Results 61 to 70 of about 878 (207)

Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley   +1 more source

Perpetual Futures Pricing

Mathematical Finance, Volume 36, Issue 3, Page 481-499, July 2026.
ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer, Julien Hugonnier, Urban Jermann   +2 more
wiley   +1 more source

Investigation of Laser Ablation and Brush Pre‐Treatments for AlCu Cold Roll Bonding in Oxygen‐Free Conditions

Advanced Engineering Materials, Volume 28, Issue 12, 17 June 2026.
It is shown that laser ablation pretreatment under oxygen‐free conditions enables copper–aluminium bonding at significantly lower deformation degrees and improved properties compared to mechanical brushing. Laser ablation further increases interface contact area and induces favourable residual stress states and microstructural compatibility ...
Khemais Barienti, Finn‐Lennard Janthur, Selina Raumel, Sascha Jan Zimmermann, Sarah Seffer, René Gustus, Sebastian Herbst, Marc C. Wurz, Ludger Overmeyer, Wolfgang Maus‐Friedrichs, Hans Jürgen Maier, Florian Nürnberger   +11 more
wiley   +1 more source

Heat‐Resistant Copper Alloys for Extreme Thermal Environments: Mechanisms, Architectures, and Design Strategies

cMat, Volume 3, Issue 2, June 2026.
ABSTRACT Copper (Cu) and copper‐based alloys are indispensable in high‐heat‐flux systems, such as aerospace propulsion, fusion reactors, and advanced power electronics, due to their high thermal conductivity and good manufacturability. However, extreme service conditions increasingly demand not only high thermal conductivity but also elevated ...
Yicheng Cao, Wenjing Zhang, Zhen Yang, Zengde Li, Yunqing Zhu, Jeehyuk Ahn, Lijun Peng, Haofeng Xie, Xujun Mi   +8 more
wiley   +1 more source

Effect of imposed strain and annealing temperature on uniform elongation in A5052 alloy processed by accumulative roll bonding

Mechanical Engineering Journal, 2016
The relation between strain and uniform elongation, and the effect of low-temperature annealing, were examined using an Al-Mg alloy (A5052) processed by accumulative roll bonding (ARB). Specimens were deformed by ARB for 1 to 7 cycles at room temperature,
Keizo KASHIHARA, Yoshikazu KOMI, Nobuhiro TSUJI   +2 more
doaj   +1 more source

Effect of accumulative roll bonding process on textural evolution and its comparison with normal rolled AA7005 aluminum alloy [PDF]

Journal of Mining and Metallurgy. Section B: Metallurgy, 2018
In the present work, texture evolution of AA7005 aluminum alloy during the accumulative roll bonding and conventionally rolled was investigated by X-ray diffraction.
Xie H., Wang M.P., Chen W., Du Y.
doaj   +1 more source

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, Volume 46, Issue 6, Page 1079-1097, June 2026.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Tailoring Microstructure and Mechanical Properties of Nano/ultrafine Grained AA6063 Alloy Processed by Accumulative Roll Bonding Process

Iranian Journal of Materials Science and Engineering, 2020
In the present work, accumulative roll bonding (ARB) was used as an effective method for processed of nano/ultrafine grained AA6063 alloy. Microstructural characteristics indicate considerable grain refinement leading to an average grain size of less ...
H. Jafarian, H. Miyamoto
doaj  

Do carbon prices affect stock prices?

Journal of Financial Research, Volume 49, Issue 2, Page 631-665, Summer 2026.
Abstract We explore how carbon pricing affects corporate financial performance during Phase 3 of the European Union Emissions Trading Scheme (EU ETS). We find that the relationship between carbon prices and stock prices depends critically on the proportion of verified emissions covered by freely allocated ETS allowances: For firms with a greater ...
Patrick Bolton, Adrian Lam, Mirabelle Muûls   +2 more
wiley   +1 more source

Mechanical behavior and microstructural evolution upon annealing of the accumulative roll-bonding (ARB) processed Al alloy 1100

, 2008
The results of mechanical testing on ultra-fine grained aluminum processed by accumulative roll-bonding (ARB) were analyzed with TEM observation and in accordance of the microstructural evolution upon annealing. It was found that rapid grain growth, with
Kang, Suk Bong, Wang, Zhirui, Kwan, Charles   +2 more
core   +1 more source