Determinants of PPP in infrastructure investments in MENA countries: a focus on energy
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Industrial and Business Economics"
DOI: 10.1007/s40812-019-00129-7
Abstract: Abstract Good infrastructures are key to guarantee sustained economic growth and inclusive development. However, fiscal and budget constraints are likely to restraint public investment in infrastructure. For these reasons, public–private partnerships (PPPs) are increasingly playing… read more here.
Keywords: ppp investments; regulatory quality; mena countries; infrastructure ... See more keywords
Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Economic Dynamics and Control"
DOI: 10.1016/j.jedc.2018.03.016
Abstract: In this paper, we present a novel perspective on data filtering and present an innovative wavelet-based approach that leads to improved Value-at-Risk (VaR) forecasts. A separation of financial conditional volatility into short-, mid- and long-run… read more here.
Keywords: volatility; value risk; quality assessment; regulatory quality ... See more keywords