The prices of renewable commodities: A robust stationarity analysis
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | Landajo, Manuel, Presno, María José |
|---|---|
| Format: | Preprint |
| Publié: |
2024
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
EU-28's progress towards the 2020 renewable energy share. A club convergence analysis
par: Presno, María José, et autres
Publié: (2024)
par: Presno, María José, et autres
Publié: (2024)
Stochastic convergence in per capita CO$_2$ emissions. An approach from nonlinear stationarity analysis
par: Presno, María José, et autres
Publié: (2024)
par: Presno, María José, et autres
Publié: (2024)
Electric vehicle pricing and battery costs: A misaligned assumption
par: Woodley, Lucas, et autres
Publié: (2024)
par: Woodley, Lucas, et autres
Publié: (2024)
Nonparametric inference on counterfactuals in first-price auctions
par: Andreyanov, Pasha, et autres
Publié: (2021)
par: Andreyanov, Pasha, et autres
Publié: (2021)
What are the real implications for $CO_2$ as generation from renewables increases?
par: Suri, Dhruv, et autres
Publié: (2024)
par: Suri, Dhruv, et autres
Publié: (2024)
Warp speed price moves: Jumps after earnings announcements
par: Christensen, Kim, et autres
Publié: (2026)
par: Christensen, Kim, et autres
Publié: (2026)
Grid-level impacts of renewable energy on thermal generation: efficiency, emissions and flexibility
par: Suri, Dhruv, et autres
Publié: (2025)
par: Suri, Dhruv, et autres
Publié: (2025)
Doubly robust local projections difference-in-differences
par: Uhr, Daniel de Abreu Pereira, et autres
Publié: (2026)
par: Uhr, Daniel de Abreu Pereira, et autres
Publié: (2026)
Estimating granular house price distributions in the Australian market using Gaussian mixtures
par: Sijp, Willem P, et autres
Publié: (2024)
par: Sijp, Willem P, et autres
Publié: (2024)
Identification-robust inference for the LATE with high-dimensional covariates
par: Ma, Yukun
Publié: (2023)
par: Ma, Yukun
Publié: (2023)
Do designated market makers provide liquidity during downward extreme price movements?
par: Bellia, Mario, et autres
Publié: (2026)
par: Bellia, Mario, et autres
Publié: (2026)
Cluster-robust jackknife and bootstrap inference for logistic regression models
par: MacKinnon, James G., et autres
Publié: (2024)
par: MacKinnon, James G., et autres
Publié: (2024)
Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
par: Pesaran, M. Hashem, et autres
Publié: (2024)
par: Pesaran, M. Hashem, et autres
Publié: (2024)
$\texttt{rdid}$ and $\texttt{rdidstag}$: Stata commands for robust difference-in-differences
par: Ban, Kyunghoon, et autres
Publié: (2024)
par: Ban, Kyunghoon, et autres
Publié: (2024)
Identification- and many moment-robust inference via invariant moment conditions
par: Boot, Tom, et autres
Publié: (2023)
par: Boot, Tom, et autres
Publié: (2023)
Cluster-robust inference with a single treated cluster using the t-test
par: Lau, Chun Pong, et autres
Publié: (2025)
par: Lau, Chun Pong, et autres
Publié: (2025)
The fine structure of electricity price volatility
par: Kloster, Thomas K., et autres
Publié: (2026)
par: Kloster, Thomas K., et autres
Publié: (2026)
Locally robust semiparametric estimation of sample selection models without exclusion restrictions
par: Pan, Zhewen, et autres
Publié: (2024)
par: Pan, Zhewen, et autres
Publié: (2024)
Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality
par: Dufour, Jean-Marie, et autres
Publié: (2024)
par: Dufour, Jean-Marie, et autres
Publié: (2024)
From day-ahead to mid and long-term horizons with econometric electricity price forecasting models
par: Ghelasi, Paul, et autres
Publié: (2024)
par: Ghelasi, Paul, et autres
Publié: (2024)
A statistician's guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python
par: Londschien, Malte
