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2007 Wholesale Power Rate Case Initial Proposal : Risk Analysis Study.

United States. Bonneville Power Administration. - 2009

modeling in ToolKit until the TPP standard is met. Increased wholesale market price volatility and six years of drought have … receiving those funds is greater. In addition to market price volatility, BPA also faces uncertainty around the financial …

Persistent link: https://www.econbiz.de/10009436101

Analysis of high dimensional multivariate stochastic volatility models

Chib, Siddhartha; Nardari, Federico; Shephard, Neil - 2006

factor model with that of the heavy tailed univariate stochastic volatility model. A unified analysis of the model, and its … is scalable in terms of series and factors and simulation-efficient. Methods for estimating the log-likelihood function …. (2006). 'Analysis of high dimensional multivariate stochastic volatility models', Journal of Econometrics, 134(2), 341 …

Persistent link: https://www.econbiz.de/10009441545

Risk-adjusted returns of American depositary receipts on Chinese and Indian stocks

Arugaslan, Onur; Samant, Ajay - 2009

This study evaluates the risk-adjusted performance of American Depositary Receipts (ADRs) on shares of stock of Chinese and Indian firms. The first part of the study examines the nature of Chinese and Indian ADRs (based on depositary bank, sponsorship status, industry classification and...

Persistent link: https://www.econbiz.de/10009441821

Investment Valuation with Tax-optimized Financing Decisions and a Tax-optimized Default Alternative

Hundsdoerfer, Jochen; Kruschwitz, Lutz; Lorenz, Daniela - 2008

In this paper we evaluate an indivisible investment project that is carried out in a corporation under very simple premises. In particular, we discuss a one-period model with certainty, the pure domestic case and proportional tax rates. Surprisingly, the decision problem turns out to be rather...

Persistent link: https://www.econbiz.de/10009447489

Quality of enforcement and investment decisions. Firm-level evidence from Spain

Dejuán Bitria, Daniel; Mora-Sanguinetti, Juan S.

Las decisiones de inversión son generalmente irreversibles y podrían verse afectadas por problemas de cautividad y oportunismo. Un marco de inversión estable necesita, por tanto, de instituciones de ejecución sólidas. Este documento analiza datos a nivel de empresa para estudiar el impacto...

Persistent link: https://www.econbiz.de/10012533085

The impact of the efficacy of justice on business investment in Spain

Mora-Sanguinetti, Juan S.

Artículo de revista ; One of the main determinants of the level of dynamism of business investment is the efficacy of the legal system, as an essential element of the institutional framework of an economy. This article sets out an empirical approach to the impact of the efficacy of justice on...

Persistent link: https://www.econbiz.de/10012585914

CORPORATE FINANCE THEORIES AND PRINCIPLES: REDUNDANT

MARAN, R. Malar; NEDELEA, Alexandru Mircea - 2017

Corporate finance participates in economic development of Romania. There are theories and approaches which shape investment decisions and finance decisions. During the euro crisis these theories and approaches failed to emulate reasonable use of such decisions. Romania has remained robust during...

Persistent link: https://www.econbiz.de/10011658700

CORPORATE FINANCE THEORIES AND PRINCIPLES: REDUNDANT

MARAN, R. Malar; NEDELEA, Alexandru Mircea - 2017

Persistent link: https://www.econbiz.de/10015336095

Multivariate real options valuation

Dyer, James S. (contributor) - 2011

generalized diffusion process in which the volatility may vary with time and with the asset prices, therefore offering more …

Persistent link: https://www.econbiz.de/10009429291

A review of the methods of economic analysis of nuclear power plants

Popova, Elmira (contributor) - 2011

Nuclear power plants across the United States are reaching the end of their current operating licenses, forcing decision makers to think about the way forward. As they consider the best alternatives for dealing with aging nuclear plants, it is becoming increasingly important to have an accurate...

Persistent link: https://www.econbiz.de/10009429326