Search results for "jel:C53"

showing 6 items of 6 documents

Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options

2010

Weather derivatives have become very popular tools in weather risk management in recent years. One of the elements supporting their diffusion has been the increase in volatility observed on many energy markets. Among the several available contracts, Quanto options are now becoming very popular for a simple reason: they take into account the strong correlation between energy consumption and certain weather conditions, so enabling price and weather risk to be controlled at the same time. These products are more efficient and, in many cases, significantly cheaper than simpler plain vanilla options. Unfortunately, the specific features of energy and weather time series do not enable the use of …

Economics and EconometricsComputer scienceMonte Carlo methodTemperature levelBivariate analysisEnergy priceDynamic modelMicroeconomicsEconomicsEconometricsweather derivatives Quanto options pricing derivative pricing model simulation and forecast.Time seriesQuanto options; Temperature level; Energy price; Dynamic modelMonte Carlo methods for option pricingjel:C53Quanto optionsjel:C51Energy consumptionVariance (accounting)jel:C32Quantojel:G13weather derivatives; Quanto options pricing; derivative pricing; model simulation; forecastjel:L94jel:G17General Energyjel:Q54Binomial options pricing modelVolatility (finance)Futures contract
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Leading indicator properties of US high-yield credit spreads.

2010

Abstract In this paper we examine the out-of-sample forecast performance of high-yield credit spreads for real-time and revised data regarding employment and industrial production in the US. We evaluate models using both a point forecast and a probability forecast exercise. Our main findings suggest that the best results come from using only a few factors obtained by pooling information from a number of sector-specific high-yield credit spreads. In particular, for employment and at short-run horizons, there is a gain from using a principal components model fitted to high-yield credit spreads compared to the prediction produced by benchmarks. Moreover, forecast results based on revised data …

Economics and EconometricsFinancial economicsjel:C53Industrial productionYield (finance)Real-time dataCredit spreads principal components forecastingPoolingjel:E32jel:C22Economic indicatorPrincipal component analysisEconomicsPrincipal componentReal-time dataPoint forecastCredit spreadCredit spreads Principal components Forecasting Real-time dataForecasting
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No linealidad y asimetría en el proceso generador del Índice Ibex35

2013

This paper analyzes the behavior of Ibex35 from January 1999 to December 2001, in order to check if it follows a different process from random walk so its return is not a white noise and it can be predictable, against the efficient market hypothesis. For that, a nonlinear generating process of return will be considered and a STAR-APARCH model will be specified. This model allows a nonlinear behavior in the conditional mean and in the conditional variance. The empirical results show that the Ibex35 follows a nonlinear and asymmetric process, both in the conditional mean as in the conditional variance, so the weak-version of efficient market hypothesis is rejected. El trabajo analiza el compo…

Economics and Econometricsjel:C53White noisejel:C22EconomiaConditional expectationRandom walkEfficient-market hypothesisNonlinear systemjel:G14Order (exchange)Mercados eficientes no linealidad asimetría media condicional varianza condicional modelos autorregresivos con umbral Efficient markets nonlinearity asymmetry conditional mean conditional variance threshold autoregressive modelsStatisticsEconometricsConditional varianceMathematics
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A Naïve Sticky Information Model of Households’ Inflation Expectations

2009

This paper provides a simple epidemiology model where households, when forming their inflation expectations, rationally adopt the past release of inflation with certain probability rather than the forward-looking newspaper forecast as suggested in Carroll [2003, Macroeconomic Expectations of Households and Professional Forecasters, Quarterly Journal of Economics, 118, 269-298]. The posterior model probabilities based on the Michigan survey data strongly support the proposed model. We also extend the agent-based epidemiology model by deriving for it a simple adaptation, which is suitable for estimation. Our results show that this model is able to capture the heterogeneity in households’ expe…

InflationEstimationEconomics and Econometricsjel:C82Control and OptimizationInflation expectations; heterogeneous expectations; survey expectations; sticky information; Bayesian analysisjel:D84Applied Mathematicsmedia_common.quotation_subjectjel:C5305 social sciencesBayesian probabilityjel:E31jel:C11DeflationSticky information0502 economics and businessEconometricsEconomicsSurvey data collection050207 economicsSimulation methods050205 econometrics media_common
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El tipo de cambio real dólar-euro y el diferencial de intereses reales

2006

This paper investigates whether threshold effects exist in the relationship between dollar-euro real exchange rate and real interest differential, over the period January 1984 to December 2004. We specify a three-regime threshold model and the results provide evidence that there is no threshold effect in the short term, but the nonlinear behaviour of real exchange rate implies threshold effect in the long term. On the other hand, the nonlinearity into the behaviour of real exchange rates can be modelled by a Band-TAR which implies a symmetric response to the real interest differential outside the bank. Finally, into the threshold band the behaviour of real exchange rate is near to follow a …

Paridad de poder adquisitivojel:C53Banda umbral; Tipo de cambio real; Diferencial de intereses reales; Paridad de poder adquisitivo; No linealidadNo linealidadUNESCO::CIENCIAS ECONÓMICAS::Economía internacional::Acuerdos monetarios internacionalesDiferencial de intereses realesbanda umbral tipo de cambio real diferencial de intereses reales paridad de poder adquisitivo no linealidad Threshold real exchange rates real interest differentials purchasing power parity nonlinearity.Tipo de cambio realjel:F30:CIENCIAS ECONÓMICAS::Economía internacional::Acuerdos monetarios internacionales [UNESCO]jel:F47Banda umbral
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ASPECTS REGARDING THE OPTIMIZATION OF THE QUALITY OF MANAGERIAL DECISIONS - SOLVING AN OPTIMIZATION PROBLEM IN THE SENSE OF SUSTAINABILITY WITH WINQSB

2012

In this paper we present an optimization problem solving, problem that is mathematically shaped as a linear programming problem. This is made with the purpose of finding an optimal solution which is also a sustainable one. In the present and future society, it is clear that nothing can be done honestly, but only in the sense of a professional and sustainable thinking (Konrad, C., 2011, pp.202-217, Petrescu, I., 2006, p.1). To think sustainable can also mean “to be calculated”, in popular language “to choose wisely”, all for achieving the proposed project, being careful to using non-renewable resources, to pollution, to protection for human resource, etc. Of course that the logical and preci…

jel:C53optimal problem linear programming sustainability modelling simulationReview of General Management
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