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A Survey on the Spanish Electricity Intraday Market 西班牙电力即日市场调查
Pub Date : 2024-03-18 DOI: 10.25115/sae.v29i2.4151
Dolores Furió
The Spanish electricity intraday market presents a particular design that makes it unique in Europe. The study is carried out on an hourly basis in order to identify hourly patterns in prices and traded quantities by session. The study evidences an overall growing interest from market participants in intraday trading, particularly in the last-time- negotiated hours. Prices exhibit hourly and daily seasonality as well as mean reversion. Going in depth into the analysis of the current electricity intraday markets is of great relevance nowadays given that there is an open debate concerning the optimal design for intraday markets all over Europe as a consequence of the wholehearted integration of renewables into the power system.
西班牙电力日内市场的特殊设计使其在欧洲独树一帜。这项研究以小时为单位进行,目的是按时段确定每小时的价格和交易量模式。研究结果表明,市场参与者对日内交易的整体兴趣与日俱增,尤其是在最后协商时段。价格表现出每小时和每天的季节性以及均值回归。在可再生能源全面融入电力系统的今天,整个欧洲都在讨论如何优化日内市场的设计,因此深入分析当前的电力日内市场具有重要意义。
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引用次数: 10
Do Sound Fiscal Imbalances Affect Social Protection Public Spending in the EU? European Citizens versus Budget Stability. 稳健的财政失衡会影响欧盟的社会保障公共支出吗?欧洲公民与预算稳定》。
Pub Date : 2024-02-06 DOI: 10.25115/sae.v42i1.9523
Gregorio Cagigas-Ibaseta
This paper examines the influence of fiscal imbalances on social protection levels in 28 European countries from 2008 to 2021. The objective is to affirm fiscal policy's cyclical or countercyclical nature and its impact on these social indicators. The novelty of this study lies in placing the European citizen at the forefront of the analysis, considering the repercussions that fiscal policies implemented by various governments have on social living conditions. Robust evidence suggests that an increase in lagged public revenues correlates with expanding social coverage, while a double-lagged public expenditure and a nation's indebtedness contribute adversely. Finally, it is confirmed that social protection expenditure exhibits more pronounced fluctuations in countries adhering to stringent fiscal rules.
本文研究了 2008 至 2021 年间 28 个欧洲国家的财政失衡对社会保护水平的影响。目的是确认财政政策的周期性或反周期性及其对这些社会指标的影响。本研究的新颖之处在于将欧洲公民置于分析的前沿,考虑各国政府实施的财政政策对社会生活条件的影响。可靠的证据表明,滞后公共收入的增加与社会覆盖面的扩大相关,而双滞后公共支出和国家负债则会产生不利影响。最后,研究证实,在遵守严格财政规则的国家,社会保护支出的波动更为明显。
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引用次数: 0
Actividad en el tiempo libre como determinante de la atención psicológica en personas con discapacidad 闲暇活动是残疾人心理护理的决定因素
Pub Date : 2024-02-06 DOI: 10.25115/sae.v42i1.9541
Marina Barreda Gutiérrez, M. Pascual, David Cantarero
Los España ha avanzado significativamente en la promoción de los derechos y la inclusión de las personas con discapacidad. Asimismo, cuenta con una amplia gama de servicios y apoyo disponibles para las personas con discapacidad, que incluyen atención médica, educación, empleo y servicios sociales. Sin embargo, a pesar de estos esfuerzos, las personas con discapacidad todavía se enfrentan a retos importantes en España que contribuyen a empeorar la salud mental de las personas con discapacidad. En este trabajo analizamos el problema de no realizar ninguna actividad en el tiempo libre de las personas con discapacidad en España y su efecto sobre la utilización sanitaria psicológica utilizando la Encuesta de Discapacidad, Autonomía personal y situaciones de Dependencia 2020. Aplicamos una técnica de emparejamiento basadas en métodos de puntaje de propensión para evaluar el impacto de no realizar actividades sobre la prestación psicológica. Los resultados obtenidos en este trabajo añaden más datos empíricos y evidencia que respalda el efecto negativo de no realizar actividades en el tiempo libre sobre la salud mental de las personas con discapacidad. En definitiva, la falta de actividad genera un problema para la prestación sanitaria psicológica del conjunto de la población pudiendo ser más efectiva y con menores listas de espera si los hacedores de políticas públicas consideran dichos resultados sobre las personas con discapacidad.  
