Browsing by Subject "Density"
Now showing items 1-3 of 3
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Assessment of density forecast for energy commodities in post-financialization era
(Indian Institute of Management Ahmedabad, 2017-07-31)Probability density for the future price of an asset can be estimated from historical asset prices or exchange-traded derivatives. In this paper, prices of futures and options contracts that embed the forward-looking ... -
Compact living or policy inaction? Effects of urban density and lockdown on the Covid-19 outbreak in the US
(SAGE Publications, 2022-12-14)The coronavirus pandemic has reignited the debate over urban density. Popular media has been quick to blame density as a key contributor to rapid disease transmission, questioning whether compact cities are still a ... -
Posterior consistency of Bayesian quantile regression based on the misspecified asymmetric laplace density
(Bayesian Analysis, 2013)We explore an asymptotic justification for the widely used and empirically verified approach of assuming an asymmetric Laplace distribution (ALD) for the response in Bayesian Quantile Regression. Based on empirical ...