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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.
Housing equity is an important component of borrowers’ wealth and a critical determinant of their vulnerability to shocks. In this article, the authors use a unique, newly created data set to analyze the evolution of household leverage—defined here as the ...
We propose a framework to find optimal price-based policies to regulate markets characterized by oligopolistic competition and in which consumers make a discrete choice among a finite set of alternatives. With this framework, we can include general discret ...
We introduce a new measure of the price charged by financial intermediaries for con-necting mortgage borrowers with capital market investors. Based on administrativelender pricing data, we document that the price of intermediation reacts stronglyto variatio ...
We study a financial network where forced liquidations of an illiquid asset have a negative impact on its price, thus reinforcing network contagion. We give conditions for uniqueness of the clearing asset price and liability payments. Our main result holds ...
The aim of this paper is twofold: first, I aim at understanding how producer cooperatives compete in the factor markets; and second, I analyse how producer cooperatives influence the competitive dynamics of the markets where they compete. With this paper w ...
2016
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We propose a framework to find optimal price-based policies to regulate markets characterized by oligopolistic competition and in which consumers make a discrete choice among a finite set of alternatives. The framework accommodates general discrete choice ...
2021
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The dramatic evidence of climate change is making the transition to more renewable energy systems an urgent global priority. As energy planners normally look 20-50 years ahead, it is crucial to consider the key uncertainties stemming from inaccurate foreca ...
ELSEVIER SCIENCE BV2019
This thesis develops equilibrium models, and studies the effects of market frictions on risk-sharing, derivatives pricing, and trading patterns.In the chapter titled "Imbalance-Based Option Pricing", I develop an equilibrium model of fragmented options m ...
EPFL2018
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This paper analyses and compares different policy scenarios as well as discusses price elasticities and willingness to pay and to accept using revealed preference data from the French new-car market in 2014 by means of a cross-nested logit (CNL) model. We ...