Estimation of Lévy-driven Ornstein-Ulhenbeck processes: Application to modeling of CO2 and fuel-switching
Jumps and volatility dynamics in agricultural commodity spot prices
Les défis énergétiques de la Chine
Mean-reverting Lévy jump dynamics in the European power sector
On the estimation of regime-switching Lévy models
Public debt management in developed economies during the crisis
The aim of this chapter is to identify certain shifts in the behaviors of public debt managers in selected developed countries. This study focuses on Canada, France, the United Kingdom, and the United States for the period 1998–2015 in quarterly data.