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DP16389 The Correlation Risk Premium: International Evidence 智库出版物
2021
作者:  Gonçalo Faria;  Robert Kosowski;  Tianyu Wang
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Correlation risk premium  Implied correlation  Realized correlation  Variance risk premium  International equity options  
DP16112 Lockdowns as options 智库出版物
2021
作者:  Sweder van Wijnbergen
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Pandemic dynamics  Stochastic vaccination arrival information  Irreversibility  Lockdowns  Real options  
DP16058 Exchange Rates and Sovereign Risk 智库出版物
2021
作者:  Pasquale Della Corte;  LUCIO SARNO;  Maik Schmeling;  Christian Wagner
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Exchange rates  Currency risk premium  Currency options  Sovereign risk  Cds spreads  
DP16023 The option value of vacant land: Don't build when demand for housing is booming 智库出版物
2021
作者:  Rutger-Jan Lange;  Coen N. Teulings
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Real options  Mean-reverting growth  Irreversible investment  Real-estate construction  Urban growth  
DP15781 Self-inflicted debt crises 智库出版物
2021
作者:  Theodosios Sakis Dimopoulos;  Norman Schürhoff
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Borrower myopia  Time-inconsistency  Strategic default  Debt crisis  Bailout fund  Real options  
DP14586 Intermediated Asymmetric Information, Compensation, and Career Prospects 智库出版物
2020
作者:  Ron Kaniel;  Dmitry Orlov
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Dynamic signaling  Dynamic adverse selection  Compensation  Career concerns  Real options  
DP13975 Commodity Option Pricing Efficiency before Black Scholes Merton 智库出版物
2019
作者:  David Chambers
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Options  Warrants  Black-scholes  Commodities  London metals exchange  Market efficiency  Performativity  
Engaging Citizens in Adaptive River Basin Management in the Mediterranean 智库活动
2019
收藏  |  浏览/下载:62/0  |  提交时间:2019/05/15
sustainable water management  river basin water management planning  river basin adaptation plans  participatory approach  case study  river basin adaptation plans  options for water management  handbook  Euro-Mediterranean region  Tordera  Spain  Vipava,  
Auctions for allocation of offshore wind contracts for difference in the UK 智库出版物
2019
作者:  Marijke Welisch;  Rahmat Poudineh
Adobe PDF(925Kb)  |  收藏  |  浏览/下载:3/0  |  提交时间:2019/11/08
Agent-based Modelling  Auction Theory  Contract for Difference  EL 33  EL33  electricity market reform  Offshore wind  Real Options Analysis  Renewable Energy Auctions  
Flobsion—Flexible Option with Benefit Sharing. 智库出版物
2019
作者:  Lubowski R
Adobe PDF(295Kb)  |  收藏  |  浏览/下载:5/0  |  提交时间:2019/06/18
CO2  emissions offsetting  options  financial risk  benefit sharing  climate policy