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Volatility Estimation Methods for High-Frequency and Bivariate Open, Close, High, Low Prices

Dinolov, Georgi, author.

http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqm&rft_dat=xri:pqdiss:13809482

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Volatility Estimation Methods for High-Frequency and Bivariate Open, Close, High, Low Prices /

Calibration of a Stochastic Price Model for American Electricity Markets

Meister, Oliver G., author. (orcid)0000-0002-7481-1960

http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqm&rft_dat=xri:pqdiss:10815134

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This thesis discusses models for electricity spot prices from the Midwestern American and Manitoba

Econometric Analysis of Carbon Markets The European Union Emissions Trading Scheme and the Clean Development Mechanism

Chevallier, Julien.

http://dx.doi.org/10.1007/978-94-007-2412-9

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. Advanced Topics: Time-To-Maturity and Modeling the Volatility of Carbon Prices -- Solutions -- Index.

Cover image for Integrating Multi-Stop Service and Hub Effects into the Estimation of the Long Term Pricing Impacts of the American Airlines and US Airways Merger

Integrating Multi-Stop Service and Hub Effects into the Estimation of the Long Term Pricing Impacts of the American Airlines and US Airways Merger

Li, Ziwei, author. (orcid)0000-0002-1769-5836

http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqm&rft_dat=xri:pqdiss:10817395

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statistical models. The estimated models again show that (1) legacy carriers were able to raise prices after

Essays on Beliefs, Networks and Spatial Modeling

Johnsson, Ida, author.

http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqm&rft_dat=xri:pqdiss:10809169

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established, which is tested using survey results on equity, gold and house prices. Leading indicators of

Three Essays in Factor Analysis of Asset Pricing

Wang, Wenzhi, author.

http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqm&rft_dat=xri:pqdiss:10808192

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option prices predict future stock returns primarily because they reflect short sale constraints.

Investment Decision-making in Clean Energy under Uncertainties: A Real Options Approach

Li, Yihua, author.

http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqm&rft_dat=xri:pqdiss:10793197

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government policy, in addition to considering the critical uncertainty of commodity prices. In this work, we

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