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Estimating the Customer-Level Demand for Electricity Under Real-Time Market Prices
Market Prices Customer-Level
2015/7/31
This paper presents estimates of the customer-level demand for electricity by industrial and
commercial customers purchasing electricity according to the half-hourly energy prices from the
England a...
A Linear Relationship between Market Prices of Risks and Risk Aversion in Complete Stochastic Volatility Models
von-Neumann Morgenstern utility asset risk linear combination
2011/4/2
Considering a production economy with an arbitrary von-Neumann Morgenstern utility, this paper derives a general equilibrium relationship between the market prices of risks and market risk aversion un...
Volatilities That Change with Time: The Temporal Behavior of the Distribution of Stock-Market Prices
spectral analysis noise reduction Rademacher distribution
2010/10/21
While the use of volatilities is pervasive throughout finance, our ability to determine the instantaneous volatility of stocks is nascent. Here, we present a method for measuring the temporal behavior...
Development trends in land market prices in Slovakia
market price of land acreage of parcels land ownership agricultural land market
2014/3/20
After the accession to the EU, there is a necessity to develop the land market in Slovakia. The achievement of the following conditions is necessary: settlement of estates in lands and unification of ...