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Parton Distributions
(2005)arXivWe provide an assessment of the impact of parton distributions on the determination of LHC processes, and of the accuracy with which parton distributions (PDFs) can be extracted from data, in particular from current and forthcoming HERA experiments. We give an overview of reference LHC processes and their associated PDF uncertainties, and study in detail W and Z production at the LHC. We discuss the precision which may be obtained from ...Working Paper -
What determines differences in foreign bank efficiency?
(2005)CESifo Working PapersThis study examines the factors that determine difference in efficiency of foreign bank in the host market (Australia). The impact of home market, host market and parent bank characteristics are considered within the frameworks offered by comparative advantage and new trade theories. Parametric distance functions are used to estimate the efficiency of foreign banks in Australia, and the robustness of model specification ...Working Paper -
Nontrivial critical behavior of the free energy in the two-dimensional Ising spin glass with bimodal interactions
(2005)arXivA detailed analysis of Monte Carlo data on the two-dimensional Ising spin glass with bimodal interactions shows that the free energy of the model has a nontrivial scaling. In particular, we show by studying the correlation length that much larger system sizes and lower temperatures are required to see the true critical behavior of the model in the thermodynamic limit. Our results agree with data by Lukic et al. in that the degenerate ...Working Paper -
Conceptual Design of a scalable multi-kton superconducting magnetized liquid argon TPC
(2005)arXivWorking Paper -
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Term Structures of Implied Volatilities
(2005)Working Paper SeriesThis paper studies modelling and existence issues for market models of stochastic implied volatility in a continuous-time framework with one stock, one bank account and a family of European options for all maturities with a fixed payoff function h. We first characterize absence of arbitrage in terms of drift conditions for the forward implied volatilities corresponding to a general convex h. For the resulting infinite ...Working Paper -
Dairy Food Consumption, Production, and Policy in Japan
(2005)CARD Working PaperWe explore and investigate Japanese dairy markets. We first provide an overview of consumer demand and how it evolved after World War II. Using historical data and econometric estimates of Japanese dairy demand, we identify economic, cultural, and demographic forces that have been shaping consumption patterns. Then we summarize the characteristics of Japanese milk production and dairy processing and policies affecting them. ...Working Paper -
Application of Panel Data Models in Benchmarking Analysis of the Electricity Distribution Sector
(2005)CEPE Working PaperWorking Paper -
A Benchmarking analysis of electricity distribution utilities in Switzerland
(2005)CEPE Working PaperThis paper studies the sensitivity problems of the benchmarking methods used in the regulation practice. Three commonly used methods have been applied to a sample of 52 electricity distribution utilities to estimate their cost efficiency. These methods include stochastic frontier, corrected ordinary least squares and data envelopment analysis. The results indicate that both efficiency scores and ranks are significantly different across ...Working Paper