西班牙在促进残疾人权利和残疾人融入社会方面取得了重大进展。西班牙还为残疾人提供了广泛的服务和支持,包括医疗、教育、就业和社会服务。然而,尽管做出了这些努力,残疾人在西班牙仍然面临着巨大的挑战,这些挑战导致残疾人的精神健康状况恶化。在本文中,我们利用《2020 年残疾、个人自主和依赖状况调查》分析了西班牙残疾人不参加任何休闲活动的问题及其对心理健康利用的影响。我们采用基于倾向得分法的匹配技术来评估不参加活动对心理健康的影响。这项工作的结果为不参加休闲活动对残疾人心理健康的负面影响提供了进一步的实证数据和证据。总之,缺乏活动会给整个人口的心理保健服务带来问题,如果公共政策制定者考虑到残疾人的这些结果,就可以提高心理保健服务的效率,缩短等待时间。
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引用次数: 0
A synergetic vision of advertising as stimuli to enhance sales 广告作为刺激因素促进销售的协同愿景
Pub Date : 2024-02-06 DOI: 10.25115/sae.v42i1.9290
Juan Luis Valderrabano
The advertising world has been always concerned looking for the relationship between TV advertising spending and the sales amount of advertised products, particularly mass consumer goods (edibles) and automobiles. The measures was the relationship between advertising pressure in terms of GRP's and notoriety be spontaneous or suggested recall, which was supposed to be translated into sales later, but the consumer needed to have the product available on the shelf. Retain sales are controlled at brand/item level but ads are usually linked to brands. Sinergetics through a model used to explain the Formation of Public Opinion offers a platform to link group attractiveness by TV investment with product sales. We checked it for a narrow market as the colas reversing the reasoning. If the system forecast two groups of opinion that we assimilate to sales how much of the TV advertising expenditure can be correlated. More than 70%.
广告界一直在关注电视广告支出与广告产品(尤其是大众消费品(食品)和汽车)销售量之间的关系。衡量标准是以 GRP 为单位的广告压力与自发或建议召回的知名度之间的关系,这本应在日后转化为销售额,但消费者需要在货架上买到产品。留存销售是在品牌/单品层面上控制的,但广告通常与品牌挂钩。Sinergetics 通过一个用于解释 "舆论形成 "的模型,提供了一个将电视投资对群体的吸引力与产品销售联系起来的平台。我们对可乐这一狭窄市场进行了反向推理。如果系统预测两组舆论,我们将其同化为销售额,那么有多少电视广告支出可以与之相关联。超过 70%。
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引用次数: 0
Editorial for Special Issue on ‘Advances in Econometric Modeling: Theory and Applications’ 计量经济学建模进展》特刊编辑:理论与应用
Pub Date : 2024-02-06 DOI: 10.25115/sae.v42i1.9711
Javier SANCHEZ GARCIA, Raffaele Mattera
Editorial for Special Issue on ‘Advances in Econometric Modeling: Theory and Applications’
计量经济学建模进展》特刊编辑:理论与应用
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引用次数: 0
Intentando predecir el precio de la luz 尝试预测电价
Pub Date : 2024-02-06 DOI: 10.25115/sae.v42i1.9522
Pablo Martín Barragán, Ana Sofía Crespo Jiménez
El precio de la electricidad en España ha experimentado una importante subida a partir del año 2021, que ha generado un gran impacto en la economía de los hogares. En respuesta a esta situación, el Gobierno español estableció el 1 de junio de 2021 un nuevo modelo de tarifa eléctrica denominado PVPC 2.0 TD. Este nuevo modelo de tarifa tiene como objetivo hacer frente al aumento de precios y reducir la volatilidad de estos, al establecer precios basados en los costes reales de producción y distribución de la electricidad. La predicción del precio de la electricidad en el mercado mayorista es esencial para la toma de decisiones de los productores y consumidores de energía. Para llevar a cabo esta tarea, se utilizan diferentes técnicas de modelización estadística, todas basadas en la metodología ARIMA. Esta técnica considera la dependencia temporal de la serie de precios, es decir, que los precios de cada día dependen de los precios de los días anteriores. Además de aplicar la metodología ARIMA a la propia serie, también se pueden incorporar regresores en el modelo para tener en cuenta otros factores que puedan influir en el precio de la electricidad, como la Demanda Eléctrica o el Mercado Spot, entre otros. Estos factores pueden tener un impacto significativo en el precio de la electricidad y su consideración puede mejorar la precisión de las predicciones.
