1 / 10

Dynamics of Energy and Real Estate Markets: Future Research Insights

Explore the intersection of energy demand, real estate trends, and dynamic statistical models in various locations to understand factors influencing default intensities and social network dynamics. Study implications for economic growth, demographic changes, and adaptive techniques.

riva
Download Presentation

Dynamics of Energy and Real Estate Markets: Future Research Insights

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Where are the nuggets ? • Wolfgang Karl Härdle

  2. future research • energy & real estate • time varying stat • brain and behavior • dynamic curves • demography • social networks • default intensities

  3. Energy & real estate • Electricity demand • Real estate t = monthly temperature x1, x2, = linear effect x3- x13 = mont dummy This needs to be done 1. for different cities, locations 2. for different tail curves Hae Rit Son (2012) is not sufficient here

  4. time varying stat SIM = single Index Models, they can be penalized as well in a Lasso or SCAD context. Applications to CoVar The parameter \lambda varies with time it corresponds to the relative size of nonzero to zero coefficients • time varying Lasso • SIMs in high dim

  5. Brain and behavior • RPID tasks • behavior location • activity identification • cross sections cross section of probands recording of actions FPCA

  6. Dynamic Curves • implied corr smile • RC < MFIC realized correlation RHO_t Model free Implied Corr MFIX RHO_WIGGLE_t Sell RV of Basket buy RV of constituents

  7. Demography many stat questions significance trend? economic model • growth and population • adaptivity • bootstrap • China • Asia Figure 2 presents the scatterplot of initial size of each age group against its change in the period 1960-1990, together with a regression line. The negative slope of all estimated lines implies convergence within each age group across EU-15 countries. Those countries that started with low proportions of a given age group tended to increase the size of that group, while the opposite is true for countries that started with a high proportion, thus leading to a homogeneisation of the demographic structure across European nations.

  8. default intensities Lehmann Brothers Default Proba • How many firms belly up? • RMI Cooperation • adaptive techniques • data bases

  9. Social Networks • Quantlet topography • Which code helps me? • visualisation • minimal spanning tree

  10. Goldrush

More Related