Dublin City University Business School
in Total Papers Downloads
crude oil, refined products, spreads, statistical arbitrage, multiple hypothesis testing, data snooping bias
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
synthetic floating storage, time charter equivalent, optimal statistical arbitrage, threshold cointegration, structural change cointegration
household finance, cultural values, religion, World Values Survey
Exchange Traded Funds, ETF Performance, Multiple Hypothesis Testing, Data Snooping Bias
market sentiment, energy, multiple hypothesis testing
Emissions markets, EUAs, CERs, energy markets, Granger causality
Irish forestry, carbon flow modelling, carbon price modelling, net present value
EU Emissions Trading Scheme, EUAs, CERs, vector autoregression, Granger causality, multiple hypothesis testing
psychological barriers; clustering; non-ferrous metals
value-at-risk, expected shortfall, bootstrap multiple hypothesis testing, generalized familywise error rate, multiple comparison map
multiple comparisons problem, mutliple hypothesis testing, generalised familywise error rate, false discovery proportion, energy and emissions markets
EU emission allowances, market sentiment, media exposure, European Parliament
latent state-variables, non-linear filtering, finite difference method, multi-variate jump-diffusions, likelihood estimation
model confidence set, model selection, market risk models
Sentiment, EUA, Carbon Markets, Uncertainty, Social Media
frontier markets, psychological barriers, individualism
oil futures, fundamental models, latent factors, Vuong model comparison
Commodity options, Implied volatility, Jump diffusion models, Functional data analysis.
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