Browsing Business and Economics by Subject "Risk"

Now showing items 1-2 of 2

    • The Impacts of Joint Energy and Output Prices Uncertainties in a Mean-Variance Framework 

      Alghalith, Moawia; Niu, Cuizhen; Wong, Wing-Keung (Scientific Research, 2017-08)
      In this paper, we analyze the impacts of joint energy and output prices uncertainties on the inputs demands in a mean-variance framework. We find that the concepts of elasticities and variance vulnerability play important ...

    • When Utility Jumps: The Value of Having Cash in the Hand 

      Rotthoff, Kurt W.; Coffey, Bentley (Scientific Research, 2018-02)
      Different theoretical explanations have been developed for seemingly inconsistent actions that deal with varying levels of risk and time. We propose a simple model of utility that unifies these seemingly separate ...