从 2021 年起,西班牙的电价大幅上涨,对家庭经济产生了重大影响。针对这种情况,西班牙政府于 2021 年 6 月 1 日制定了名为 PVPC 2.0 TD 的新电价模式。这种新的电价模式旨在根据电力生产和分配的实际成本确定价格,从而解决价格上涨问题并减少价格波动。批发市场的电价预测对能源生产商和消费者的决策至关重要。为了完成这项任务,我们使用了不同的统计建模技术,这些技术都基于 ARIMA 方法。这种技术考虑了价格序列的时间依赖性,即每天的价格取决于前几天的价格。除了对序列本身采用 ARIMA 方法外,还可在模型中加入回归因子,以考虑可能影响电价的其他因素,如电力需求或现货市场等。这些因素可能会对电价产生重大影响,考虑这些因素可以提高预测的准确性。
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引用次数: 0
Does climate change pose physical and transition risks to the financial stability of Türkiye? Evidence from Fourier Bootstrap ARDL 气候变化是否对土耳其的金融稳定构成实际和过渡风险?来自傅立叶自引导 ARDL 的证据
Pub Date : 2024-02-06 DOI: 10.25115/sae.v42i1.9557
Foday Joof, aliya.isiksal@neu.edu.tr Isiksal
Türkiye is experiencing unprecedented events of climate-related natural disasters in recent years ranging from wildfires, drought, floods, and earthquakes. These natural disasters may trigger financial instability via physical risk, arising from damages to fixed capital, disrupting coastline operations, and decline in agricultural products. The introduction of environmental regulations, policies, and innovations aimed at the mitigation of physical risk might trigger transition risk. This affects the value of the assets held by businesses within the fossil fuel industry and carbon-related industries; leading to increased insurance liability, reduction in cashflows, profitability, and insurability of corporations that depend on ecosystem services. Thus, the impact of physical and transition risk on the financial stability of Türkiye was investigated from 1980-2020 using the novel Fourier Bootstrap ARDL technique. The analysis revealed that physical risk measured as the frequency of natural disasters increases the risk of financial instability in Türkiye both in the short and long run. Contrarily, transition risks measured by environmental taxes and environmental technologies were found to increase the financial stability in Türkiye. As a major policy implication, it is suggested that companies must consider the risk of climate change during the infrastructure planning and building process. In addition, the government should revise environmental taxes to boost environmental innovation for a sustainable future.
