Search Results - subject:"Monte Carlo simulation"

Firm-specific, macroeconomic and institutional determinants of stochastic uncertain firm growth

Eldomiaty, Tarek Ibrahim; Azzam, Islam Abdel Azim; El … - In: Risks : open access journal 13 (2025) 10, pp. 1-23

This study distinguishes between observed, uncertain, and stochastic uncertain firm growth. Observed firm growth is measured via historical growth of fixed assets scaled by growth of sales revenue. Uncertain firm growth is the volatility of unobserved (estimated error terms) firm growth. The...

Persistent link: https://www.econbiz.de/10015492265

Estimation of levelized cost of energy for small modular reactors in Colombia : a Monte Carlo simulation approach

Camilo, Prieto; Diego, Patiño; José, Vuelvas - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 4, pp. 24-33

Persistent link: https://www.econbiz.de/10015447233

Analysis of Value-at-Risk (VaR) of Naira against BRICS Currencies

Umoru, David; Tedunjaiye, Oluwatoyin Dorcas - In: Central European review of economics and management : CEREM 9 (2025) 2, pp. 37-86

Monte-Carlo simulation (MCS) and historical simulation (H-S) results validates the conditional variances and the … Carlo simulation. The calculated VaR95% quantifies potential losses, emphasizing the importance of managing downside … market dynamics on the Nigerian Naira against BRICS currencies. The value-at-risk methodology was implemented plus the Monte …

Persistent link: https://www.econbiz.de/10015449496

Identifying risk-efficient crop portfolios for different cropping systems by analyzing the tradeoffs between arable farming profits and profit stability

Pergner, Isabell; Lippert, Christian - In: German journal of agricultural economics : GJAE 74 (2025), pp. 1-31

data of crop yields, prices and variable costs are collected. The data is used for a Monte Carlo simulation that yields …

Persistent link: https://www.econbiz.de/10015611644

Why applied macroeconomists should not use Bayesian estimation of DSGE models

Meenagh, David; Minford, Patrick; Xu, Yongdeng - 2025

This paper argues that the common practice of Bayesian estimation in applied macroeconomic DSGE modeling can lead to severely biased results when the imposed prior beliefs are misspecified. We demonstrate, through controlled Monte Carlo experiments on two canonical DSGE models (a Real Business...

Persistent link: https://www.econbiz.de/10015549860

Assessing the impact of fiscal incentives on the investment feasibility of geothermal projects in Indonesia : a value-at-risk approach

Susmanto, Andi; Hidayatno, Akhmad; Setiawan, Andri Dwi; … - In: International Journal of Energy Economics and Policy : IJEEP 16 (2026) 2, pp. 788-808

Persistent link: https://www.econbiz.de/10015620426

Investing in carbon transportation under volume uncertainty and scaling flexibility

Andersen, Sveinung; Hagspiel, Verena; Oliveira, Carlos; … - In: Energy economics 153 (2026), pp. 1-28

Persistent link: https://www.econbiz.de/10015620627

Measuring flood risk in Czechia with stress testing and a Gumbel copula based VaR

Folprecht, Marek - 2026

Persistent link: https://www.econbiz.de/10015609159

The vehicle routing problem with time window and randomness in demands, travel, and unloading times

Pérez-Lechuga, Gilberto; Venegas-Martínez, Francisco - In: Logistics 10 (2026) 1, pp. 1-33

programming and Monte Carlo simulation under a time-window scheme. The proposed solution is compared with cutting …

Persistent link: https://www.econbiz.de/10015611767

Emergency medical logistics of helicopter air ambulance response-time reliability : a Monte Carlo simulation

Cline, James; Truong Dothang - In: Logistics 10 (2026) 2, pp. 1-20

service performance. Methods: A Monte Carlo simulation was developed to model the end-to-end HAA mission chain, including …

Persistent link: https://www.econbiz.de/10015611880