JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 54 頁
... resource planners should use forward or futures natural - gas prices , instead of natural - gas price forecasts such as those produced by EIA , to compare renewables to natural - gas fired generation . In particular , they find that the ...
... resource planners should use forward or futures natural - gas prices , instead of natural - gas price forecasts such as those produced by EIA , to compare renewables to natural - gas fired generation . In particular , they find that the ...
第 55 頁
spot market prediction and / or resource allocation . This issue is quite interesting since the forecasts of future ... resources by producers using futures prices as expected prices in their production decision . Further , the important ...
spot market prediction and / or resource allocation . This issue is quite interesting since the forecasts of future ... resources by producers using futures prices as expected prices in their production decision . Further , the important ...
第 133 頁
... Resource Constraint Finally , the model is completed with the following resource con- straint : Ct + it + TBt ≤ ( K + ht ) aL } ̄ -α - Kt + 1 - Kt 1 + εt K1 ) 2 ( 7 ) K 1 + εt where is parameter to restrict the adjustment costs . The ...
... Resource Constraint Finally , the model is completed with the following resource con- straint : Ct + it + TBt ≤ ( K + ht ) aL } ̄ -α - Kt + 1 - Kt 1 + εt K1 ) 2 ( 7 ) K 1 + εt where is parameter to restrict the adjustment costs . The ...
內容
Sudipto Dasgupta NonExpected Utility 1 | 165 |
466 | 230 |
Hangyong Lee The Impacts of Risk Management | 279 |
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analysis asset risks assumed assumption Autoregressive Basel II BEEL cash flows coefficient cointegrated composition of equity computed consumption correlation cost currency composition currency hedge debt debt-asset ratio derivatives distribution dividend downturn LGD econometric Economic effect EIA experts empirical environmental accidents equation errors exchange rate expected firm's forecasting foreign financial assets futures market futures prices G(st Hanyang University home and foreign home firm home government i'th currency impulse response increase industry interest rate swaps investment Journal Korea lagged learning-by-doing linearity lobbying activity long-horizon LSTAR model nonlinear null hypothesis p-values parameters portfolio probability of default prospect theory real estate recovery rates regime regression relative Response of STOCK risk aversion risk exposures risk management sample second period SETAR significant spillover spot price standard deviation strategic swap users systematic risk Table Teräsvirta test statistics tion transition function transition variable utility function volatility