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Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices. 智库出版物
2018
作者:  Crespo Cuaresma J;  Hlouskova J;  Obersteiner M
收藏  |  浏览/下载:4/0  |  提交时间:2019/06/18
commodity prices, coffee, forecasting, forecast combination, vector autoregressive models, model uncertainty, model averaging  
Exchange rate forecasting and the performance of currency portfolios. 智库出版物
2018
作者:  Crespo Cuaresma J;  Fortin I;  Hlouskova J
Adobe PDF(858Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/06/18
currency portfolios, exchange rate forecasting, profitability, trading strategies  
Exchange rate forecasting and the performance of currency portfolios. IHS Economics Series 326. 智库出版物
2017
作者:  Crespo Cuaresma J;  Fortin I;  Hlouskova J
Adobe PDF(803Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/06/18
currency portfolios, exchange rate forecasting, trading strategies, profitability  
The role of the marginal rate of substitution of wealth for a loss averse investor. 智库出版物
2016
作者:  Hlouskova J;  Tsigaris P
Adobe PDF(412Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate. 智库出版物
2016
作者:  Costantini M;  Crespo Cuaresma J;  Hlouskova J
Adobe PDF(387Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/06/18
exchange rate forecasting  forecast combination  multivariate time series models  profitability  
An integrated CVaR and real options approach to investments in the energy sector. 智库出版物
2008
作者:  Fortin I;  Fuss S;  Hlouskova J;  Khabarov N;  Obersteiner M;  Szolgayova J
收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
Natural disasters as creative destruction? Evidence from developing countries. 智库出版物
2008
作者:  Crespo Cuaresma J;  Hlouskova J;  Obersteiner M
收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
An Integrated CVaR and Real Options Approach to Investments in the Energy Sector. 智库出版物
2007
作者:  Fortin I;  Fuss S;  Hlouskova J;  Khabarov N;  Obersteiner M;  Szolgayova J
收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
Portfolio optimization  CVaR  Climate change policy  Uncertainty  Real options  Electricity  Investments  
Real options and the value of generation capacity in the German electricity market. 智库出版物
2005
作者:  Hlouskova J;  Kossmeier S;  Obersteiner M;  Schnabl A
收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
Forecasting electricity spot-prices using linear univariate time-series models. 智库出版物
2004
作者:  Crespo Cuaresma J;  Hlouskova J;  Kossmeier S;  Obersteiner M
收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
Electricity spot prices  ARMA models  structural time series models  forecasting