Search Results - subject:"Linear Exponential"

Estimating asymmetric fuel price responses in Croatia

Szomolányi, Karol; Lukáčik, Martin; Lukáčiková, … - In: Business systems research : a system view accross … 15 (2024) 2, pp. 154-176

Background According to many studies, the transmission of oil prices to retail fuel prices is asymmetric. Fuel prices react faster if oil prices rise and more slowly if oil prices fall. Different standard econometric procedures lead to different results. The Linex approach, which is based on...

Persistent link: https://www.econbiz.de/10015108423

Relation of Retail Gasoline and Diesel Prices in Croatia with Crude Oil Prices on World Markets

Szomolányi, Karol; Lukáčik, Martin; … - In: ENTRENOVA - ENTerprise REsearch InNOVAtion 9 (2023) 1, pp. 51-59

models, threshold autoregressive cointegration, and an approach based on the adjustment cost function in the linear-exponential …, the approach based on the linear-exponential lost function confirmed the price asymmetries in the Croatian market. …

Persistent link: https://www.econbiz.de/10015052766

Relation of retail gasoline and diesel prices in Croatia with crude oil prices on world markets

Szomolányi, Karol; Lukáčik, Martin; Lukáčiková, … - In: Proceedings of the ENTRENOVA - ENTerprise REsearch … 9 (2023) 1, pp. 51-59

Persistent link: https://www.econbiz.de/10014496205

Estimation of asymmetric responses of U.S. retail fuel prices to changes in input prices based on a linear exponential adjustment cost approach

Szomolanyi, Karol; Lukacik, Martin; Lukacikova, Adriana - In: Central European journal of operations research 30 (2022) 2, pp. 757-779

Persistent link: https://www.econbiz.de/10013185425

Optimal climate policy for a pessimistic social planner

Valentini, Edilio; Vitale, Paolo - In: Environmental & resource economics : the official … 72 (2019) 2, pp. 411-443

Persistent link: https://www.econbiz.de/10012130180

Pessimistic optimal choice for risk-averse agents

Paolo, Paolo Vitale Author-Name-First - Dipartimento di Economia e Finanza (DEF), Libera … - 2013

We propose a general framework for the analysis of dynamic optimization with risk- averse agents, extending WhittleÕs (Whittle, 1990) formulation of risk-sensitive optimal control problems to accommodate time-discounting. We show how, within a Markovian set-up, optimal risk-averse behavior is...

Persistent link: https://www.econbiz.de/10010791327

Topp–Leone Linear Exponential Distribution

Atem, Bol A. M.; Nasiru, Suleman; Nantomah, Kwara - In: Stochastics and Quality Control 33 (2018) 1, pp. 31-43

Abstract This article studies the properties of the Topp–Leone linear exponential distribution. The parameters of the …

Persistent link: https://www.econbiz.de/10014591016

Reliability Test Plans for Percentiles Based on the Harris Generalized Linear Exponential Distribution

Jose, K. K.; Paul, Albin - In: Stochastics and Quality Control 33 (2018) 1, pp. 61-70

Abstract In this paper, a generalization of the Harris family of distributions, namely, the Harris generalized linear … exponential distribution is discussed. The use of the model is established by fitting it to a real data set. Also, we derive a …

Persistent link: https://www.econbiz.de/10014591017

Bayesian Prediction Bounds for the Exponential-type Distribution Based on Generalized Progressive Hybrid Censoring Scheme

Kotb, Mohammed S. - In: Stochastics and Quality Control 33 (2018) 2, pp. 93-101

the one-sample case. The special case of linear exponential distributed observations is considered and completed with …

Persistent link: https://www.econbiz.de/10014591026

Optimal monetary policy for a pessimistic central bank

Vitale, Paolo - In: Journal of macroeconomics 58 (2018), pp. 39-59

Persistent link: https://www.econbiz.de/10012128086