近年来,土耳其经历了前所未有的与气候相关的自然灾害,包括野火、干旱、洪水和地震。这些自然灾害可能通过有形风险引发金融不稳定,如固定资本受损、海岸线运营中断、农产品减少等。旨在缓解有形风险的环境法规、政策和创新的引入可能会引发转型风险。这会影响化石燃料行业和碳相关行业内企业所持资产的价值;导致保险责任增加,现金流减少,盈利能力降低,以及依赖生态系统服务的企业的可保性降低。因此,我们采用新颖的傅立叶自回归反向差分法(Fourier Bootstrap ARDL)技术,研究了 1980-2020 年间实体风险和转型风险对土耳其金融稳定性的影响。分析表明,以自然灾害频率衡量的自然风险会在短期和长期内增加土耳其金融不稳定的风险。相反,以环境税和环境技术衡量的转型风险则会增加土耳其的金融稳定性。作为一项重要的政策影响,建议企业在基础设施规划和建设过程中必须考虑气候变化的风险。此外,政府应修订环境税,以促进环境创新,实现可持续发展的未来。
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引用次数: 0
A critical appraisal of the governance indicators of the DTI methodology using IRT models: an application to destinations of Caceres and Badajoz. 利用 IRT 模型对 DTI 方法的治理指标进行批判性评估:在卡塞雷斯和巴达霍斯目的地的应用。
Pub Date : 2024-02-06 DOI: 10.25115/sae.v42i1.9528
Juan Carlos Diez Apolo, Marcelino Sánchez Rivero, Mª Cristina Rodríguez Rangel
STD model is a project promoted by the Spanish Secretary of State for Tourism and managed by the Sociedad Mercantil Estatal para la Gestión de la Innovación y las Tecnologías Turísticas (Segittur) whose objective is to convert Spanish tourist destinations into Smart Tourism Destinations (STD). To this end, the STD methodology has been implemented, which is based on five fundamental pillars: governance, innovation, technology, sustainability and accessibility. This paper focuses on the first of these five pillars: governance. To measure governance, Segittur has developed a set of indicators included in the UNE 178502 standard of January 2022. Based on this proposal of indicators, the authors have developed a set of 15 tourism governance indicators, which have been measured in the 28 territories into which the whole of Extremadura can be divided (24 Local Action Groups and 4 cities). From the data obtained, the Item Response Theory was used to estimate the two-parameter model (2PL). The estimates of the parameters of this model have not only made it possible to characterise each indicator in terms of its difficulty and discrimination parameters, but also to establish a latent scale of tourism governance on which the 28 territories analysed have been positioned. The study leads to the conclusion that not all indicators are equally important in the measurement of tourism governance, and that tourist destinations interested in making effective progress in terms of tourism intelligence should focus their strategy on the fulfilment of certain governance objectives and leave the achievement of other less effective governance objectives in terms of improving tourism intelligence in the second term.
STD 模式是西班牙旅游国务秘书推动的一个项目,由西班牙旅游创新和技术管理商 业协会(Segittur)管理,其目标是将西班牙旅游目的地转变为智能旅游目的地 (STD)。为此,实施了 STD 方法,该方法基于五个基本支柱:治理、创新、技术、可持续性和无障碍环境。本文重点讨论五大支柱中的第一支柱:治理。为衡量治理情况,Segittur 制定了一套指标,包含在 2022 年 1 月的 UNE 178502 标准中。根据这一指标建议,作者制定了一套 15 项旅游治理指标,并在整个埃斯特雷马杜拉可划分的 28 个地区(24 个地方行动小组和 4 个城市)进行了测量。根据所获得的数据,采用项目反应理论来估计双参数模型(2PL)。通过对该模型参数的估算,不仅可以从难度和区分度参数的角度对每个指标进行定性,还可以建立一个旅游治理的潜在尺度,并将所分析的 28 个地区定位在该尺度上。研究得出的结论是,在衡量旅游治理方面,并非所有指标都同等重要,有兴趣在旅游智能方面取得有效进展的旅游目的地应将战略重点放在实现某些治理目标上,而将实现其他效果较差的治理目标留待以后提高旅游智能时再考虑。
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引用次数: 0
How Brazil’s, Mexico’s and Argentina’s economies coped with the Covid-19 pandemic 巴西、墨西哥和阿根廷经济如何应对 Covid-19 大流行病
Pub Date : 2024-02-06 DOI: 10.25115/sae.v42i1.9417
Pierre Rostan, Alexandra Rostan
This paper assesses how Brazil’s, Mexico’s and Argentina’s economies coped with the Covid-19 pandemic by generating two series of Q3 2022 to Q4 2050 Real GDP growth rate forecasts with wavelet analysis: 1) using data including the pandemic from Q4 1995 to Q1 2022 for Brazil, from Q4 1995 to Q2 2022 for Mexico and from Q1 2004 to Q1 2022 for Argentina) and 2) using data not including the pandemic from Q4 1995 to Q3 2019 for Brazil, from Q4 1995 to Q3 2019 for Mexico, from Q1 2004 to Q3 2019 for Argentina. The difference in forecast averages is an indicator of the resilience of the economy during the pandemic, the greater the difference, the better the resilience. Argentina’s economy shows a better resilience (+3.24%) than Mexico (+2.18%) and Brazil’s (-2.25%). 
