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PDF - Long term spread option valuation and hedging - working paper
https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0625.pdf9 Jul 2023: asset-allocation strategy for spread holders. 2.1 Cointegration tests. To test the cointegration of two asset prices, we first need to test whether each. ... Unit root and cointegration tests. First, we conduct the ADF test on the heating oil and crude -
Microsoft PowerPoint - ICIS Heren Talk on EMR [Compatibility Mode]
https://www.jbs.cam.ac.uk/wp-content/uploads/2024/02/eprg-ICIS-Heren-Talk-on-EMR-Compatibility-Mode.pdf5 Feb 2024: The economics of market reform: Assessing the likely commercial and. regulatory impact of EMR. ... International Review of Environmental and Resource Economics, 4, 51-92. • Grubb, M., Jamasb, T. -
2011 01 11 Local Dimension Energy Demand_NON TECHNICAL SUMMARY
https://www.jbs.cam.ac.uk/wp-content/uploads/2023/12/eprg-nts1103.pdf6 Dec 2023: EPRG Working Paper 1103 Cambridge Working Paper in Economics 1114. Scott Kelly and Michael Pollitt In this chapter, we postulate that some of the best opportunities for reducing energy demand and ... It is shown through a simple statistical t-test that -
0712…
https://www.jbs.cam.ac.uk/wp-content/uploads/2023/12/eprg-wp0712.pdf6 Dec 2023: undesirable outputs, and also to test the validity of different models constructed in the paper. ... Additionally, following Pollitt (1995), this paper also tests the impact of variable vintage squared. -
PDF - Does the Firm-Specific Asset Volatility Process Implied by the…
https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0411.pdf9 Jul 2023: an augmented Dickey-Fuller test, as developed in Dickey & Fuller (1981), could be. ... perform an augmented Dickey-Fuller test on the relation. 1 0 1 11. -
wp263
https://www.jbs.cam.ac.uk/wp-content/uploads/2023/05/cbrwp263.pdf9 Jul 2023: Application, Review Of Economics and Statistics, 79(1), pp. 136-41. Chandra, P. ... Joshi, V. and Little, I.M.D., 1996, India’s Economic Reforms: 1991-2001, Delhi, OUP. -
Comparative Efficiency Assessments of Liberalised Electricity Market
https://www.jbs.cam.ac.uk/wp-content/uploads/2023/12/eprg-wp1818.pdf8 Dec 2023: with structural economic shift. They conclude that Latin American countries experience decline in. ... in July 2008 just before the onset of the Global Economic Crisis 7. -
PDF - The role of medical professionals in top management teams of…
https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0801.pdf9 Jul 2023: Our economic. model and empirical analysis compare two basic TMT structures: (i) the medical. ... off in the second model, the physician might suffer. Interestingly, both a stylised economic. -
DECODING EMPLOYMENT STATUS Simon Deakin WP 525 April 2021 ...
https://www.jbs.cam.ac.uk/wp-content/uploads/2023/05/cbrwp525.pdf9 Jul 2023: Thus the control test was ‘the most traditional, with roots going back to at least the nineteenth century’,20 while the integration and economic reality tests dated from the middle decades ... By contrast, 30% of this group ‘failed’ the -
PDF - Considerations of Quality in British Television Production: A…
https://www.jbs.cam.ac.uk/wp-content/uploads/2020/08/wp0121-1.pdf9 Jul 2023: A few of these discussions and measures overlap with economic discussions of the concept of quality; others do not. ... There is an obvious overlap in one of the conceptions of quality with standard economic theory.
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