Essays about: "Distributional Assumptions"

Showing result 1 - 5 of 15 essays containing the words Distributional Assumptions.

  1. 1. Could Tax Incidence Help Explain the Yellow Vest Movement? Evidence from France on tax incidence and heterogeneous effects of carbon and fuel taxation along the rural-urban spectrum

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Ann-Charlott Pahl; Anton Persson; [2023]
    Keywords : Carbon tax; Fuel tax; Tax incidence; Distributional effects; Difference-in-differences;

    Abstract : There is a general consensus amongst economists that taxing carbon emissions is an efficient policy tool for combating climate change. To fully understand the thorny issues surrounding the political economy and distributional effects of carbon taxation, more attention should be paid to the rural-urban dimension. READ MORE

  3. 2. Energy justice for members only? A study of German energy cooperatives’ contributions to energy justice

    University essay from Lunds universitet/LUCSUS

    Author : Juliane Marie Miller; [2022]
    Keywords : energy democracy; energy poverty; community energy; prosumption; sustainability science; Social Sciences;

    Abstract : Energy cooperatives are seen as a way to achieve energy democracy in both academic and activist circles, with often an implicit expectation that they also contribute to energy justice. These assumptions are increasingly being questioned, often on the grounds of the limited diversity of energy cooperative membership. READ MORE

  4. 3. Forecasting Exchange Rate Value-at-Risk and Expected Shortfall: A GARCH-EVT Approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Christoffer Titov; [2022]
    Keywords : GARCH; Extreme Value Theory; Value-at-Risk; Expected Shortfall; Exchange Rate Volatility; Business and Economics;

    Abstract : This thesis aims to investigate the accuracy of Value-at-Risk and Expected Shortfall forecasts of various GARCH-type models based on five currency exchange rate pairs. The GARCH models are employed under different conditional distributional assumptions, and extended using the two-stage Extreme Value Theory (EVT) approach of McNeil and Frey (2000). READ MORE

  5. 4. Investigating some GARCH(1,1)-type value-at-risk models pre-Covid-19 and intra-Covid-19

    University essay from Linnéuniversitetet/Institutionen för matematik (MA)

    Author : Benjamin Ringdahl; [2021]
    Keywords : ;

    Abstract : Value-at-risk quantifies the amount of capital needed to handle future losses on investments at a given confidence level. The Covid-19 pandemic greatly increased market volatility, which motivates us to investigate value-at-risk models during this time period. READ MORE

  6. 5. An Empirical Comparison of Static Count Panel Data Models: the Case of Vehicle Fires in Stockholm County

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Svante Pihl; Leonardo Olivetti; [2020]
    Keywords : Low-Mean Count Data; Poisson Regression; Negative-Binomial Regression; Panel Data Models; Vehicle Fires; Distributional Assumptions;

    Abstract : In this paper we study the occurrences of outdoor vehicle fires recorded by the Swedish Civil Contingencies Agency (MSB) for the period 1998-2019, and build static panel data models to predict future occurrences of fire in Stockholm County. Through comparing the performance of different models, we look at the effect of different distributional assumptions for the dependent variable on predictive performance. READ MORE