本文通过小波分析生成 2022 年第三季度至 2050 年第四季度两个系列的实际 GDP 增长率预测,评估巴西、墨西哥和阿根廷经济如何应对 Covid-19 大流行病:1) 巴西使用 1995 年第 4 季度至 2022 年第 1 季度的包括大流行病的数据,墨西哥使用 1995 年第 4 季度至 2022 年第 2 季度的数据,阿根廷使用 2004 年第 1 季度至 2022 年第 1 季度的数据;2) 巴西使用 1995 年第 4 季度至 2019 年第 3 季度的不包括大流行病的数据,墨西哥使用 1995 年第 4 季度至 2019 年第 3 季度的数据,阿根廷使用 2004 年第 1 季度至 2019 年第 3 季度的数据。预测平均值的差异是大流行期间经济恢复能力的指标,差异越大,恢复能力越强。阿根廷经济的恢复力(+3.24%)优于墨西哥(+2.18%)和巴西(-2.25%)。
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引用次数: 0
Relationship between disability, gender, and discrimination: Analysis of the RISEWISE survey (H2020) 残疾、性别和歧视之间的关系:RISEWISE 调查分析(H2020)
Pub Date : 2024-02-06 DOI: 10.25115/sae.v42i1.9524
Pedro Contro Rodríguez, Juana María Alonso Revenga
This work presents the analysis using multivariate statistical techniques of the pilot survey conducted in the RISEWISE project (Rise Women with Disabilities in Social Engagement), funded by the European Union under its Horizon 2020 program, in Italy and Spain in 2021. The main objective of the study is to understand the expectations and needs encountered in the daily lives of women with functional diversity, as well as the barriers they face, which are not exclusively physical or material. By applying multiple correspondence analysis and log-linear models, the relationship between access to employment, experienced discrimination, functional diversity of the respondents, difficulties in their daily lives, and the use of technological resources and social networks is examined.   The obtained results can contribute to future projects with larger sample sizes to investigate the phenomenon of double discrimination. Furthermore, given the limited number of studies related to this issue, this preliminary analysis is important for raising awareness and sensitizing people about the barriers faced by women with disabilities and promoting inclusive environments that enable their full participation in all areas of society.  
这项工作介绍了利用多元统计技术对 2021 年在意大利和西班牙开展的 RISEWISE 项目(提高残疾妇女的社会参与度)试点调查进行的分析,该项目由欧盟在其地平线 2020 计划下提供资助。这项研究的主要目的是了解具有功能多样性的妇女在日常生活中的期望和需求,以及她们所面临的障碍,这些障碍并不完全是身体或物质方面的。通过应用多重对应分析和对数线性模型,研究了受访者的就业机会、遭受的歧视、功能多样性、日常生活中的困难以及对技术资源和社会网络的利用之间的关系。 所得结果有助于今后开展样本量更大的项目,以调查双重歧视现象。此外,鉴于与这一问题相关的研究数量有限,这一初步分析对于提高人们对残疾妇女面临的障碍的认识和敏感性,以及促进使她们能够充分参与社会各个领域的包容性环境非常重要。
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引用次数: 0
期刊
Studies of Applied Economics
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