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Empirical Analysis of Natural Gas Markets
| Empirical Analysis of Natural Gas Markets |
| Autore | Hamori Shigeyuki |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (200 p.) |
| Soggetto topico | Economics, Finance, Business and Management |
| Soggetto non controllato |
bodily injury
BRICS coal connectedness copula CPI crude oil dynamic approaches electricity electricity utilities sector index ESG exchange rates external cost extreme gradient boosting forecasting foresting frequency domain futures gas price GDP health insurance logistic regression logistical regression market integration moving window natural gas natural gas market neural networks oil futures prices crashes oil price pipelines property damage random forests renewable energy spillover effect spillover effects spot support vector machines SVAR time domain time frequency dynamics time-frequency dynamics transmission uncertainty US macroeconomic aggregates US natural gas crises value-at-risk XGboost |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557304503321 |
Hamori Shigeyuki
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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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Empirical Finance
| Empirical Finance |
| Autore | Hamori Shigeyuki |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 online resource (276 p.) |
| Soggetto non controllato |
algorithmic trading
ARDL asset pricing model asymmetric dependence ATR bagging bank credit bankruptcy prediction boosting causality-in-variance city banks cointegration convolutional neural networks copula credit risk cross-correlation function crude oil futures prices forecasting currency crisis data mining deep learning deep neural network dependence structure earnings management earnings manipulation earnings quality ensemble learning exchange rate exports financial and non-financial variables financial market stress flight to quality futures market global financial crisis gold return housing and stock markets housing loans housing price inertia initial public offering institutional investors' shareholdings IPO Japanese yen latency liquidity risk premium LSTM MACD machine learning market microstructure n/a natural gas neural network panel data model piecewise regression model predictive accuracy price discovery quantile regression random forest random forests real estate development loans robust regression short-term forecasting spark spread statistical arbitrage stop loss structural break SVM take profit text mining text similarity TVP-VAR model US dollar utility of international currency Vietnam volatility wavelet transform wholesale electricity |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910346675203321 |
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Hamori Shigeyuki
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Hydrology in Water Resources Management
| Hydrology in Water Resources Management |
| Autore | Walega Andrzej |
| Pubbl/distr/stampa | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (284 p.) |
| Soggetto topico | Research and information: general |
| Soggetto non controllato |
Adaptive Water Management
Algeria annual maximum precipitation anthropogenic impacts baroclinic pressure barotropic pressure bivariate joint distribution climate change copula drought dry tropical forest electrical resistivity tomography (ERT) gamma gash model GR2M groundwater resource management (GRM) Gumbel distributions hydro-stratigraphy hydrologic flood routing interception modelling inverse distance weighting Kunhar River Basin legislation log-gamma log-normal Mann-Kendall marginal distribution maximum precipitation frequency analysis meta-heuristic optimization mina basin multi-influencing factors (MIF) Muskingum flood routing model nonparametric tests Nordic Sea overflow flux peaks-over-threshold methods precipitation rainfall partitioning rainfall-runoff model return period self-adaptive vision correction algorithm Sen's estimator sensitivity analysis Soil and Water Assessment Tool (SWAT) SPI stakeholder engagement statistical analysis streamflow survey trend analysis trends uncertainty in water management upper Minjiang River vertical electrical sounding (VES) Wadi Cheliff basin water balance model water requirements of aquatic and water dependent ecosystems water resources allocation Weibull well logs |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910566482203321 |
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Walega Andrzej
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Markov and Semi-markov Chains, Processes, Systems and Emerging Related Fields
| Markov and Semi-markov Chains, Processes, Systems and Emerging Related Fields |
| Autore | Vassiliou Panagiotis-Christos |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (294 p.) |
| Soggetto topico |
Mathematics & science
Research & information: general |
| Soggetto non controllato |
asymptotic analysis
asymptotic bound basketball bayesian inference branching process compound Poisson processes computational statistics constrained optimization continuous time controllable Markov jump processes copula diffusion limits DNA sequences dominated variation duration first passage time generating function heavy-tailed distribution hybrid semi-Markov model impoverishment Kalman filter limiting set manpower planning Markov chain Markov chains Markov model Markov Set Systems Markov Systems MCMC migration missing data Monte Carlo multiple vacations n/a non-homogeneity Non-Homogeneous Markov Systems novel queuing models in applications occupancy off-ball screens open population Markov chain models particle filter performance period-life phase-type models preventive maintenance process mining process modelling process target compliance quasi-asymptotic independence redundant systems reliability second order semi-Markov semi-Markov model semi-Markov modeling Semi-Markov processes single imputation state space model stochastic control problem with incomplete information tail expectation transient analysis two-sided components |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557364203321 |
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Vassiliou Panagiotis-Christos
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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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Operation, Regulation and Planning of Power and Natural Gas Systems
| Operation, Regulation and Planning of Power and Natural Gas Systems |
| Autore | Reneses Javier |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (162 p.) |
| Soggetto topico | History of engineering and technology |
