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Displaying results 1 to 11 of 11.

  1. Bootstrap methods for inference in the Parks model
    Author: Moundigbaye, Mantobaye; Messemer, Clarisse; Parks, Richard W.; Reed, W. Robert
    Published: 2017
    Publisher:  Department of Economics and Finance, School of Business, University of Canterbury, Christchurch, New Zealand

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2017,9)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: Rev. edition
    Series: Working paper / Department of Economics and Finance, School of Business, University of Canterbury ; no. 2017, 9
    Subjects: Parks model; FGLS; PCSE; SUR; panel data; cross-sectional correlation; bootstrap; Monte Carlo; simulation
    Scope: 1 Online-Ressource (circa 25 Seiten), Illustrationen
  2. Statistical tests for cross-validation of Kriging models
    Author: Kleijnen, Jack P. C.; Beers, Wim C. M. van
    Published: 3 June 2019
    Publisher:  CentER, Center for Economic Research, Tilburg

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 37
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Discussion paper / CentER, Center for Economic Research ; no. 2019, 022
    Subjects: validation; cross-validation; Kriging; Gaussian process; extrapolation; convex hull; Monte Carlo
    Scope: 1 Online-Ressource (circa 43 Seiten), Illustrationen
  3. The added value of more accurate predictions for school rankings
    Author: Schiltz, Fritz; Sestito, Paolo; Agasisti, Tommaso; De Witte, Kristof
    Published: [2019]
    Publisher:  Banca d'Italia Eurosistema, [Rom]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 450
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Temi di discussione / Banca d'Italia ; number 1209 (February 2019)
    Subjects: value-added; school rankings; machine learning; Monte Carlo
    Scope: 1 Online-Ressource (circa 26 Seiten), Illustrationen
  4. Threshold endogeneity in threshold VARs
    an application to monetary state dependence
    Author: Christopulos, Dēmētrēs K.; McAdam, Peter; Tzavalis, Elias
    Published: [2023]
    Publisher:  Federal Research Bank of Kansas City, Kansas City, Mo.

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 359
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Series: KcFED research working papers ; RWP 23, 09 (July 2023)
    Subjects: VAR; State Dependency; Copula; Monte Carlo; Monetary Policy; Impulse Response; Davig-Leeper
    Scope: 1 Online-Ressource (circa 68 Seiten), Illustrationen
  5. Artificial neural networks to solve dynamic programming problems
    a bias-corrected Monte Carlo operator
    Author: Pascal, Julien
    Published: March 2023
    Publisher:  Banque centrale du Luxembourg, Luxembourg

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 599
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Banque centrale du Luxembourg ; no 172
    Subjects: Dynamic programming; Artificial Neural Network; Machine Learning; Monte Carlo
    Scope: 1 Online-Ressource (circa 42 Seiten), Illustrationen
  6. Novel techniques for Bayesian inference in univariate and multivariate stochastic volatility models
    Author: Tsionas, Efthymios G.
    Published: February 2022
    Publisher:  Bank of Greece, Athens

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 501
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Bank of Greece ; 294
    Subjects: Stochastic volatility; response surface; likelihood; Monte Carlo
    Scope: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  7. Rapid method for impact analysis of grid-edge technologies on power distribution networks
    Author: Li, Feng; Kocar, Ilhan; Lesage-Landry, Antoine
    Published: [2022]
    Publisher:  GERAD, HÉC Montréal, Montréal (Québec), Canada

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    ZSS 29
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Les cahiers du GERAD ; G-2022, 45 (October 2022)
    Subjects: Grid-edge; electric vehicles; power distribution networks; stochastic analysis; Fokker Planck equation; probability density function; Monte Carlo
    Scope: 1 Online-Ressource (circa 20 Seiten), Illustrationen
  8. Identifying high-frequency shocks with Bayesian mixed-frequency VARs
    Author: Paccagnini, Alessia; Parla, Fabio
    Published: 2021
    Publisher:  Lietuvos Bankas, Vilnius

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 550
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers series / Lietuvos Bankas ; No.2021,97
    Subjects: Bayesian mixed-frequency VAR; MIDAS; Monte Carlo; uncertainty shocks; macro-financial linkages
    Scope: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  9. Testing for exuberance in house prices using data sampled at different frequencies
    Author: Otero, Jesús G.; Panagiōtidēs, Theodōros; Papapanagiotou, Georgios
    Published: [2021]
    Publisher:  Rimini Centre for Economic Analysis, [Waterloo, Ontario]

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 714
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper series / Rimini Centre for Economic Analysis ; wp 21, 13
    Subjects: Exuberant/explosive behaviour; bubbles; Monte Carlo; house prices
    Scope: 1 Online-Ressource (circa 27 Seiten), Illustrationen
  10. A rapid method for impact analysis of grid-edge technologies on power distribution networks
    Author: Li, Feng; Kocar, Ilhan; Lesage-Landry, Antoine
    Published: [2023]
    Publisher:  GERAD, HÉC Montréal, Montréal (Québec), Canada

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    ZSS 29
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: Revised: January 2023
    Series: Les cahiers du GERAD ; G-2022, 45 (October 2022)
    Subjects: Grid-edge; electric vehicles; power distribution networks; stochastic analysis; FokkerPlanck equation; probability density function; Monte Carlo
    Scope: 1 Online-Ressource (circa 24 Seiten), Illustrationen
  11. Assessment of generation adequacy taking into account the dependence of the European power system on natural gas
    Author: Spilger, Maike; Schneider, Dennis; Weber, Christoph
    Published: March 13, 2023
    Publisher:  House of Energy Markets and Finance, University of Duisburg-Essen, Essen

    Reductions in gas supply following the Russian invasion of Ukraine have affected the security of supply of the European power system along with other stress factors like low availability of French nuclear reactors. Consequently, more sophisticated... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 481
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    Reductions in gas supply following the Russian invasion of Ukraine have affected the security of supply of the European power system along with other stress factors like low availability of French nuclear reactors. Consequently, more sophisticated approaches to investigate generation adequacy and to anticipate risks in security of supply are needed. Especially a thorough assessment of generation adequacy taking into account both the variability of renewable infeed and the availability of thermal power plants based on a probabilistic approach has been missing so far. In this paper, we apply a novel integrative approach to analyze generation adequacy in a case study for Central Western Europe during the winter half year 2022/2023. The approach makes use of a multivariate probabilistic framework built on publicly available data. For assessing generation adequacy, stochastic distributions are fitted to the data and Monte Carlo simulations are performed to identify future threats to generation adequacy. Results show that based on data available at the end of September 2022, generation adequacy (GA) was at risk in several core European countries, yet that the European interconnected power grid contributed to a strong risk reduction.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/283357
    Series: HEMF working paper ; no. 2023, 03
    Subjects: Security of Supply; Generation Adequacy; Probabilistic; Monte Carlo; Energy System Modeling
    Scope: 1 Online-Ressource (circa 30 Seiten), Illustrationen