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Wechselkurssicherungsstrategien exportorientierter Unternehmen

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Book Series: Forschungsergebnisse der Wirtschaftsuniversitaet Wien ISBN: 9783631634110 Year: Pages: 342 Language: German
Publisher: Peter Lang International Academic Publishing Group
Subject: Business and Management
Added to DOAB on : 2019-01-15 13:32:58
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Diese Arbeit entwickelt eine Entscheidungshilfe für die Auswahl von regelgebundenen, selektiven Wechselkurssicherungsstrategien auf Unternehmensebene. Neben einer Auseinandersetzung mit den Grundlagen der betrieblichen Sicherungsgeschäfte, des Corporate Hedgings, folgt die allgemeine Analyse der Relevanz der Wechselkursproblematik im Lichte der Betriebswirtschaftslehre des Außenhandels. Ein weiterer Teilbereich wird der modernen Internationalen Portfoliotheorie entlehnt und widmet sich der Systematik regelgebundener selektiver Absicherungsstrategien. Anschließend werden die vorgestellten regelgebundenen, selektiven Wechselkurssicherungsstrategien anhand eines Backtests hinsichtlich ihrer Effizienz und Auswirkungen auf ein exportorientiertes Unternehmen untersucht und mit unterschiedlichen Maßzahlen in Bezug zu einander gesetzt.

Innovations in Insurance, Risk- and Asset Management:Proceedings of the Innovations in Insurance, Risk- and Asset Management Conference Innovations in Insurance, Risk- and Asset Management

Authors: --- --- --- --- et al.
ISBN: 9789813272569 Year: DOI: 10.1142/11051 Language: English
Publisher: World Scientific Publishing Co.
Added to DOAB on : 2019-01-23 02:22:36
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This book covers recent developments in the interdisciplinary fields of actuarial science, quantitative finance, risk- and asset management. The authors are leading experts from academia and practice who participated in Innovations in Insurance, Risk- and Asset Management, an international conference held at the Technical University of Munich in 2017.The topics covered include the mathematics of extreme risks, systemic risk, model uncertainty, interest rate and hybrid models, alternative investments, dynamic investment strategies, quantitative risk management, asset liability management, liability driven investments, and behavioral finance.This timely selection of topics is highly relevant for the financial industry and addresses current issues both from an academic as well as from a practitioner's point of view.

Assessment of Energy–Environment–Economy Interrelations

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ISBN: 9783039288090 / 9783039288106 Year: Pages: 274 DOI: 10.3390/books978-3-03928-810-6 Language: eng
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Technology (General) --- General and Civil Engineering
Added to DOAB on : 2020-06-09 16:38:57
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Energy consumption and economic growth have been of great interest to researchers and policy-makers. Knowing the actual causal relationship between energy and the economy with respect to environmental degradation has important implications for modeling environmental and growth policies. The eleven chapters included herein aim to help researchers, academicians, and especially decision-makers to understand relevant issues and adopt appropriate methods to tackle and solve relevant environmental problems. Various methods from different disciplines are proposed and applied to various environmental and energy issues.

Intelligent Optimization Modelling in Energy Forecasting

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ISBN: 9783039283644 9783039283651 Year: Pages: 262 DOI: 10.3390/books978-3-03928-365-1 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Computer Science
Added to DOAB on : 2020-04-07 23:07:09
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Accurate energy forecasting is important to facilitate the decision-making process in order to achieve higher efficiency and reliability in power system operation and security, economic energy use, contingency scheduling, the planning and maintenance of energy supply systems, and so on. In recent decades, many energy forecasting models have been continuously proposed to improve forecasting accuracy, including traditional statistical models (e.g., ARIMA, SARIMA, ARMAX, multi-variate regression, exponential smoothing models, Kalman filtering, Bayesian estimation models, etc.) and artificial intelligence models (e.g., artificial neural networks (ANNs), knowledge-based expert systems, evolutionary computation models, support vector regression, etc.). Recently, due to the great development of optimization modeling methods (e.g., quadratic programming method, differential empirical mode method, evolutionary algorithms, meta-heuristic algorithms, etc.) and intelligent computing mechanisms (e.g., quantum computing, chaotic mapping, cloud mapping, seasonal mechanism, etc.), many novel hybrid models or models combined with the above-mentioned intelligent-optimization-based models have also been proposed to achieve satisfactory forecasting accuracy levels. It is important to explore the tendency and development of intelligent-optimization-based modeling methodologies and to enrich their practical performances, particularly for marine renewable energy forecasting.

