Dublin 9
Ireland
Dublin City University Business School
SSRN RANKINGS
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crude oil, refined products, spreads, statistical arbitrage, multiple hypothesis testing, data snooping bias
synthetic floating storage, time charter equivalent, optimal statistical arbitrage, threshold cointegration, structural change cointegration
Brent, WTI, psychological barriers, clustering, WTI-Brent spread, multiple hypothesis testing
psychological barriers, WTI, Brent, WTI-Brent spread Multiple hypothesis testing, clustering, generalised Bonferroni, futures
household finance, cultural values, religion, World Values Survey
market sentiment, energy, multiple hypothesis testing
oil futures, fundamental models, latent factors, Vuong model comparison
Exchange Traded Funds, ETF Performance, Multiple Hypothesis Testing, Data Snooping Bias
OR in Research and Development, Real Options, Compound Option Structure, CO2 Recycling Technology
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Gas Storage Valuation, Fast Fourier Transform, Lévy Modeling, Mean-Reverting Variance-Gamma Model, Mean-Reverting Diffusion, Jump-Diffusion Models
Emissions markets, EUAs, CERs, energy markets, Granger causality
institutional investors; retail investors; business lending; online credit markets; information asymmetries
Emissions Market, Sentiment, Twitter
psychological barriers; clustering; non-ferrous metals
Sentiment, EUA, Carbon Markets, Uncertainty, Social Media
frontier markets, psychological barriers, individualism
value-at-risk, expected shortfall, bootstrap multiple hypothesis testing, generalized familywise error rate, multiple comparison map
EU Emissions Trading Scheme, EUAs, CERs, vector autoregression, Granger causality, multiple hypothesis testing
Irish forestry, carbon flow modelling, carbon price modelling, net present value
model confidence set, model selection, market risk models
latent state-variables, non-linear filtering, finite difference method, multi-variate jump-diffusions, likelihood estimation
EU emission allowances, market sentiment, media exposure, European Parliament
multiple comparisons problem, mutliple hypothesis testing, generalised familywise error rate, false discovery proportion, energy and emissions markets
clustering, psychological barriers, euro introduction, transaction data
Price discovery, Credit Default Swap, Equity, High-Frequency, Financial Market Microstructure
Commodity options, Implied volatility, Jump diffusion models, Functional data analysis.
