Results 11 to 20 of about 156,527 (368)
IEEE Access, 2020 Energy storage plays a significant role in improving the stability of distributed energy, improving power quality and peak regulation in the micro-grid system, which is of great significance to the sustainable development of energy.
Yunjun Yu, Zhenfen Cai, Yushui Huang
doaj +2 more sources
Arbitrage in the Market for Cryptocurrencies [PDF]
SSRN Electronic Journal, 2020 Recent literature has documented substantial arbitrage opportunities in markets for cryptocurrencies. Given these rather surprising findings, we re-examine the exchange rates of four cryptocurrencies on 21 exchanges with data from October 2018 to June 2019.
Crépellière, Tommy +2 more
openaire +4 more sources
, 1995 In traditional models, arbitrage in a given security is performed by a large number of diversified investors taking small positions against its mispricing.
Andrei Shleifer, Robert W. Vishny
openalex +2 more sources
Cyclic Arbitrage in Decentralized Exchanges [PDF]
The Web Conference, 2021 Decentralized Exchanges (DEXes) enable users to create markets for exchanging any pair of cryptocurrencies. The direct exchange rate of two tokens may not match the cross-exchange rate in the market, and such price discrepancies open up arbitrage ...
Ye Wang +5 more
semanticscholar +1 more source
Arbitrage-Free Neural-SDE Market Models [PDF]
Social Science Research Network, 2021 Modelling joint dynamics of liquid vanilla options is crucial for arbitrage-free pricing of illiquid derivatives and managing risks of option trade books.
Samuel N. Cohen +2 more
semanticscholar +1 more source
Pricing Options with Vanishing Stochastic Volatility
Risks, 2022 In the past years, there has been an extensive investigation of the class of stochastic volatility models for the evaluation of options and complex derivatives.
Loretta Mastroeni
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Sentiment versus mood: a conceptual and empirical investigation [PDF]
Journal of Capital Markets Studies, 2019 Purpose – The purpose of this paper is to investigate whether sentiment and mood, which are distinct theoretical concepts, can also be distinguished empirically.
Albert Rapp
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Energies, 2023 Large-scale integration of renewable energy sources introduces high levels of uncertainty in power systems. In addressing the inherent uncertainty of renewables, coupling with energy storage systems allows for improved dispatchability, not only in terms ...
Stefanos Tampakakis, Dimitrios Zafirakis
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Covered Interest Parity Arbitrage
The Review of financial studies, 2022 To understand deviations from covered interest parity (CIP), it is crucial to account for heterogeneity in funding costs across both banks and currency areas.
Dagfinn Rime, A. Schrimpf, O. Syrstad
semanticscholar +1 more source
Arbitrage vs innovation opportunity analysis among MSMEs actors in Surabaya
Jurnal Ekonomi dan Bisnis, 2022 The Covid-19 pandemic has brought changes in various aspects of life, especially in business management. This study aims to examine whether there are differences in the choice of opportunities between arbitrage opportunities and innovation opportunities ...
Damelina Basauli Tambunan +3 more
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