Keywords

short-term load forecasting --- weighted k-nearest neighbor (W-K-NN) algorithm --- comparative analysis --- empirical mode decomposition (EMD) --- particle swarm optimization (PSO) algorithm --- intrinsic mode function (IMF) --- support vector regression (SVR) --- short term load forecasting --- crude oil price forecasting --- time series forecasting --- hybrid model --- complementary ensemble empirical mode decomposition (CEEMD) --- sparse Bayesian learning (SBL) --- multi-step wind speed prediction --- Ensemble Empirical Mode Decomposition --- Long Short Term Memory --- General Regression Neural Network --- Brain Storm Optimization --- substation project cost forecasting model --- feature selection --- data inconsistency rate --- modified fruit fly optimization algorithm --- deep convolutional neural network --- multi-objective grey wolf optimizer --- long short-term memory --- fuzzy time series --- LEM2 --- combination forecasting --- wind speed --- electrical power load --- crude oil prices --- time series forecasting --- improved complete ensemble empirical mode decomposition with adaptive noise (ICEEMDAN) --- kernel learning --- kernel ridge regression --- differential evolution (DE) --- artificial intelligence techniques --- energy forecasting --- condition-based maintenance --- asset management --- renewable energy consumption --- Gaussian processes regression --- state transition algorithm --- five-year project --- forecasting --- Markov-switching --- Markov-switching GARCH --- energy futures --- commodities --- portfolio management --- active investment --- diversification --- institutional investors --- energy price hedging --- metamodel --- ensemble --- individual --- regression --- interpolation

Risk Measures with Applications in Finance and Economics

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ISBN: 9783038974437 9783038974444 Year: Pages: 536 DOI: 10.3390/books978-3-03897-444-4 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Business and Management
Added to DOAB on : 2019-08-28 11:21:27
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Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policies and, therefore, the further development of pricing models for financial assets such as equities, bonds, currencies, and derivative securities.A Special Issue of “Risk Measures with Applications in Finance and Economics” will be devoted to advancements in the mathematical and statistical development of risk measures with applications in finance and economics. This Special Issue will bring together the theory, practice and real-world applications of risk measures. This book is a collection of papers published in the Special Issue of “Risk Measures with Applications in Finance and Economics” for Sustainability in 2018.

Keywords

falsified products --- medication --- health risk --- low-income country --- regular vine copulas --- tree structures --- co-dependence modelling --- European stock markets --- carbon emissions --- fossil fuels --- crude oil --- coal --- low carbon targets --- green energy --- spot and futures prices --- Granger causality --- volatility spillovers --- quasi likelihood ratio (QLR) test --- diagonal BEKK --- full BEKK --- dynamic hedging --- socially responsible investment --- multivariate regime-switching --- time-varying correlations --- volatility transmission --- conscientiousness --- openness to experience --- perceived ease of use --- perceived usefulness --- online purchase intention --- dynamic conditional correlation --- generalized autoregressive score functions --- time-varying copula function --- CoVaR --- utility --- credit derivatives --- stochastic volatility --- asymptotic approximation --- risk aversion --- portfolio selection --- need hierarchy theory --- two-level optimization --- variance --- coherent risk measures --- probability of default --- bank risk --- banking regulation --- SYMBOL --- financial stability --- China’s food policy --- sustainable food security system --- japonica rice production --- two-level CES function --- technological progress --- Project Financing --- Mezzanine Financing --- option value --- Monte Carlo Simulations --- probabilistic cash flow --- optimizing financial model --- risks mitigation --- investment profitability --- financial hazard map --- random forests --- early warning system --- bank failure --- B-splines --- inflation forecast --- monthly CPI data --- out-of-sample forecast --- the sudden stop of capital inflow --- financial security --- the optimal scale of foreign exchange reserve --- utility maximization --- finance risk --- liquidity premium --- uncertainty termination --- investment horizon --- Amihud’s illiquidity ratio --- factor models --- diversification --- bank profitability --- bank risk --- dynamic panel --- European banking system --- sustainability of economic recovery --- Bayesian approach --- conjugate prior --- cartel --- leniency program --- policy simulation --- S&P 500 index options --- gain-loss ratio --- risk-neutral distribution --- binomial tree --- risk management --- market timing --- moving averages --- risk-free rate --- returns and volatility --- financial risk --- bankruptcy --- regression model --- sustainable development --- Slovak enterprises --- sentiment analysis --- polarity --- scientific verification --- emotion --- joy --- sadness --- climate change --- GMC --- VIX --- RV5MIN --- causal path --- ANN --- sovereign credit default swap (SCDS) --- emerging market --- markov regime switching --- credit risk --- risk assessment --- risk measures --- IPO underpricing --- financial crisis --- information asymmetry --- financial risks --- business groups --- financial performance --- group-affiliated --- institutional voids --- production frontier function --- stochastic frontier model --- specification testing --- wild bootstrap --- smoothing process --- empirical process --- simulations --- stakeholder theory --- sustainability --- risk --- social efficiency --- banking --- cooperative banks --- Data Envelopment Analysis (DEA) --- corporate sustainability --- news release --- stakeholder theory --- stock return volatility --- EGARCH-m --- life insurance --- term life insurance --- whole life insurance --- self-perceived health --- objective health status --- future health risk --- SHARE --- national health system

