Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Kang Hua Cao"'
Publikováno v:
Energies, Vol 16, Iss 1, p 393 (2022)
Motivated by the relatively infrequent but very large price spikes in the day-ahead and real-time energy markets operated by the Electric Reliability Council of Texas, this paper proposes an insurance that a small and risk-averse retailer in Texas (i
Externí odkaz:
https://doaj.org/article/1cfef9a2f1e943a9bd759ed9798a8e35
Publikováno v:
Applied Sciences, Vol 11, Iss 15, p 7039 (2021)
A novel methodology to model electricity prices and latent causes as endogenous, multivariate time-series is developed and is applied to the Texas energy market. In addition to exogenous factors like the type of renewable energy and system load, obse
Externí odkaz:
https://doaj.org/article/6a24143224e849dfaa0d2dd81c1a6757
Publikováno v:
Applied Economics Letters
This paper is a first look of Covid-19’s effect on the alpha and beta of a US stock exchange traded fund. It uses the efficient market hypothesis and the J-test of non-nested hypotheses to identify...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::11721ae8c3e3a29da8fe4ad5e5c4b9ce
https://doi.org/10.1080/13504851.2020.1859447
https://doi.org/10.1080/13504851.2020.1859447
Publikováno v:
Case Studies on Transport Policy. 8:1191-1200
This paper is motivated by the usefulness of own- and cross-price elasticity estimates in managing Hong Kong’s demand for public transportation. It uses a 12-year sample of monthly data from January 2006 to December 2017 to estimate a Generalized L
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0441c5ed7fe975feb97547c628980b45
https://doi.org/10.1016/j.cstp.2020.07.017
https://doi.org/10.1016/j.cstp.2020.07.017
Publikováno v:
Applied Economics Letters
We perform a panel data analysis of 14 daily stock market indices during 01/21/2020 – 06/30/2020 to document a stock market index’s negative responsiveness to Covid-19’s spread variations. We find ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::25a853313ed4990977b2adb099381437
https://doi.org/10.1080/13504851.2020.1803481
https://doi.org/10.1080/13504851.2020.1803481
Publikováno v:
Applied Economics Letters. 28:237-240
We use a large sample of winning price data hand-collected from Hong Kong’s personalized licence plate auctions held from 2006 to 2018 to estimate hedonic price regressions that document the willin...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f8f6cacfdb7fa8929d63a06a88da6481
https://doi.org/10.1080/13504851.2020.1749757
https://doi.org/10.1080/13504851.2020.1749757
Publikováno v:
OALib. :1-13
Estimated benefits are necessary for a cost benefit analysis of Covid-19 suppression. We propose a stock-market-based approach to estimate the benefits of incremental suppression of Covid-19’s spread that will last till no new cases are recorded fo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d627a92110ed243faea3db7b30066123
https://doi.org/10.4236/oalib.1106645
https://doi.org/10.4236/oalib.1106645
Publikováno v:
Journal of Energy Markets.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::be88b4f5da229fe0a025fccd46c24033
https://doi.org/10.21314/jem.2022.017
https://doi.org/10.21314/jem.2022.017
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f418a9ca7d8ca6f6de51b9a8734de250
https://doi.org/10.2139/ssrn.4130129
https://doi.org/10.2139/ssrn.4130129