-
Crack spread hedging: accounting for time-varying volatility spillovers in th...
Crude oil, heating oil, and unleaded gasoline futures contracts are simultaneously analysed for their effectiveness in reducing price volatility for an energy trader. A... -
A structural model of US aggregate job flows (replication data)
This paper contributes to the analysis of jobs flows dynamics through the explicit modelling of job creations and job destructions. We propose a simple matching model extended... -
Learning and communication in sender-receiver games: an econometric investiga...
This paper compares stimulus response (SR) and belief-based learning (BBL) using data from experiments with sender-receiver games. The environment, extensive form games played... -
The relation between wealth and labour market transitions: an empirical study...
We study the relationship between wealth and labour market transitions. A lifecycle model, in which individuals are faced by uncertainty about the availability of jobs, serves...
