We use point processes to analyze market order arrivals on the intraday market for hourly electricity deliveries in Germany in the second quarter of 2015. As we distinguish between buys and sells, we work in a multivariate setting. We model the arrivals with a Hawkes process whose baseline...

We use point processes to analyze market order arrivals on the intraday market for hourly electricity deliveries in Germany in the second quarter of 2015. As we distinguish between buys and sells, we work in a multivariate setting. We model the arrivals with a Hawkes process whose baseline...

This essay presents a theoretic approximation on the microeconometric decompositions analysis by incorporating anthropometric variables, and apprainsing theirs presumable effects on the income distribution. A new body-mass-index based equivalent scale is proposed toward more accurate individual...

This paper deals with the analysis of uncertain parameters in the (S - 1, S) inventory control policy. In order to determine the number of spare parts under the policy, parameters in a probability model for the number of failures during a replenishment lead time should be interpreted first. In...