Adaptive Catchment Management and Reservoir Operation

Authors: --- ---
ISBN: 9783038977384 9783038977391 Year: Pages: 498 DOI: 10.3390/books978-3-03897-739-1 Language: English
Publisher: MDPI - Multidisciplinary Digital Publishing Institute
Subject: Technology (General) --- General and Civil Engineering
Added to DOAB on : 2019-08-28 11:21:27
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River catchments and reservoirs play a central role in water security, food supply, flood risk management, hydropower generation, and ecosystem services; however, they are now under increasing pressure from population growth, economic activities, and changing climate means and extremes in many parts of the world. Adaptive management of river catchments and reservoirs requires an in-depth understanding of the impacts of future uncertainties and thus the development of robust, sustainable solutions to meet the needs of various stakeholders and the environment. To tackle the huge challenges in moving towards adaptive catchment management, this book presents the latest developments in cutting-edge knowledge, novel methodologies, innovative management strategies, and case studies, focusing on the following themes: reservoir dynamics and impact analysis of dam construction, optimal reservoir operation, climate change impacts on hydrological processes and water management, and integrated catchment management.

Keywords

Siemianówka --- hydrology --- Narew River --- dam --- reservoir --- discharge --- flow regime --- reservoir flushing --- numerical simulation --- flushing efficiency --- Kurobe River --- two-dimensional bed evolution model --- sediment flushing of empty storage --- shaft spillway pipe --- sediment flushing efficiency --- sediment regime --- suspended sediment concentration --- vertical profiles of concentration --- Jingjiang River Reach --- Yangtze River --- CO2 --- reservoirs --- general regression neural network --- back propagation neural network --- climate change --- CMIP3 --- CMIP5 --- downscaling --- runoff response --- SWAT model --- stochastic linear programming --- Markov chain --- reliability --- vulnerability --- reservoir operation --- stochastic dynamic programming --- protection zone --- nutrient uptake --- NPP --- South-to-North Water Transfer Project --- Miyun Reservoir --- reservoir operation --- optimization --- SWAT --- HEC-ResPRM --- climate change --- CORDEX-Africa --- Tekeze basin --- long distance water diversion --- inverted siphon --- sensitivity analysis --- integrated supply system modeling --- sediment regime --- suspended sediment concentration --- vertical profiles of concentration --- the Jingjiang River Reach --- the Yangtze River --- reservoir operation --- multi-stage stochastic optimization --- TB-MPC --- flood control --- real-time control --- energy --- hydropower stations --- differential evolution algorithm --- optimal scheduling --- ?-constrained method --- drinking water resources --- water environmental capacity (WEC) --- Environmental Fluid Dynamics Code (EFDC) model --- the Huangshi Reservoir --- seasonal rainfall --- upper Chao Phraya River Basin --- El Niño/Southern Oscillation --- Indian Monsoon --- sea surface temperatures --- reverse regulation --- coupling model --- aftereffect --- accompanying progressive optimality algorithm --- Dokan Dam --- runoff --- sediment load --- SWAT --- natural flow regime --- multi-objective model --- uncertainty --- genetic algorithm --- land and water resources --- system dynamics --- modeling --- scenario analysis --- Heilongjiang --- tropical reservoir --- heating impact --- Langcang-Mekong River --- Kappa distribution --- parameter relation --- partial gauged basin --- power function --- ratio curve --- ungauged basin --- reservoir operation --- integrated surface water-groundwater model --- Heihe River Basin --- environmental flow --- irrigation --- design and operation of the multipurpose reservoir --- water deficit --- reservoir simulation model --- climate change --- multi-objective optimization NSGA II --- resilience and robustness --- costs and benefits --- water energy --- multi-agent of river basin --- game theory --- water resources allocation --- optimal flood control operation --- cascade reservoirs --- dynamic programming with progressive optimality algorithm (DP-POA) --- the upper Yangtze River Basin --- parameterization --- simulation --- optimization --- direct policy search --- hedging policy --- shortage ratio: Vulnerability --- NSGA-II --- lentic habitats --- bitterling --- mussel --- floodplain vertical shape index --- sediment management --- adaptive management --- catchment modelling --- integrated management --- reservoir operation

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