Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Konstantinos Metaxoglou"'
Publikováno v:
Canadian Journal of Economics/Revue canadienne d'économique. 55:1294-1333
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::80e9ea7b9a7b5d8a8e41ad96f088793a
https://doi.org/10.1111/caje.12610
https://doi.org/10.1111/caje.12610
Autor:
Konstantinos Metaxoglou
Publikováno v:
Canadian Journal of Economics/Revue canadienne d'économique. 54:1418-1453
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7ae19e6cade3df0a0dfae41defb3ef67
https://doi.org/10.1111/caje.12519
https://doi.org/10.1111/caje.12519
Autor:
Aaron Smith, Konstantinos Metaxoglou
Publikováno v:
American Journal of Agricultural Economics. 102:259-280
Air pollution reduces crop yields by slowing down photosynthesis. We estimate the increase in US corn and soybean yields attributed to the recent dramatic reductions in emissions of nitrogen oxides (NOx) from electric power plants. In response to the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::91ece2a3437dc88e37ed9cf00411fcb2
https://doi.org/10.1093/ajae/aaz044
https://doi.org/10.1093/ajae/aaz044
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0a76f1a6b9224418d3b650c4ef4432d1
https://doi.org/10.2139/ssrn.4134920
https://doi.org/10.2139/ssrn.4134920
Publikováno v:
Handbook on Electricity Markets ISBN: 9781788979955
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3107a2f8c50bc5240c9db28be1ba29da
https://doi.org/10.4337/9781788979955.00025
https://doi.org/10.4337/9781788979955.00025
Publikováno v:
International Journal of Industrial Organization. 83:102843
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6d07c7a1cb3adb2b7dd61673033fbe42
https://doi.org/10.1016/j.ijindorg.2022.102843
https://doi.org/10.1016/j.ijindorg.2022.102843
Autor:
Aaron Smith, Konstantinos Metaxoglou
Publikováno v:
Journal of Financial Econometrics. 15:427-473
Options prices embed the risk preferences that determine expected returns in asset pricing models. Therefore, functions of options prices should predict returns. In this paper, we show that the State Prices of Conditional Quantiles (SPOCQ)—function
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::219b8d87d991a174cc71f089c849a0ee
https://doi.org/10.1093/jjfinec/nbx009
https://doi.org/10.1093/jjfinec/nbx009
Autor:
Konstantinos Metaxoglou, Aaron Smith
Publikováno v:
Journal of Applied Econometrics. 32:192-217
We develop a set of statistics to represent the option-implied stochastic discount factor, and we apply them to S&P 500 returns between 1990 and 2012. Our statistics, which we call State Prices of Conditional Quantiles (SPOCQ), estimate the market’
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b1e7b02088b6dd5bf92e6c1fee6d9210
https://doi.org/10.1002/jae.2515
https://doi.org/10.1002/jae.2515
Publikováno v:
Oxford Review of Economic Policy. 32:241-259
We discuss the environmental implications of the dramatic drop in the price of natural gas following the US shale gas boom due to the rise of modern hydraulic fracturing. In the first part of the paper, we argue that the ensuing drop in the price of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a6c86e980bbc1d84ab5f0c4999584eeb
https://doi.org/10.1093/oxrep/grw012
https://doi.org/10.1093/oxrep/grw012
Publikováno v:
Prof. Knittel
We examine the environmental implications of market structure using the exogenous variation in the price of natural gas paid by U.S. electric power producers in the aftermath of the Shale Boom. We find that electric power producers were more responsi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6d0192b6efb096e91c033970107af52d
https://hdl.handle.net/1721.1/130160
https://hdl.handle.net/1721.1/130160