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Bayesian Econometrics
| Bayesian Econometrics |
| Autore | Bernardi Mauro |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (146 p.) |
| Soggetto topico | Technology: general issues |
| Soggetto non controllato |
unconventional monetary policy
transmission channel Bayesian TVP-SV-VAR Bayesian econometrics portfolio choice sentiments stock market predictability cryptocurrency Bitcoin forecasting point forecast density forecast dynamic model averaging dynamic model selection forgetting factors military and civilian spending DSGE model fiscal policy monetary policy Bayesian estimation Bayesian VAR density forecasting time-varying volatility ES CES function Bayesian nonlinear mixed-effects regression MCMC methods macroeconomic and financial applications |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557102303321 |
Bernardi Mauro
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mathematical Finance with Applications
| Mathematical Finance with Applications |
| Autore | Wong Wing-Keung |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (232 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
cluster analysis
equity index networks machine learning copulas dependence structures quotient of random variables density functions distribution functions multi-factor model risk factors OLS and ridge regression model python chi-square test quantile VaR quadrangle CVaR conditional value-at-risk expected shortfall ES superquantile deviation risk error regret minimization CVaR estimation regression linear regression linear programming portfolio safeguard PSG equity option pricing factor models stochastic volatility jumps mathematics probability statistics finance applications investment home bias (IHB) bivariate first-degree stochastic dominance (BFSD) keeping up with the Joneses (KUJ) correlation loving (CL) return spillover volatility spillover optimal weights hedge ratios US financial crisis Chinese stock market crash stock price prediction auto-regressive integrated moving average artificial neural network stochastic process-geometric Brownian motion financial models firm performance causality tests leverage long-term debt capital structure shock spillover |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557703703321 |
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Wong Wing-Keung
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Wind Power Integration into Power Systems: Stability and Control Aspects
| Wind Power Integration into Power Systems: Stability and Control Aspects |
| Autore | Meegahapola Lasantha |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 electronic resource (264 p.) |
| Soggetto topico |
Technology: general issues
Energy industries & utilities |
| Soggetto non controllato |
DFIG
ES virtual inertia control capacity allocation fuzzy logic controller wind power generation multi-model predictive control fuzzy clustering virtual synchronous generator doubly fed induction generator sub-synchronous resonance impedance modeling renewable energy sources (RESs) regional RoCoF model-based operational planning linear sensitivity-based method (LSM) cumulant-based method (CBM) collaborative capacity planning distributed wind power (DWP) energy storage system (ESS) optimization variable-structure copula Reynolds-averaged Navier-Stokes method wind turbine wake model 3D aerodynamic model turbulence model correction modules hybrid prediction model wavelet decomposition long short-term memory scenario analysis weak grids full-converter wind active power output control parameters subsynchronous oscillation eigenvalue analysis doubly fed induction generator (DFIG) wind generation frequency control artificial neural network (ANN) error following forget gate-based long short-term memory ultra-short-term prediction wind power load frequency control (LFC) wind farm particle swarm optimization kinetic energy inertial response low inertia the center of inertia frequency response metrics wind integration PSS/E FORTRAN electromechanical dynamics FCWG dynamics strong interaction electromechanical loop correlation ratio (ELCR) FCWG dynamic correlation ratio (FDCR) quasi- electromechanical loop correlation ratio (QELCR) permanent magnet synchronous generator (PMSG) supercapacitor energy storage (SCES) rotor overspeed control low voltage ride through (LVRT) capacity configuration of SCES |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Wind Power Integration into Power Systems |
| Record Nr. | UNINA-9910557761903321 |
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Meegahapola Lasantha
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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