We have studied the use of industrial energy management and control systems (EMCSs) for monitoring the performance of electric load-shaping measures in three of California's most electricity-intensive and rapidly growing industrial sectors: food, plastics, and computing equipment and...

We present CoMargin, a new methodology to estimate collateral requirements in derivatives central counterparties (CCPs). CoMargin depends on both the tail risk of a given market participant and its interdependence with other participants. Our approach internalizes trading externalities and...

The use of epidemiologic research designs and analytical methods is common in nutrition research, as researchers seek to understand dietary and other factors associated with health status and illness. This monograph on research methodology presents the basic observational study designs most...

We explore whether central bank intervention improves liquidity in the interbank market during the current subprime crisis with unique trade and quote data from the e-MID, the only regulated electronic interbank market in the world. Central bank intervention consistently creates greater...