Questions tagged [scenario-analysis]

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Including lagged dependent in DOLS to estimate R&D effects

I have estimated a DOLS model which seems to have a good fit. My aim with the model is to test alternative scenario's where I change some of the parameters ceteris paribus and analyse the impact. The ...
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scenario-specific covariance matrices for minimum regret portolio allocation

I am trying to follow the paper here https://www.wiwi.uni-siegen.de/banken/dokumente/2._szenariobasierte_aa_englisch.pdf and implement the minimum regret approach. In particular, the decision under ...
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Scenario Analysis - Real life application

Given a portfolio consists of Stock = usd 40, Bond = usd 40, commodity =usd 20. Also given the correlation between these assets. Scenario 1 : stock down by 30% When performing scenario analysis, do ...