Macquarie University, Sydney Macquarie University ResearchOnline

Showing items 1 - 4 of 4.

Add to Quick Collection   All 4 Results

  • First
  • Previous
  • 1
  • Next
  • Last
Sort:
 Add All Items to Quick Collection
Date: 2016
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1068686
Description: We examine convenience yields and risk premiums in the EU-wide CO₂ emissions trading scheme (EU-ETS) during the first Kyoto commitment period (2008–2012). We find that the market has changed from init ... More
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/318157
Description: In this comprehensive empirical study we critically evaluate the use of forecast averaging in the context of electricity prices. We apply seven averaging and one selection scheme and perform a backtes ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/228322
Description: An important issue in fitting stochastic models to electricity spot prices is the estimation of a component to deal with trends and seasonality in the data. Unfortunately, estimation routines for the ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/146621
Description: In this paper, we present a procedure for consistent estimation of the severity and frequency distributions based on incomplete insurance data and demonstrate that ignoring the thresholds leads to a s ... More
Reviewed: Reviewed
  • First
  • Previous
  • 1
  • Next
  • Last