Does it reasonable to include grid-side energy storage costs in transmission and distribution tariffs? Benefit evaluation based on economic externality. [PDF]
Heliyon, 2023 Huang S, Ye Z, Huang Y.
europepmc +1 more source
The Journal of Industrial Economics, EarlyView.ABSTRACT We study optimal simple rating systems that partition sellers into a finite number of tiers. We show that optimal ratings must be threshold partitions, and that for linear supply and Cournot competition with constant marginal cost, optimal thresholds solve a k‐means clustering problem requiring only the quality distribution.
Hugo Hopenhayn, Maryam Saeedi
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Research on Regional Variations in Potato Price Fluctuations and Inter-Regional Transmission Mechanisms in China. [PDF]
FoodsLu H, Li T, Hao R, Liu Z, Gao M, Chen J.
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Human capital-based four-factor asset pricing model: An empirical study from Pakistan. [PDF]
Heliyon, 2023 Khan N, Zada H, Ahmed S, Shah FA, Jan S.
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From gateway to value ladder—The curious case of online mutual aid in China
Journal of Risk and Insurance, EarlyView.Abstract This study examines how InsurTech‐enabled information provision, specifically the disclosure of claimant information previously unavailable in conventional insurance, influences individuals' insurance uptake. We leverage Mutual Aid (MA) platforms as a natural context to examine how socially framed loss information, peer influence, and salience
Ze Chen +3 more
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Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
PLoS OnePing WY, Hu YW, Luo LQ.
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Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
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Resilience through resistance: the role of worker agency in navigating algorithmic control. [PDF]
Front Artif IntellWilliams M, Rani U.
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Editorial for special issue on advances in Actuarial Science and quantitative finance. [PDF]
Methodol Comput Appl Probab, 2022 Feng R +3 more
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The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
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