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The study consists of two interrelated parts. In the first part, we aim to identify the best predictive model of day-ahead electricity prices. In particular, we verify the existence of a dependence of the spot price on power generation and variable costs o ...
This thesis consists of two chapters that study separate subjects in the area of corporate finance.The first chapter, titled âEconomic Gains in Bank Mergers and Acquisitions â Evidence from Targetsâ, investigates economic gains in bank mergers and ac ...
Energy market liberalization is changing pricing mechanisms for wholesale electricity. This work shows that it is essential to appreciate and mirror these changes in the modeling of electricity markets for policy assessment. We develop a framework composed ...
While traditional research in operations management has focused on mathematical models for improving the flow of physical goods and information, this dissertation takes a quantitative empirical approach. With three distinct research projects it revisits ce ...
This paper examines the financial consequences that inventory leanness has on firm performance. We conduct an econometric analysis using 4324 publicly traded US manufacturing companies for the period 1980-2008. Using an instrumental variable fixed effects ...
We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the required error tolera ...
We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The CMLMC algorithm so ...
This paper measures the performance in terms of costs of Swiss drinking water utilities accounting for environmental factors. We estimate a translog stochastic variable cost frontier using two different techniques on an unbalanced panel of 141 water distri ...
This thesis analyses three distinct aspects of the economics of water distribution in Switzerland. Climate change and mounting pressure regarding the performance of network industries command an understanding of the drivers of cost and efficiency of water ...
We propose and analyze a novel Multi Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a s ...
