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Publications associées (25)

User Selection Methods for Multiuser Two-Way Relay Communications Using Space Division Multiple Access

Ali H. Sayed

In this paper, we design a multiuser two-way relay system using space division multiple access (SDMA) communications and devise an optimal scheduling method that maximizes the sum rate while ensuring fairness among users. To reduce the computational load a ...

IEEE2010

Variance Risk Premia in Energy Commodities

Anders Trolle

This paper investigates variance risk premia in energy commodities, particularly crude oil and natural gas, using a robust model-independent approach. Over a period of 11 years, we find that the average variance risk premia are significantly negative for b ...

2010

Universal Bounds for Asset Prices in Heterogeneous Economies

Semyon Malamud

We establish universal bounds for asset prices in heterogeneous complete market economies with scale invariant preferences. Namely, for each agent in the economy we consider an artiﬁcial homogeneous economy populated solely by this agent, and calculate the ...

2008

Capital structure, credit risk, and macroeconomic conditions

Erwan Morellec

This paper develops a framework for analyzing the impact of macroeconomic conditions on credit risk and dynamic capital structure choice. We begin by observing that when cash flows depend on current economic conditions, there will be a benefit for firms to ...

2006

Investment decisions with flexibility under uncertainty in the competitive electricity supply industry

Jun Dong

The restructuring of the electricity supply industry (ESI) has introduced new actors and market mechanisms. Electricity prices are more market oriented and fluctuate greatly. These changes bring about more uncertainties and risks to the market participants ...

EPFL2004