Results 51 to 60 of about 156,527 (368)
Allocation of Energy Storage Systems in a Hydro-Thermal-Wind System [PDF]
Brazilian Archives of Biology and TechnologyStrong concerns over greenhouse gas emissions have required the construction of non-polluting energy sources such as wind farms and photovoltaic plants. This need, combined with recent technological developments, has enabled the global installed capacity
Alvaro Augusto Waldrigues de Almeida +1 more
doaj +1 more source
Periodic Sequences of Arbitrage: A Tale of Four Currencies [PDF]
, 2010 This paper investigates arbitrage chains involving four currencies and four foreign exchange trader-arbitrageurs. In contrast with the three-currency case, we find that arbitrage operations when four currencies are present may appear periodic in nature ...
Applegate +42 more
core +6 more sources
Economic Theory Bulletin, 2021 AbstractThis paper presents a proof of Afriat’s (Int Econ Rev 8:67–77) theorem on revealed preference by using the idea that a rational consumer should not be vulnerable to arbitrage. The main mathematical tool is the separating hyperplane theorem.
openaire +3 more sources
, 2000 This paper describes the joint dynamics of bond yields and macroeconomic variables in a Vector Autoregression, where identifying restrictions are based on the absence of arbitrage.
Andrew Ang, Monika Piazzesi
semanticscholar +1 more source
Externalities as Arbitrage [PDF]
SSRN Electronic Journal, 2020 How can we assess whether macro-prudential regulations are having their intended effects? If these regulations are optimal, their marginal benefit of addressing externalities should equal their marginal cost of distorting risk-sharing. These risk-sharing distortions will manifest as trading opportunities that intermediaries are unable to exploit ...
openaire +2 more sources
Arbitrage, Equilibrium, and Nonsatiation [PDF]
SSRN Electronic Journal, 2004 In his seminal paper on arbitrage and competitive equilibrium in unbounded exchange economies, Werner (Econometrica, 1987)proved the existence of a competitive equilibrium, under a price no-arbitrage condition, without assuming either local or global nonsatiation.
Nizar Allouch +2 more
openaire +5 more sources
Sell Low and Buy High: Arbitrage and Local Price Effects in Kenyan Markets
Quarterly Journal of Economics, 2018 Large and regular seasonal price fluctuations in local grain markets appear to offer African farmers substantial intertemporal arbitrage opportunities, but these opportunities remain largely unexploited. Small-scale farmers are commonly observed to “sell
M. Burke, L. Bergquist, E. Miguel
semanticscholar +1 more source
Arbitrage With Power Factor Correction Using Energy Storage [PDF]
IEEE Transactions on Power Systems, 2019 The importance of reactive power compensation for power factor (PF) correction will significantly increase with the large-scale integration of distributed generation interfaced via inverters producing only active power.
Md Umar Hashmi +4 more
semanticscholar +1 more source
Universal Arbitrage Aggregator in Discrete Time Markets under Uncertainty
, 2015 In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a class $\mathcal{S}$ of significant sets, which we call Arbitrage de la ...
Burzoni, Matteo +2 more
core +1 more source