This letter details the collective views of a number of independent researchers on the technical assessment and evaluation of environmental models and software. The purpose is to stimulate debate and initiate action that ...
Financial risk model evaluation or backtesting is a key part of the internal model’s
approach to market risk management as laid out by the Basle Committee on Banking
Supervision (2004). However there are a number of ...
Mixed results have been documented for the performance of hedging strategies with the use of futures. This article reinvestigates this issue with the use of an extensive set of performance-evaluation metrics across seven ...
Heckman, James J.(University College Dublin. Geary Institute, 2008-12-15)
This paper presents the econometric approach to causal modeling. It is motivated by policy
problems. New causal parameters are defined and identified to address specific policy
problems. Economists embrace a scientific ...
Cotter, John; Hanly, Jim(University College Dublin. School of Business. Centre for Financial Markets, 2005-07-24)
Mixed results have been documented for the performance of hedging strategies using futures. This paper reinvestigates this issue using an extensive set of performance evaluation metrics across seven international markets. ...
Dual methods are awkward to use for quota reform analysis. This paper develops a distance function concept (Deaton (1979)) relevant to trade distortions: the Distorted Trade Distance Function. It has the great advantage ...
This presentation presents an overview of a conceptual model for the assessment approval and license of kinship carers. While is it designed for an Irish context, it has potential for making a valid contribution to ...
Cotter, John; Hanly, Jim(University College Dublin. School of Business. Centre for Financial Markets, 2005)
We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using crude oil futures contracts. ...
We evaluate the minimum energy configuration (MM) and binding free energy (QM/MM and QM) of CO2 to Rubisco, of fundamental importance to the carboxylation step of the reaction. Two structural motifs have been used to achieve ...