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Persistent link: https://www.econbiz.de/10010384879
Pricing option contracts on electricity remains methodologically challenging, with a lack of clearly defined and robust methods. In particular, little is known about pricing options in Brazilian energy markets, despite their economic significance. Using weekly price data (R$/MWh) on four...
Persistent link: https://www.econbiz.de/10012651976
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The article examines the presence of herd behaviour in the emerging Indian stock market. Using daily data of S&P CNX Nifty 50 index of the National Stock Exchange over 1997–2012 and by employing Kalman filter, we investigate for the presence of herding. The article finds that the...
Persistent link: https://www.econbiz.de/10011137867
Persistent link: https://www.econbiz.de/10010946133
This paper evaluates the performance of the Indian banking sector during the post transition period (1997-2005). The productive performance, scale elasticity, efficiency and capacity utilization parameters are calculated using Data Envelopment Analysis (DEA). The empirical results calibrated...
Persistent link: https://www.econbiz.de/10009002183
In this paper we consider the predictors of the business cycle in Great Britain, where the claimant count and unemployment rate are found to be key indicators associated with turning points. Next, we consider at a micro-economic level, using disaggregated local authority level data, a number of...
Persistent link: https://www.econbiz.de/10015061965
Persistent link: https://www.econbiz.de/10009888252
This paper evaluates the performance of the Indian banking sector during the post transition period (1997-2005). The productive performance, scale elasticity, efficiency and capacity utilization parameters are calculated using Data Envelopment Analysis (DEA). The empirical results calibrated...
Persistent link: https://www.econbiz.de/10013109740
Persistent link: https://www.econbiz.de/10009244200