Results 51 to 60 of about 139,496 (320)

Financial innovation and arbitrage in the Spanish bond market [PDF]

, 2001
This paper empirically tests the level of sequential arbitrage in the Spanish bond market. The test is implemented by drawing on default free and option free pure discount and coupon bonds issued by the Spanish government.
Balbás, Alejandro, López, Susana
core   +2 more sources

Patterns and Drivers of Spanish Corporate Commitment to the UN Global Compact: A Quantitative Approach

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This paper presents a quantitative assessment of Spanish companies' commitment to the United Nations Global Compact (UNGC) and the Sustainable Development Goals (SDGs). Analyzing over 1000 participating firms, we identify prioritization patterns and examine structural factors influencing SDG adherence.
Juan Laborda, Juan Pérez
wiley   +1 more source

High‐Fidelity Simulation‐Driven Control Framework for Robust Grid Integration of Renewable Energy Systems

Energy Science &Engineering, EarlyView.
This work proposes a high‐fidelity, simulation‐driven control framework for robust grid integration of hybrid PV–wind systems using a modular, hierarchical multi‐loop architecture with adaptive decision logic. The framework coordinates power, DC‐link voltage, and grid currents under fast load and generation changes, enabling safe exploration of extreme
Wulfran Fendzi Mbasso, Ambe Harrison, Idriss Dagal, Pradeep Jangir, Zhe Liu, Aseel Smerat   +5 more
wiley   +1 more source

Public versus Private Market Arbitrage: International Evidence for Listed Property Companies [PDF]

, 2021
René‐Ojas Woltering, David H. Downs, Steffen Sebastian   +2 more
openalex   +1 more source

Double Exponential Instability of Triangular Arbitrage Systems

, 2012
If financial markets displayed the informational efficiency postulated in the efficient markets hypothesis (EMH), arbitrage operations would be self-extinguishing. The present paper considers arbitrage sequences in foreign exchange (FX) markets, in which
A. A. Cournot, B. R. Marshall, BIS, BIS, BIS, C. D'Souza, E. A. Asarin, E. F. Fama, G. Cassel, IMF, J. M. Keynes, M. Klau, P. H. Dybvig, P. Samuelson, Q. F. Akram, R. Cross, R. Jungers, S. A. Ross, S. J. Grossman, V. Covrig, V. Kozyakin, Z. Xiaochuan   +21 more
core   +1 more source

Russia’s Contract Arbitrage [PDF]

, 2014
Ukraine is poised to restructure its debt, but Russia may hold the best cards in the negotiation. Russia bought $3 billion in Ukrainian Eurobonds in late 2013 to prop up a political ally, since-deposed.
Gelpern, Anna
core   +2 more sources

Bi‐Level Coordination of Demand Response and Multiple Virtual Power Plants in a Distribution Network for Flexibility Assessment

Energy Science &Engineering, EarlyView.
This study presents a hierarchical coordination framework where multiple VPPs interact with the DSO to optimize energy trades and flexibility offers. Each VPP aggregates DERs and DR, performing internal optimization, day‐ahead bidding, and assessing flexibility to reduce excess renewable generation and pollution.
Alireza Zare, Mohammad Agha Shafiyi, Mehrdad Setayesh Nazar, Miadreza Shafie‐khah, Pierluigi Siano   +4 more
wiley   +1 more source

To sell or store? Assessing smallholder farmers' willingness to pay for potato cold storage in Kenya

Food and Energy Security, 2023
Storage of food commodities for some time after harvest can play an important role in alleviating the downside of price fluctuations in developing countries.
Josiah M. Ateka, Robert Mbeche
doaj   +1 more source

Optimal Variance Forecasting in a Trading Context

Journal of Forecasting, EarlyView.
ABSTRACT In financial trading, the economic value of return and variance forecasts arises from three key components: an investor's risk preference, the quality of return predictions, and the accuracy of risk estimates. This study isolates the third component—risk knowledge—and demonstrates that its contribution is a non‐linear function of realized and ...
Nick Taylor
wiley   +1 more source