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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
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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
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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
90.
Wolfgang Grimme 《Journal of Air Transport Management》2011,17(6):333-338
Airlines from Bahrain, Kuwait, Qatar, the United Arab Emirates and Oman have gained significant market shares in international air transport. Traditionally travellers have chosen hubs like Amsterdam, Frankfurt, London or Paris as transfer points for trips to Asia. With the inauguration of non-stop services to places like Abu Dhabi, Doha or Dubai, new choices for air travellers have emerged. We analyse data derived from German air transport statistics on the effects of passenger flows between the airports of Düsseldorf and Hamburg to Asian destinations. They suggest that services introduced by Emirates stimulated passenger demand for Asian destinations, while incumbent hubs do not lose transfer passengers. Regarding travel times and connection quality of routings between secondary airports in Germany and Asian destinations, comparing routings of Emirates Airlines and Lufthansa suggests that due to geographic and scheduling constraints, services via Arabia do not constitute a perfect substitute for time-sensitive passengers. 相似文献