Now showing items 161-166 of 166
Selected topics in financial engineering: first-exit times and dependence structures of Marshall-Olkin Kind
En esta tesis hemos investigado los tiempos de parada en diferentes ámbitos de las matemáticas financieras. Por una parte, hemos implementado una técnica de Montecarlo precisa, técnica del Puente Browniano, que estima las ...
Reconciling yield stability with international fisheries agencies precautionary preferences: the role of non constant discount factors in age structured models
International fisheries agencies recommend exploitation paths that satisfy two features. First, for precautionary reasons exploitation paths should avoid high fishing mortality in those fisheries where the biomass is ...
Linear and Nonlinear Causality between Energy Consumption and Economic Growth: the Case of Mexico 1965-2014
This paper analyzes the causal link between aggregated and disaggregated levels of energy consumption and economic growth in Mexico between 1965 and 2014, with the presence of structural breaks stemming from the series. ...
A bayesian estimation of the economic effects of the Common Fisheries Policy on the Galician Fleet: a dynamic stochastic general equilibrium approach
What would have happened if a relatively looser fisheries policy had been implemented in the European Union (EU)? Using Bayesian methods a Dynamic Stochastic General Equilibrium (DSGE) model is estimated to assess the ...
Endogenous Fishing Mortalities: a State-Space Bioeconomic Model
(Oxford University Press, 2017-05-13)
A methodology that endogenously determines catchability functions that link fi shing mortality with contemporaneous stock abundance is presented. We consider a stochastic age-structured model for a fishery composed by ...
Do Credit Ratings Take into Account the Sustainability Performance of Companies?
In the last few decades, sustainability performance measuring has become a widely-studied issue, and various measurement proposals have been put forward. However, it is also important to know whether those measures are ...