Publié: (2025)
par: Londschien, Malte
Publié: (2025)
On a new robust method of inference for general time series models
par: Wang, Zihan, et autres
Publié: (2025)
par: Wang, Zihan, et autres
Publié: (2025)
New robust inference for predictive regressions
par: Ibragimov, Rustam, et autres
Publié: (2020)
par: Ibragimov, Rustam, et autres
Publié: (2020)
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
par: Michael Bates, et autres
Publié: (2024)
par: Michael Bates, et autres
Publié: (2024)
GHG emissions in the EU-28. A multilevel club convergence study of the Emission Trading System and Effort Sharing Decision mechanisms
par: Presno, María José, et autres
Publié: (2024)
par: Presno, María José, et autres
Publié: (2024)
Calibrating doubly-robust estimators with unbalanced treatment assignment
par: Ballinari, Daniele
Publié: (2024)
par: Ballinari, Daniele
Publié: (2024)
On the robustness of posterior means
par: Chen, Jiafeng
Publié: (2023)
par: Chen, Jiafeng
Publié: (2023)
How much is too much? Measuring divergence from Benford's Law with the Equivalent Contamination Proportion (ECP)
par: Cano-Rodriguez, Manuel
Publié: (2025)
par: Cano-Rodriguez, Manuel
Publié: (2025)
A mathematical model for pricing perishable goods for quick-commerce applications
par: Bhattacharya, Milon
Publié: (2025)
par: Bhattacharya, Milon
Publié: (2025)
Peer effect analysis with latent processes
par: Starck, Vincent
Publié: (2025)
par: Starck, Vincent
Publié: (2025)
Robustness to missing data: breakdown point analysis
par: Ober-Reynolds, Daniel
Publié: (2024)
par: Ober-Reynolds, Daniel
Publié: (2024)
A data-driven merit order: Learning a fundamental electricity price model
par: Ghelasi, Paul, et autres
Publié: (2025)
par: Ghelasi, Paul, et autres
Publié: (2025)
Learning control variables and instruments for causal analysis in observational data
par: Apfel, Nicolas, et autres
Publié: (2024)
par: Apfel, Nicolas, et autres
Publié: (2024)
Difference-in-differences for mediation analysis using double machine learning
par: Huber, Martin, et autres
Publié: (2026)
par: Huber, Martin, et autres
Publié: (2026)
Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets
par: Londschien, Malte, et autres
Publié: (2024)
par: Londschien, Malte, et autres
Publié: (2024)
A sensitivity analysis for the average derivative effect
par: Zhang, Jeffrey
Publié: (2025)
par: Zhang, Jeffrey
Publié: (2025)
The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series
par: Barigozzi, Matteo, et autres
Publié: (2024)
par: Barigozzi, Matteo, et autres
Publié: (2024)
Causal inference in network experiments: regression-based analysis and design-based properties
par: Gao, Mengsi, et autres
Publié: (2023)
par: Gao, Mengsi, et autres
Publié: (2023)
Enhancing Rolling Horizon Production Planning Through Stochastic Optimization Evaluated by Means of Simulation
par: Schlenkrich, Manuel, et autres
Publié: (2024)
par: Schlenkrich, Manuel, et autres
Publié: (2024)
Bayesian analysis of mixtures of lognormal distribution with an unknown number of components from grouped data
par: Kakamu, Kazuhiko
Publié: (2022)
par: Kakamu, Kazuhiko
Publié: (2022)
Documents similaires
-
EU-28's progress towards the 2020 renewable energy share. A club convergence analysis
par: Presno, María José, et autres
Publié: (2024) -
Stochastic convergence in per capita CO$_2$ emissions. An approach from nonlinear stationarity analysis
par: Presno, María José, et autres
Publié: (2024) -
Electric vehicle pricing and battery costs: A misaligned assumption
par: Woodley, Lucas, et autres
Publié: (2024) -
Nonparametric inference on counterfactuals in first-price auctions
par: Andreyanov, Pasha, et autres
Publié: (2021) -
What are the real implications for $CO_2$ as generation from renewables increases?
par: Suri, Dhruv, et autres
Publié: (2024)