Download or read book A Production based Model for Predicting Heating Oil Prices written by James Richard Porter and published by . This book was released on 2001 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dissertation Abstracts International written by and published by . This book was released on 2001 with total page 816 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Innovations in Quantitative Risk Management written by Kathrin Glau and published by Springer. This book was released on 2015-01-09 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative financial products, and advances in valuation techniques provide a continuous flow of challenging problems for financial engineers and risk managers alike. Designing a sound stochastic model requires finding a careful balance between parsimonious model assumptions, mathematical viability, and interpretability of the output. Moreover, data requirements and the end-user training are to be considered as well. The KPMG Center of Excellence in Risk Management conference Risk Management Reloaded and this proceedings volume contribute to bridging the gap between academia –providing methodological advances– and practice –having a firm understanding of the economic conditions in which a given model is used. Discussed fields of application range from asset management, credit risk, and energy to risk management issues in insurance. Methodologically, dependence modeling, multiple-curve interest rate-models, and model risk are addressed. Finally, regulatory developments and possible limits of mathematical modeling are discussed.
Download or read book Forecasting the Nominal Brent Oil Price with VARs One Model Fits All written by Benjamin Beckers and published by International Monetary Fund. This book was released on 2015-11-25 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: We carry out an ex post assessment of popular models used to forecast oil prices and propose a host of alternative VAR models based on traditional global macroeconomic and oil market aggregates. While the exact specification of VAR models for nominal oil price prediction is still open to debate, the bias and underprediction in futures and random walk forecasts are larger across all horizons in relation to a large set of VAR specifications. The VAR forecasts generally have the smallest average forecast errors and the highest accuracy, with most specifications outperforming futures and random walk forecasts for horizons up to two years. This calls for caution in reliance on futures or the random walk for forecasting, particularly for near term predictions. Despite the overall strength of VAR models, we highlight some performance instability, with small alterations in specifications, subsamples or lag lengths providing widely different forecasts at times. Combining futures, random walk and VAR models for forecasting have merit for medium term horizons.
Download or read book Intelligent Computing and Optimization written by Pandian Vasant and published by Springer Nature. This book was released on 2023-12-12 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book of Springer Nature is another proof of Springer’s outstanding greatness on the lively interface of Holistic Computational Optimization, Green IoTs, Smart Modeling, and Deep Learning! It is a masterpiece of what our community of academics and experts can provide when an interconnected approach of joint, mutual, and meta-learning is supported by advanced operational research and experience of the World-Leader Springer Nature! The 6th edition of International Conference on Intelligent Computing and Optimization took place at G Hua Hin Resort & Mall on April 27–28, 2023, with tremendous support from the global research scholars across the planet. Objective is to celebrate “Research Novelty with Compassion and Wisdom” with researchers, scholars, experts, and investigators in Intelligent Computing and Optimization across the globe, to share knowledge, experience, and innovation—a marvelous opportunity for discourse and mutuality by novel research, invention, and creativity. This proceedings book of the 6th ICO’2023 is published by Springer Nature—Quality Label of Enlightenment.
Download or read book The Distributional Implications of the Impact of Fuel Price Increases on Inflation written by Mr. Kangni R Kpodar and published by International Monetary Fund. This book was released on 2021-11-12 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates the response of consumer price inflation to changes in domestic fuel prices, looking at the different categories of the overall consumer price index (CPI). We then combine household survey data with the CPI components to construct a CPI index for the poorest and richest income quintiles with the view to assess the distributional impact of the pass-through. To undertake this analysis, the paper provides an update to the Global Monthly Retail Fuel Price Database, expanding the product coverage to premium and regular fuels, the time dimension to December 2020, and the sample to 190 countries. Three key findings stand out. First, the response of inflation to gasoline price shocks is smaller, but more persistent and broad-based in developing economies than in advanced economies. Second, we show that past studies using crude oil prices instead of retail fuel prices to estimate the pass-through to inflation significantly underestimate it. Third, while the purchasing power of all households declines as fuel prices increase, the distributional impact is progressive. But the progressivity phases out within 6 months after the shock in advanced economies, whereas it persists beyond a year in developing countries.