| Soggetto non controllato |
bidding formats
copula day-ahead electricity markets distributed solar PV earnings electricity market electricity markets electricity price forecasting energy trading entropy equilibrium analysis expansion planning feasible operation financial analysis fundamental-econometric models game theory-Cournot model gas markets industrial park integrated energy system information theory investor-owned utility market design market structural breaks medium-term representation min-max regret value natural gas price uncertainty natural-gas market net-energy metering optimization models portfolio portfolio management power purchase agreements power systems PPA pricing rules ratepayer bills records theory regret aversion renewable energy sources retail rates return on equity risk risk assessment thermal generation unit commitment wholesale electricity markets |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557118403321 |
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Reneses Javier
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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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Quantitative Methods for Economics and Finance
| Quantitative Methods for Economics and Finance |
| Autore | Trinidad-Segovia J.E |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (418 p.) |
| Soggetto topico | Coins, banknotes, medals, seals (numismatics) |
| Soggetto non controllato |
academic cheating
asset pricing autoregressive integrated moving average (ARIMA) bilateral investment treaties biotechnological firms bitcoin Bitcoin cash flow management centered model Chinese listed companies co-movement cointegration commodity prices computational finance copula copulas corporate prudential risk correlation risk premium cryptocurrency DCC DEA decision-making process decreasing impatience deep learning deep recurrent convolutional neural networks delay derivation detection discount dispersion trading dynamically simulated autoregressive distributed lag (DYS-ARDL) econometrics EGARCH eigenvalues elasticity energy consumption ensemble empirical mode decomposition (EEMD) essential multicollinearity Ethereum EVT FD4 approach financial distress financial distress prediction financial markets forecasting foreign direct investment futures prices GARCH generalized Pareto distribution genetic algorithm (GA) gold historical simulation approach hurst exponent Hurst exponent induced risk aversion informality intercept intertemporal choice liquidity constraints liquidity risk local optima vs. local minima long memory macroeconomic propagation Markov Chain Monte Carlo simulation mean square error multicollinearity multiperiod financial management multiple periods non-linear macroeconomic modelling non-parametric efficiency noncentered model nonessential multicollinearity number of factors option arbitrage P 500 P500 pairs trading peaks-over-threshold pharmaceutical industry policy uncertainty precautionary savings probability probability of volatility cluster productivity profitability raise regression regional trade agreements Ripple risk S& scale economies SRA approach stock prices structural gravity model student t-copula support vector regression (SVR) tax evasion the financial accelerator threshold regression Tobin's q unconstrained distributed lag model United States VaR variance inflation factor volatility cluster volatility series volatility trading |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557564003321 |
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Trinidad-Segovia J.E
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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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Risk, Ruin and Survival: Decision Making in Insurance and Finance
| Risk, Ruin and Survival: Decision Making in Insurance and Finance |
| Autore | Ren Jiandong |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (210 p.) |
| Soggetto non controllato |
advanced measurement approach
aggregate discounted claims aggregate risk archimedean copulas background risk central limit theorem clustering collective risk model concomitant confidence interval constant interest rate copula copulas covariance cumulative Parisian ruin discounted aggregate claims dual risk model financial time series hazard model individual risk model information processing insurance integral equation Laplace transform Markovian arrival process max-stable random fields maximal tail dependence Monte Carlo multiplicative background risk model multivariate gamma distribution n/a national culture numerical approximation operational risk order statistic partial integro-differential equation rate of spatial diversification rating migrations reinsurance renewal process risk management risk measure risk theory ruin probability spatial dependence spatial risk measures and corresponding axiomatic approach stochastic orders surplus process survival analysis systematic risk transfer function value-at-risk weighted cuts |
| ISBN | 3-03928-517-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Risk, Ruin and Survival |
| Record Nr. | UNINA-9910404092203321 |
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Ren Jiandong
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| MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risks : Feature Papers 2020
| Risks : Feature Papers 2020 |
| Autore | Steffensen Mogens |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021 |
| Descrizione fisica | 1 online resource (170 p.) |
| Soggetto topico | Medicine |
| Soggetto non controllato |
agricultural commodity futures
ARMA model Brownian bridges contagion copula economic policy uncertainty fiscal policy uncertainty gamma bridges gamma processes Greeks Hawkes process house price prediction information-based asset pricing insurance plan Lévy process Lévy processes lifestyle factors machine learning market reflexivity medical services' consumption monetary policy uncertainty nonlinear filtering option pricing poisson autoregressive models predictive monitoring price discovery probability-integral transform random forest real estate risk sensitivity stochastic volatility stock-bond correlation structural equation model subordination time series time-change variance gamma processes VIX volatility |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Risks |
| Record Nr. | UNINA-9910557488303321 |
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Steffensen Mogens
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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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