Browsing Financial Mathematics Computation Cluster by Title

DSpace/Manakin Repository

Now showing items 31-33 of 33

U.S. core inflation : a wavelet analysis

Cotter, John ; Dowd, Kevin ; Loh, Lixia (Cambridge Journals, 2010-06)

This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based ...
U.S. core inflation : a wavelet analysis

Dowd, Kevin ; Cotter, John (University College Dublin. School of Business. Centre for Financial Markets, 2006-09-10)

This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based ...
A utility based approach to energy hedging

Cotter, John ; Hanly, Jim (Elsevier, 2011-07-27)

A key issue in the estimation of energy hedges is the hedgers’ attitude towards risk which is encapsulated in the form of the hedgers’ utility function. However, the literature typically uses only one form of utility ...