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81.
Margareta?E.?Kulessa Sven?Bode Sebastian?Oberthür Jason?Anderson Rainer?Walz Wolfgang?Schade Claus?Doll 《Intereconomics》2007,42(2):64-95
There is now almost universal agreement that climate change, with potentially disastrous consequences, is happening and that
it is contributed to by human activities. This Forum is dedicated to the discussion of various aspects of the European Union's
climate policy, e.g. the EU's future role in the global effort to combat global warming, the efficiency of its climate strategy,
the design of a new rule for sharing the corresponding burdens fairly among member states, and the interrelationships between
the Union's climate policies, on the one hand, and its energy and transport policies, on the other.
* and member of the German Advisory Council on Global Change (WBGU). The author wishes to thank Helen Bicknell (Mainz University
of Applied Sciences), Oliver Deke (WBGU) and Jürgen Schmid (ISET, Department of Efficient Energy Conversion at the University
of Kassel) for their helpful comments.
** This contribution is based on a Jean Monnet Lecture held at Aarhus University on 19 March 2007. The author would like to
thank Harri Kalimo for valuable comments. 相似文献
82.
83.
Hubert Dichtl Wolfgang Drobetz Martin Wambach 《Financial Markets and Portfolio Management》2014,28(3):209-231
This study compares the performance of different rebalancing strategies under realistic market conditions by reporting statistical significance levels. Our analysis is based on historical data from the United States, the United Kingdom, and Germany and comprises three different classes of rebalancing (periodic, threshold, and range rebalancing). Despite cross-country differences, our history-based simulation results show that all rebalancing strategies outperform a buy-and-hold strategy in terms of Sharpe ratios, Sortino ratios, and Omega measures. The differences in risk-adjusted performance are not only statistically significant, but also economically relevant. However, the choice of a particular rebalancing strategy is of only minor economic importance. 相似文献
84.
Wolfgang Härdle Alexander Korostelev Camille Logeay Eckhard Platen 《Quantitative Finance》2013,13(1):81-92
The analysis of diffusion processes in financial models is crucially dependent on the form of the drift and diffusion coefficient functions. A new model for a stock market index process is proposed in which the index is decomposed into an average growth process and an ergodic diffusion. The ergodic diffusion part of the model is not directly observable. A methodology is developed for estimating and testing the coefficient functions of this unobserved diffusion process. The estimation is based on the observations of the index process and uses semiparametric and non-parametric techniques. The testing is performed via the wild bootstrap resampling technique. The method is illustrated on S&P 500 index data. 相似文献
85.
Exploring the duration of EU imports 总被引:1,自引:0,他引:1
86.
87.
Wolfgang Oehme 《Intereconomics》1980,15(5):215-216
The Eleventh World Energy Conference 1980 was held in Munich from the 8th to the 12th of September. “Looking ahead to 2020”—the title of the energy survey published for this conference—indicates that the long-term trend was in the centre of interest. Oil is a finite resource and has to be substituted in the long run. It is the period in between which causes much concern because during this time we cannot do without oil. It is against this background that we have asked Senator Wolfgang Oehme, chairman of the board of Esso A.G., to present to us his views on this critical period of time. 相似文献
88.
89.
90.
We provide a general condition under which consumption can be sustained indefinitely bounded away from zero in the continuous time Dasgupta–Heal–Solow–Stiglitz model, by letting augmentable capital substitute for a non-renewable resource. The assumptions made on the production function are mild, thus generalizing previous work. By showing that Hartwick?s rule minimizes the required resource input per unit of capital accumulation, and integrating the required resource input with respect to capital, we obtain a complete technological characterization without reference to the time path. We also use the characterization result to establish general existence of a maximin path. 相似文献