Faculty of Economics
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Cambridge Working Papers in Economics (CWPE)
A new series of papers from the Faculty of Economics and the Department of Applied Economics, which supersedes the DAE Working Paper series
Recent Submissions
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Essays in Financial Econometrics and Forecasting
(2018-10-20)This dissertation deals with issues of forecasting in financial markets. The first part of my dissertation is motivated by the observation that most parametric volatility models follow Engle's (1982) original idea of ... -
A novel machine learning approach for identifying the drivers of domestic electricity users’ price responsiveness
(Faculty of Economics, 2018-08-16)Time-based pricing programs for domestic electricity users have been effective in reducing peak demand and facilitating renewables integration. Nevertheless, high cost, price non-responsiveness and adverse selection may ... -
Shadow Pricing of Electric Power Interruptions for Distribution System Operators in Finland
(Faculty of Economics, 2018-08-16)Increasing distributed generation and intermittency, along with the increasing frequency of extreme weather events, pose a serious challenge supply security in the electric power sector. Understanding the costs of interruption ... -
Objective vs. Subjective Fuel Poverty and Self-Assessed Health
(Faculty of Economics, 2018-08-16)Policies towards fuel poverty often use relative or absolute measures. The effectiveness of the official indicators in identifying fuel poor households and assessing its impact on health is an emerging social policy issue. ...
