The long term equilibrium interest rate and risk premiums under uncertainty
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References listed on IDEAS
- Rafal Weron & Adam Misiorek, 2005. "Modeling and forecasting electricity loads: A comparison," Econometrics 0502004, EconWPA.
- Olsen, Ole Jess & Amundsen, Eirik S. & Donslund, Bjarne, 2006. "How to play the game as the bridge between two European power markets--the case of Western Denmark," Energy Policy, Elsevier, vol. 34(17), pages 3293-3304, November.
- Hjalmarsson, Erik, 2000. "Nord Pool: A Power Market Without Market Power," Working Papers in Economics 28, University of Gothenburg, Department of Economics.
- Rafal Weron, 2006. "Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook0601, June.
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- Rob Aalbers, 2013. "Optimal Discount Rates for Investments in Mitigation and Adaptation," CPB Discussion Paper 257, CPB Netherlands Bureau for Economic Policy Analysis.
More about this item
KeywordsDynamic equilibrium; the Lucas model; term structure; CIR; pure exchange; production economy; equity premium puzzle; risk free rate puzzle; climate models; Stern Review;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-03-12 (All new papers)
- NEP-CBA-2011-03-12 (Central Banking)
- NEP-DGE-2011-03-12 (Dynamic General Equilibrium)
- NEP-ENE-2011-03-12 (Energy Economics)
- NEP-ENV-2011-03-12 (Environmental Economics)
- NEP-UPT-2011-03-12 (Utility Models & Prospect Theory)
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