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The Gram-Charlier Expansion (GCE) of the Gaussian density under GARCH framework has been widely used to model the conditional dynamic higher moments. Compared with other generalized distributions…
15 January 2018 | Peer Reviewed | ChinaWe propose a closed-form pricing formula for the Chicago Board Options Exchange Volatility Index (CBOE VIX) futures based on the classic discrete-time Heston–Nandi GARCH model. The parameters are…
15 January 2018 | Peer Reviewed | ChinaThis article contributes to a growing body of empirical literature relating credit constraints and incomplete insurance to investment decisions. We use panel data from rural Ethiopia to investigate…
5 December 2017 | Peer Reviewed | Global Hubthis study uses a randomized experiment in rural Ethiopia to test on how quickly energy efficient technology (an improved stove) is put in use after the technologies is disseminated. We evaluate two…
15 November 2017 | Peer Reviewed | Ethiopia, Global HubWe used locally-sourced and other relevant information to value ecosystem services provided by South Africa's terrestrial, freshwater and estuarine habitats. Our preliminary estimates suggest that…
25 October 2017 | Peer Reviewed | South AfricaThere is growing interest in promoting the use of Ecosystem-based Adaptation (EbA) practices to help smallholder farmers adapt to climate change, however there is limited information on how commonly…
16 October 2017 | Peer Reviewed | Central AmericaThe long-run relationship between carbon dioxide emissions from energy use and economic activity level is estimated for Uruguay between 1882 and 2010. We apply cointegration techniques and estimate a…
16 October 2017 | Peer Reviewed | Central AmericaSpillovers can significantly reduce or enhance the net effects of land-use policies, yet there exists little rigorous evidence concerning their magnitudes. We examine how Costa Rica’s national parks…
16 October 2017 | Peer Reviewed | Central AmericaConservation programs have increased significantly, as has the evaluation of their impacts. However, the evaluation of their potential impacts beyond program borders has been scarce. Such spillovers…
16 October 2017 | Peer Reviewed | Central AmericaMeasuring inequality can be challenging due to the limitations of using household income or expenditure data. Because actual energy consumption can be measured more easily and accurately and is…
4 October 2017 | Peer Reviewed | China