Download or read book written by 伯特西马斯 and published by 中信出版社. This book was released on 2002 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: 本书由中信出版社与汤姆森学习集团合作出版。
Download or read book Annual Report to Congress written by United States. Energy Information Administration and published by . This book was released on 1980 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Forecasting Models of Electricity Prices written by Javier Contreras and published by MDPI. This book was released on 2018-04-06 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a printed edition of the Special Issue "Forecasting Models of Electricity Prices" that was published in Energies
Download or read book Forecasting the Nominal Brent Oil Price with VARs One Model Fits All written by Benjamin Beckers and published by International Monetary Fund. This book was released on 2015-11-25 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: We carry out an ex post assessment of popular models used to forecast oil prices and propose a host of alternative VAR models based on traditional global macroeconomic and oil market aggregates. While the exact specification of VAR models for nominal oil price prediction is still open to debate, the bias and underprediction in futures and random walk forecasts are larger across all horizons in relation to a large set of VAR specifications. The VAR forecasts generally have the smallest average forecast errors and the highest accuracy, with most specifications outperforming futures and random walk forecasts for horizons up to two years. This calls for caution in reliance on futures or the random walk for forecasting, particularly for near term predictions. Despite the overall strength of VAR models, we highlight some performance instability, with small alterations in specifications, subsamples or lag lengths providing widely different forecasts at times. Combining futures, random walk and VAR models for forecasting have merit for medium term horizons.
Download or read book Annual Report to Congress written by United States. Department of Energy and published by . This book was released on 1984 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook of Economic Forecasting written by Graham Elliott and published by Elsevier. This book was released on 2013-10-24 with total page 1386 pages. Available in PDF, EPUB and Kindle. Book excerpt: The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues. Focuses on innovation in economic forecasting via industry applications Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications Makes details about economic forecasting accessible to scholars in fields outside economics
Download or read book The Effect of Government Regulation on the Production and Use of Coal written by United States. Congress. Senate. Select Committee on Small Business and published by . This book was released on 1979 with total page 934 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mississippi Delta Restoration written by John W. Day and published by Springer. This book was released on 2017-11-23 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a new and provocative treatment dealing with and defining sustainable pathways for the restoration of the Mississippi Delta. Based on a consideration of natural functioning of the Mississippi delta, factors that led to its severe deterioration, and major global trajectories of the 21st century, the authors investigate possible future pathways for sustainable management of the delta. They consider current conditions as well as future trajectories of climate and energy and resource scarcity. The book concludes that without profound changes of how humans live in and manage the delta, sustainability of the delta will be profoundly compromised.
Download or read book Handbook of Economic Forecasting written by Graham Elliott and published by Elsevier. This book was released on 2013-08-23 with total page 667 pages. Available in PDF, EPUB and Kindle. Book excerpt: The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues. Focuses on innovation in economic forecasting via industry applications Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications Makes details about economic forecasting accessible to scholars in fields outside economics
Download or read book Metals Energy and Sustainability written by Barry Golding and published by Springer. This book was released on 2017-02-26 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explains how and where copper and fossil fuels were formed and the likely future for the extraction of copper and coal. The colourful chronology of our efforts to extract metals from minerals and energy from fossil fuels is presented from earliest times until the present day. The difficult concept of human sustainability is examined in the context of continually decreasing real prices of energy and metals. This book integrates the latest findings on our historic use of technology to continually produce cheaper metals even though ore grades have been decreasing. Furthermore, it shows that the rate of technological improvement must increase if metals are to be produced even more cheaply in the future.
Download or read book Oil Prices and the Global Economy written by Mr.Rabah Arezki and published by International Monetary Fund. This book was released on 2017-01-27 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper presents a simple macroeconomic model of the oil market. The model incorporates features of oil supply such as depletion, endogenous oil exploration and extraction, as well as features of oil demand such as the secular increase in demand from emerging-market economies, usage efficiency, and endogenous demand responses. The model provides, inter alia, a useful analytical framework to explore the effects of: a change in world GDP growth; a change in the efficiency of oil usage; and a change in the supply of oil. Notwithstanding that shale oil production today is more responsive to prices than conventional oil, our analysis suggests that an era of prolonged low oil prices is likely to be followed by a period where oil prices overshoot their long-term upward trend.
