012_25: Extracting information on implied volatilities and discrete dividends from American options prices

Martina Nardon and Paolo Pianca