Now showing items 1-10 of 240
Change point and trend analyses of annual expectile curves of tropical storms
Motivated by the conjectured existence of trends in the intensity of tropical storms, this paper proposes new inferential methodology to detect a trend in the annual pattern of environmental data. The new methodology can ...
Blooming Landscapes in the West? - German reunification and the price of land.
German reunification was a positive market access shock for both East and West Germany. Regions that for 45 years had experienced a decline in population due to their loss in market access following the division of Germany ...
The Cross-Section of Crypto-Currencies as Financial Assets: An Overview
Crypto-currencies have developed a vibrant market since bitcoin, the first crypto-currency, was created in 2009. We look at the properties of cryptocurrencies as financial assets in a broad cross-section. We discuss ...
Protecting Unsophisticated Applicants in School Choice through Information Disclosure
Unsophisticated applicants can be at a disadvantage under manipulable and hence strategically demanding school choice mechanisms. Disclosing information on applications in previous admission periods makes it easier to asses ...
Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management.
The increasing exposure to renewable energy has amplified the need for risk management in electricity markets. Electricity price risk poses a major challenge to market participants. We propose an approach to model and ...