this paper investigates the effect of exchange rate uncertainty on the iran’s import trade. the exchange rate ‎uncertainty series were generated utilizing the tarch model. this model analyzes the asymmetric effects. the analysis of uncertainty and asymmetry ‎of the exchange rate shows significant tarch ‎effect on iran’s exchange rates‎. the findings of the study indicate negative shocks (bad ne...

Article history: Received 20 June 2014 Received in revised form 25 September 2014 Accepted 26 September 2014 Available online 5 October 2014 This paper investigates the time-varying impact of oil price uncertainty on stock prices in China using weekly data on ten sectoral indices over the period January 1997–February 2014. The estimation of a bivariate VAR-GARCH-in-mean model suggests that oil ...

The investment interests in the electricity industry are transmitted through various mechanisms to other economic activities. This paper considers methods for esteeming the adaptability of demand-side response (DSR) in its capacity to react to future uncertainties. The capacity to evaluate this adaptability is particularly critical for vitality frameworks speculations given their extensive and ...

A stand-alone microgrid usually contains a set of distributed generation resources, energy storage system and loads that can be used to supply electricity of remote areas. These areas are small in terms of population and industry. Connection of these areas to the national distribution network due to the high costs of constructing transmission lines is not economical. Optimal utilization and eco...

With the depletion of fossil energy and increasingly serious environmental problems, demand-side resources play an prominent role in peak shaving valley filling, conservation, emission reduction. Under background further promotion “double carbon” goal China, considering possible double uncertainty factors process unit demand response participating scheduling minimum carbon emission, models outp...

the main logic behind the demand for life insurance is to hedge against the labor income uncertainty due to premature death of a wage earner. in other words, life insurance is the device by which this labor income uncertainty is handled. for insurers, the uncertainty arises from the lack of knowledge about the age of death of the wage earner. this paper attempts to derive life insurance demand ...

This paper investigates the effect of exchange rate uncertainty on the Iran’s import trade. The exchange rate ‎uncertainty series were generated utilizing the TARCH model. This model analyzes the asymmetric effects. The analysis of uncertainty and asymmetry ‎of the exchange rate shows significant TARCH ‎effect on Iran’s exchange rates‎. The findings of the study indicate negative shocks (bad ne...

We discuss a stochastic-programming-based method for scheduling electric power generation subject to uncertainty. Such uncertainty may arise from either imperfect forecasting or moment-to-moment fluctuations, and on either the supply or the demand side. The method gives a system of locational marginal prices which reflect the uncertainty, and these may be used in a market settlement scheme in w...