Publications associées à Indice des prix à la consommation

Dataset for the article "Frequency regulation with storage: On losses and profits"

Daniel Kuhn, François Richard Vuille, Dirk Lauinger

This dataset complements the article "Frequency regulation with storage: On losses and profits" by Dirk Lauinger, François Vuille, and Daniel Kuhn, available at https://arxiv.org/abs/2306.02987. The dataset contains the following files: 1.

Zenodo2023

Gradient expansion formalism for magnetogenesis in the kinetic coupling model

Oleksandr Sobol

In order to describe magnetogenesis during inflation in the kinetic coupling model, we utilize a gradient expansion which is based on the fact that only long-wavelength (superhorizon) modes undergo amplification. For this purpose, we introduce a set of fun ...

American Physical Society2020

Fiscal Policy, Relative Prices and Net Exports in a Currency Union

Luisa Lambertini, Christian Pröbsting

This paper studies the effects of fiscal policy on net exports, the terms of trade and expenditure switching. Using data on government spending and consumption taxes for twelve euro area countries over 1996 to 2018, it shows that fiscal austerity shocks im ...

2020

Effectiveness of a strategic energy reserve during the energy transition: The case of Switzerland

Paul Adrianus Van Baal

Switzerland is considering implementing a strategic energy reserve, a novel policy instrument that remunerates power plant operators for storing a minimum amount of energy in reservoirs to convert into electricity when called upon. The policy is envisioned ...

2019

An Econometric Model of the Regulating Power Price for Interconnected Power Systems: the case of the Nord Pool Market

Mario Paolone, Fabrizio Sossan, Mokhtar Bozorg

Transmission System Operators (TSOs) deploy frequency control reserves and regulating power to maintain the load-generation balance in real-time operation of power systems. In the Nordic countries, the TSOs buy regulating power from the Nord Pool regulatin ...

IEEE2018

Pricing and hedging of inflation-indexed bonds in an affine framework

Damir Filipovic

This study deals with the pricing and hedging of inflation-indexed bonds. Under foreign exchange analogy we model the nominal short rate, real short rate and logarithm of the price index with an afflne Gaussian process. Using the underlying affine property ...

Elsevier2014

Estimation of bid functions for location choice and price modeling with a latent variable approach

Michel Bierlaire, Ricardo Daniel Hurtubia González

A new approach for the estimation of bid-rent functions for residential location choice is proposed. The method is based on the bid-auction approach and considers that the expected maximum bid of the auction is a latent variable that can be related to obse ...

Springer2014

Expectation-Driven Cycles in the Housing Market: Evidence from Survey Data

Luisa Lambertini

Using a vector-autoregression (VAR) model and data from the University of Michigan Survey of Consumers, we provide evidence on the importance of news and consumers' beliefs for housing-market dynamics and aggregate fluctuations. We document that innovation ...

2013

How do Transport Infrastructure and Policies Affect House Prices and Rents? Evidence from Athens, Greece

Dimitrios Efthymiou

The interaction between land use and transportation infrastructure is a topic that has been extensively researched and continues to be of interest as new underlying economic, infrastructure and environmental conditions emerge. In this research, the direct ...

Pergamon-Elsevier Science Ltd2013

Digging out the PPP hypothesis: an integrated empirical coverage

We use several popular tests to test the validity of the Purchasing Power Parity (PPP) hypothesis. In particular, we analyze four classes of tests-standard univariate unit root tests, co-integration, panel unit root tests, and unit root tests for nonlinear ...

Springer Verlag2012